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Entera Bio Ltd. Ordinary Shares ENTX

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Market datapartial · fetched 2026-10-24T05:34:09.821Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T20:00:00.395950356Z

FundamentalsAlpha Vantage · unavailable

Share price$2.92
1D-2.7%
AH$2.85$2.89$2.93$2.97$3.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMENTX
Sold putSold callAH

Entera Bio Ltd. Ordinary Shares options

Live interpolated ENTX call and put midpoint premiums by absolute delta.Entera Bio Ltd. Ordinary Shares$0.47$1.00$1.52$2.05$2.58$-0.53$1.85$4.24$6.62$9.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ENTX spot · $2.92ENTX PRICE$0.81$1.02$1.23$1.44$1.65$1.86$1.97$0.88$1.68$2.42$1.79$1.16$0.53$1.16$1.98
PutsExpensive2.55×
CallsExpensive5.42×
SkewBullish-327.94 pp
Implied moveBearish±$1.98
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.63294.1%39.9%
25Δ3.33419.4%43.5%
30Δ3.99534.3%46.5%
35Δ3.67404.5%35.7%
40Δ3.36274.6%24.9%
45Δ3.04144.8%14.0%
50Δ6.11450.7%137.3%3.68188.6%13.8%
55Δ6.28518.1%150.3%4.46257.6%15.2%
60Δ6.46585.5%163.3%
65Δ6.63653.0%176.4%
70Δ6.80720.4%189.4%
75Δ6.97787.8%202.4%
80Δ5.20783.3%145.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.63
IV
294.1%
B/E move
39.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.33
IV
419.4%
B/E move
43.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.99
IV
534.3%
B/E move
46.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.67
IV
404.5%
B/E move
35.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.36
IV
274.6%
B/E move
24.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.04
IV
144.8%
B/E move
14.0%

50Δ

Calls
Pseudo strike
6.11
IV
450.7%
B/E move
137.3%
Puts
Pseudo strike
3.68
IV
188.6%
B/E move
13.8%

55Δ

Calls
Pseudo strike
6.28
IV
518.1%
B/E move
150.3%
Puts
Pseudo strike
4.46
IV
257.6%
B/E move
15.2%

60Δ

Calls
Pseudo strike
6.46
IV
585.5%
B/E move
163.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
6.63
IV
653.0%
B/E move
176.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.80
IV
720.4%
B/E move
189.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.97
IV
787.8%
B/E move
202.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.20
IV
783.3%
B/E move
145.4%
Puts
Pseudo strike
IV
B/E move

Options history

ENTX220.06223.87227.682026-08-28: 227.15%2026-09-29: 220.59%Aug 28Sep 29
Table
DateIV
227.15%
220.59%