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Enovix Corp ENVX

INDUSTRIALS · ELECTRICAL EQUIPMENT & PARTS
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Market dataready · fetched 2026-10-15T20:05:09.563Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:02.296517012Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:05:01.078474+00:00

Share price$2.68
1D+12.6%
AH$2.32$2.43$2.55$2.67$2.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMENVX
Sold putSold callAH

Enovix Corp options

Live interpolated ENVX call and put midpoint premiums by absolute delta.Enovix Corp$0.01$0.27$0.53$0.79$1.05$2.13$2.55$2.96$3.38$3.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $2.68OPTION PRICELive ENVX spot · $2.68ENVX PRICE$0.17$0.24$0.31$0.37$0.44$0.51$0.57$0.64$0.71$0.77$0.84$0.91$0.97$0.03$0.10$0.16$0.22$0.28$0.34$0.40$0.46$0.53$0.59$0.65$0.71$0.77
PutsExpensive2.08×
CallsExpensive2.99×
SkewBullish-403.61 pp
Implied moveBullish±$0.98
TiltBullish17.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.16682.7%61.5%2.51164.1%7.6%
25Δ3.98682.5%57.6%2.59183.0%7.1%
30Δ3.81682.3%53.6%2.66202.0%6.6%
35Δ3.64682.0%49.6%2.73220.9%6.2%
40Δ3.46681.8%45.6%2.81239.8%5.7%
45Δ3.29681.6%41.6%2.88258.8%5.2%
50Δ3.12681.3%37.6%2.96277.7%4.8%
55Δ2.94681.1%33.6%3.03296.6%4.3%
60Δ2.77680.8%29.7%3.10315.6%3.8%
65Δ2.59680.6%25.7%3.18334.5%3.4%
70Δ2.42680.4%21.7%3.25353.4%2.9%
75Δ2.25680.1%17.7%3.33372.4%2.4%
80Δ2.07679.9%13.7%3.40391.3%1.9%

20Δ

Calls
Pseudo strike
4.16
IV
682.7%
B/E move
61.5%
Puts
Pseudo strike
2.51
IV
164.1%
B/E move
7.6%

25Δ

Calls
Pseudo strike
3.98
IV
682.5%
B/E move
57.6%
Puts
Pseudo strike
2.59
IV
183.0%
B/E move
7.1%

30Δ

Calls
Pseudo strike
3.81
IV
682.3%
B/E move
53.6%
Puts
Pseudo strike
2.66
IV
202.0%
B/E move
6.6%

35Δ

Calls
Pseudo strike
3.64
IV
682.0%
B/E move
49.6%
Puts
Pseudo strike
2.73
IV
220.9%
B/E move
6.2%

40Δ

Calls
Pseudo strike
3.46
IV
681.8%
B/E move
45.6%
Puts
Pseudo strike
2.81
IV
239.8%
B/E move
5.7%

45Δ

Calls
Pseudo strike
3.29
IV
681.6%
B/E move
41.6%
Puts
Pseudo strike
2.88
IV
258.8%
B/E move
5.2%

50Δ

Calls
Pseudo strike
3.12
IV
681.3%
B/E move
37.6%
Puts
Pseudo strike
2.96
IV
277.7%
B/E move
4.8%

55Δ

Calls
Pseudo strike
2.94
IV
681.1%
B/E move
33.6%
Puts
Pseudo strike
3.03
IV
296.6%
B/E move
4.3%

60Δ

Calls
Pseudo strike
2.77
IV
680.8%
B/E move
29.7%
Puts
Pseudo strike
3.10
IV
315.6%
B/E move
3.8%

65Δ

Calls
Pseudo strike
2.59
IV
680.6%
B/E move
25.7%
Puts
Pseudo strike
3.18
IV
334.5%
B/E move
3.4%

70Δ

Calls
Pseudo strike
2.42
IV
680.4%
B/E move
21.7%
Puts
Pseudo strike
3.25
IV
353.4%
B/E move
2.9%

75Δ

Calls
Pseudo strike
2.25
IV
680.1%
B/E move
17.7%
Puts
Pseudo strike
3.33
IV
372.4%
B/E move
2.4%

80Δ

Calls
Pseudo strike
2.07
IV
679.9%
B/E move
13.7%
Puts
Pseudo strike
3.40
IV
391.3%
B/E move
1.9%