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enCore Energy Corp. Common Shares EU

ENERGY · URANIUM
i

Market dataready · fetched 2026-10-15T20:32:43.585Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:45.146378013Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:43.045930+00:00

Share price$0.83
1D-1.8%
AH$0.80$0.82$0.83$0.85$0.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEU
Sold putSold callAH

enCore Energy Corp. Common Shares options

Live interpolated EU call and put midpoint premiums by absolute delta.enCore Energy Corp. Common Shares$0.10$0.21$0.32$0.43$0.54$0.40$0.62$0.83$1.04$1.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $0.83OPTION PRICELive EU spot · $0.83EU PRICE$0.42$0.41$0.41$0.40$0.40$0.40$0.39$0.39$0.38$0.38$0.37$0.37$0.37$0.11$0.14$0.18$0.21$0.24$0.28$0.31$0.34$0.38$0.41$0.44$0.48$0.51
PutsExpensive4.04×
CallsExpensive6.48×
SkewNeutral0.00 pp
Implied moveBullish±$0.70
TiltBullish11.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.35800.0%112.6%0.62800.0%38.5%
25Δ1.26800.0%101.9%0.67800.0%36.7%
30Δ1.18800.0%91.1%0.72800.0%35.0%
35Δ1.09800.0%80.3%0.76800.0%33.3%
40Δ1.01800.0%69.5%0.81800.0%31.5%
45Δ0.92800.0%58.7%0.86800.0%29.8%
50Δ0.84800.0%47.9%0.91800.0%28.0%
55Δ0.75800.0%37.2%0.96800.0%26.3%
60Δ0.67800.0%26.4%1.00800.0%24.6%
65Δ0.58800.0%15.6%1.05800.0%22.8%
70Δ0.50800.0%4.8%1.10800.0%21.1%
75Δ0.41800.0%6.0%1.15800.0%19.4%
80Δ0.32800.0%16.8%1.20800.0%17.6%

20Δ

Calls
Pseudo strike
1.35
IV
800.0%
B/E move
112.6%
Puts
Pseudo strike
0.62
IV
800.0%
B/E move
38.5%

25Δ

Calls
Pseudo strike
1.26
IV
800.0%
B/E move
101.9%
Puts
Pseudo strike
0.67
IV
800.0%
B/E move
36.7%

30Δ

Calls
Pseudo strike
1.18
IV
800.0%
B/E move
91.1%
Puts
Pseudo strike
0.72
IV
800.0%
B/E move
35.0%

35Δ

Calls
Pseudo strike
1.09
IV
800.0%
B/E move
80.3%
Puts
Pseudo strike
0.76
IV
800.0%
B/E move
33.3%

40Δ

Calls
Pseudo strike
1.01
IV
800.0%
B/E move
69.5%
Puts
Pseudo strike
0.81
IV
800.0%
B/E move
31.5%

45Δ

Calls
Pseudo strike
0.92
IV
800.0%
B/E move
58.7%
Puts
Pseudo strike
0.86
IV
800.0%
B/E move
29.8%

50Δ

Calls
Pseudo strike
0.84
IV
800.0%
B/E move
47.9%
Puts
Pseudo strike
0.91
IV
800.0%
B/E move
28.0%

55Δ

Calls
Pseudo strike
0.75
IV
800.0%
B/E move
37.2%
Puts
Pseudo strike
0.96
IV
800.0%
B/E move
26.3%

60Δ

Calls
Pseudo strike
0.67
IV
800.0%
B/E move
26.4%
Puts
Pseudo strike
1.00
IV
800.0%
B/E move
24.6%

65Δ

Calls
Pseudo strike
0.58
IV
800.0%
B/E move
15.6%
Puts
Pseudo strike
1.05
IV
800.0%
B/E move
22.8%

70Δ

Calls
Pseudo strike
0.50
IV
800.0%
B/E move
4.8%
Puts
Pseudo strike
1.10
IV
800.0%
B/E move
21.1%

75Δ

Calls
Pseudo strike
0.41
IV
800.0%
B/E move
6.0%
Puts
Pseudo strike
1.15
IV
800.0%
B/E move
19.4%

80Δ

Calls
Pseudo strike
0.32
IV
800.0%
B/E move
16.8%
Puts
Pseudo strike
1.20
IV
800.0%
B/E move
17.6%