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Enpro Inc. NPO

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Market datapartial · fetched 2026-10-22T22:11:26.900Z

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 · 2026-10-22T20:10:00.001333314Z

FundamentalsAlpha Vantage · unavailable

Share price$267.21
1D-9.1%
AH$260$269$278$287$2965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNPO
Sold putSold callAH

Enpro Inc. options

Live interpolated NPO call and put midpoint premiums by absolute delta.Enpro Inc.$2.79$14.17$25.56$36.94$48.33$213.17$248.01$282.86$317.71$352.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NPO spot · $267.21NPO PRICE$4.02$5.34$6.90$8.58$10.34$12.40$14.56$16.99$19.51$22.65$25.94$30.06$34.58$5.04$6.75$8.55$10.61$12.73$15.15$17.68$20.62$23.88$28.05$32.67$37.73$45.04
PutsFair1.03×
CallsExpensive1.38×
SkewBearish+1.36 pp
Implied moveBearish±$32.24
TiltBearish11.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ305.9251.0%16.0%237.7955.3%12.9%
25Δ298.2050.5%13.6%244.1755.0%11.1%
30Δ292.4051.5%12.0%250.1454.8%9.6%
35Δ286.7852.0%10.5%255.5554.4%8.3%
40Δ281.2952.1%9.1%260.9054.0%7.1%
45Δ276.1252.5%8.0%265.9953.6%6.1%
50Δ271.0452.9%6.9%271.0953.2%5.2%
55Δ266.0153.0%5.9%276.2152.9%4.3%
60Δ260.9853.0%5.0%281.5252.8%3.6%
65Δ255.7353.3%4.2%287.3953.3%2.9%
70Δ250.4253.7%3.4%293.6553.6%2.3%
75Δ244.5354.0%2.8%300.2853.7%1.7%
80Δ238.3154.2%2.1%308.9354.7%1.2%

20Δ

Calls
Pseudo strike
305.92
IV
51.0%
B/E move
16.0%
Puts
Pseudo strike
237.79
IV
55.3%
B/E move
12.9%

25Δ

Calls
Pseudo strike
298.20
IV
50.5%
B/E move
13.6%
Puts
Pseudo strike
244.17
IV
55.0%
B/E move
11.1%

30Δ

Calls
Pseudo strike
292.40
IV
51.5%
B/E move
12.0%
Puts
Pseudo strike
250.14
IV
54.8%
B/E move
9.6%

35Δ

Calls
Pseudo strike
286.78
IV
52.0%
B/E move
10.5%
Puts
Pseudo strike
255.55
IV
54.4%
B/E move
8.3%

40Δ

Calls
Pseudo strike
281.29
IV
52.1%
B/E move
9.1%
Puts
Pseudo strike
260.90
IV
54.0%
B/E move
7.1%

45Δ

Calls
Pseudo strike
276.12
IV
52.5%
B/E move
8.0%
Puts
Pseudo strike
265.99
IV
53.6%
B/E move
6.1%

50Δ

Calls
Pseudo strike
271.04
IV
52.9%
B/E move
6.9%
Puts
Pseudo strike
271.09
IV
53.2%
B/E move
5.2%

55Δ

Calls
Pseudo strike
266.01
IV
53.0%
B/E move
5.9%
Puts
Pseudo strike
276.21
IV
52.9%
B/E move
4.3%

60Δ

Calls
Pseudo strike
260.98
IV
53.0%
B/E move
5.0%
Puts
Pseudo strike
281.52
IV
52.8%
B/E move
3.6%

65Δ

Calls
Pseudo strike
255.73
IV
53.3%
B/E move
4.2%
Puts
Pseudo strike
287.39
IV
53.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
250.42
IV
53.7%
B/E move
3.4%
Puts
Pseudo strike
293.65
IV
53.6%
B/E move
2.3%

75Δ

Calls
Pseudo strike
244.53
IV
54.0%
B/E move
2.8%
Puts
Pseudo strike
300.28
IV
53.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
238.31
IV
54.2%
B/E move
2.1%
Puts
Pseudo strike
308.93
IV
54.7%
B/E move
1.2%

Options history

No recorded observations