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Enovix Corp ENVX

INDUSTRIALS · ELECTRICAL EQUIPMENT & PARTS
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Market dataready · fetched 2026-10-16T21:48:33.266Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:33:44.901197187Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:48:32.832238+00:00

Share price$2.49
1D-6.0%
AH$2.45$2.51$2.57$2.63$2.695:30 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$0.00$0.37$0.73$1.10$1.46$1.74$2.11$2.48$2.86$3.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ENVX spot · $2.49ENVX PRICE$0.04$0.06$0.07$0.08$0.10$0.11$0.13$0.16$0.21$0.26$0.31$0.35$0.40$0.09$0.10$0.11$0.13$0.14$0.16$0.25$0.44$0.62$0.80$0.99$1.17$1.35
PutsExpensive1.10×
CallsCheap0.59×
SkewBearish+73.88 pp
Implied moveBearish±$0.38
TiltBearish47.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.8898.7%17.3%2.03201.2%21.8%
25Δ2.8298.5%15.5%2.12185.9%19.0%
30Δ2.7698.3%13.6%2.20170.6%16.1%
35Δ2.7098.1%11.8%2.29155.3%13.3%
40Δ2.6497.8%10.0%2.37140.0%10.5%
45Δ2.5897.6%8.1%2.46124.8%7.7%
50Δ2.5297.4%6.3%2.60126.9%6.0%
55Δ2.4699.6%5.2%2.79147.4%5.4%
60Δ2.40103.0%4.6%2.99167.9%4.9%
65Δ2.33106.5%4.0%3.19188.4%4.4%
70Δ2.27110.0%3.4%3.38208.8%3.9%
75Δ2.21113.5%2.8%3.58229.3%3.3%
80Δ2.14116.9%2.2%3.77249.8%2.8%

20Δ

Calls
Pseudo strike
2.88
IV
98.7%
B/E move
17.3%
Puts
Pseudo strike
2.03
IV
201.2%
B/E move
21.8%

25Δ

Calls
Pseudo strike
2.82
IV
98.5%
B/E move
15.5%
Puts
Pseudo strike
2.12
IV
185.9%
B/E move
19.0%

30Δ

Calls
Pseudo strike
2.76
IV
98.3%
B/E move
13.6%
Puts
Pseudo strike
2.20
IV
170.6%
B/E move
16.1%

35Δ

Calls
Pseudo strike
2.70
IV
98.1%
B/E move
11.8%
Puts
Pseudo strike
2.29
IV
155.3%
B/E move
13.3%

40Δ

Calls
Pseudo strike
2.64
IV
97.8%
B/E move
10.0%
Puts
Pseudo strike
2.37
IV
140.0%
B/E move
10.5%

45Δ

Calls
Pseudo strike
2.58
IV
97.6%
B/E move
8.1%
Puts
Pseudo strike
2.46
IV
124.8%
B/E move
7.7%

50Δ

Calls
Pseudo strike
2.52
IV
97.4%
B/E move
6.3%
Puts
Pseudo strike
2.60
IV
126.9%
B/E move
6.0%

55Δ

Calls
Pseudo strike
2.46
IV
99.6%
B/E move
5.2%
Puts
Pseudo strike
2.79
IV
147.4%
B/E move
5.4%

60Δ

Calls
Pseudo strike
2.40
IV
103.0%
B/E move
4.6%
Puts
Pseudo strike
2.99
IV
167.9%
B/E move
4.9%

65Δ

Calls
Pseudo strike
2.33
IV
106.5%
B/E move
4.0%
Puts
Pseudo strike
3.19
IV
188.4%
B/E move
4.4%

70Δ

Calls
Pseudo strike
2.27
IV
110.0%
B/E move
3.4%
Puts
Pseudo strike
3.38
IV
208.8%
B/E move
3.9%

75Δ

Calls
Pseudo strike
2.21
IV
113.5%
B/E move
2.8%
Puts
Pseudo strike
3.58
IV
229.3%
B/E move
3.3%

80Δ

Calls
Pseudo strike
2.14
IV
116.9%
B/E move
2.2%
Puts
Pseudo strike
3.77
IV
249.8%
B/E move
2.8%