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Enovix Corp ENVX

INDUSTRIALS · ELECTRICAL EQUIPMENT & PARTS
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Market dataready · fetched 2026-10-16T00:19:51.130Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:55:53.983448944Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:50.352855+00:00

Share price$2.65
1D+12.2%
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$0.05$0.39$0.73$1.07$1.40$1.50$2.07$2.64$3.21$3.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ENVX spot · $2.65ENVX PRICE$0.09$0.12$0.15$0.17$0.20$0.26$0.33$0.40$0.47$0.54$0.60$0.67$0.74$0.13$0.17$0.22$0.27$0.32$0.37$0.42$0.46$0.51$0.69$0.90$1.10$1.31
PutsCheap0.87×
CallsFair1.00×
SkewBullish-11.50 pp
Implied moveBearish±$0.75
TiltBearish18.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.86110.8%48.9%2.1298.6%24.6%
25Δ3.65108.4%42.4%2.2397.8%22.4%
30Δ3.45106.0%35.8%2.3497.0%20.1%
35Δ3.25103.7%29.3%2.4596.1%17.9%
40Δ3.05101.3%22.7%2.5595.3%15.7%
45Δ2.91102.7%19.6%2.6694.5%13.4%
50Δ2.79105.4%17.6%2.7793.6%11.2%
55Δ2.67108.1%15.6%2.8892.8%9.0%
60Δ2.54110.8%13.7%2.9892.0%6.7%
65Δ2.42113.5%11.7%3.2096.7%5.6%
70Δ2.30116.2%9.7%3.43102.3%4.6%
75Δ2.18118.9%7.7%3.66107.9%3.7%
80Δ2.06121.6%5.7%3.88113.5%2.7%

20Δ

Calls
Pseudo strike
3.86
IV
110.8%
B/E move
48.9%
Puts
Pseudo strike
2.12
IV
98.6%
B/E move
24.6%

25Δ

Calls
Pseudo strike
3.65
IV
108.4%
B/E move
42.4%
Puts
Pseudo strike
2.23
IV
97.8%
B/E move
22.4%

30Δ

Calls
Pseudo strike
3.45
IV
106.0%
B/E move
35.8%
Puts
Pseudo strike
2.34
IV
97.0%
B/E move
20.1%

35Δ

Calls
Pseudo strike
3.25
IV
103.7%
B/E move
29.3%
Puts
Pseudo strike
2.45
IV
96.1%
B/E move
17.9%

40Δ

Calls
Pseudo strike
3.05
IV
101.3%
B/E move
22.7%
Puts
Pseudo strike
2.55
IV
95.3%
B/E move
15.7%

45Δ

Calls
Pseudo strike
2.91
IV
102.7%
B/E move
19.6%
Puts
Pseudo strike
2.66
IV
94.5%
B/E move
13.4%

50Δ

Calls
Pseudo strike
2.79
IV
105.4%
B/E move
17.6%
Puts
Pseudo strike
2.77
IV
93.6%
B/E move
11.2%

55Δ

Calls
Pseudo strike
2.67
IV
108.1%
B/E move
15.6%
Puts
Pseudo strike
2.88
IV
92.8%
B/E move
9.0%

60Δ

Calls
Pseudo strike
2.54
IV
110.8%
B/E move
13.7%
Puts
Pseudo strike
2.98
IV
92.0%
B/E move
6.7%

65Δ

Calls
Pseudo strike
2.42
IV
113.5%
B/E move
11.7%
Puts
Pseudo strike
3.20
IV
96.7%
B/E move
5.6%

70Δ

Calls
Pseudo strike
2.30
IV
116.2%
B/E move
9.7%
Puts
Pseudo strike
3.43
IV
102.3%
B/E move
4.6%

75Δ

Calls
Pseudo strike
2.18
IV
118.9%
B/E move
7.7%
Puts
Pseudo strike
3.66
IV
107.9%
B/E move
3.7%

80Δ

Calls
Pseudo strike
2.06
IV
121.6%
B/E move
5.7%
Puts
Pseudo strike
3.88
IV
113.5%
B/E move
2.7%