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Enpro Inc. NPO

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-12T02:47:59.270Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.002001265Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:47:54.346238+00:00

Share price$283.08
1D+0.2%
AH$274$277$280$283$2855:30 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.$1.69$7.21$12.72$18.23$23.75$245.73$265.97$286.21$306.44$326.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NPO spot · $283.08NPO PRICE$2.29$2.97$3.77$4.57$5.47$6.57$7.68$8.79$10.18$12.12$14.05$15.99$18.73$2.62$3.33$4.18$5.04$5.89$7.17$8.68$10.20$11.71$13.82$16.09$18.36$22.16
PutsCheap0.69×
CallsCheap0.55×
SkewBearish+1.49 pp
Implied moveBearish±$16.36
TiltBearish6.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ303.1948.0%7.9%265.3550.7%7.2%
25Δ298.4545.8%6.5%270.0148.3%5.8%
30Δ295.2845.3%5.6%272.9847.0%5.0%
35Δ292.1244.8%4.8%275.9545.8%4.3%
40Δ289.1744.4%4.1%278.9244.5%3.5%
45Δ286.6544.2%3.6%281.6544.4%3.0%
50Δ284.1444.1%3.1%284.2445.0%2.7%
55Δ281.6243.9%2.6%286.8345.6%2.3%
60Δ279.0044.0%2.2%289.4246.2%1.9%
65Δ276.1844.6%1.8%292.4446.4%1.6%
70Δ273.3545.2%1.5%295.5746.6%1.3%
75Δ270.5345.9%1.2%298.7146.7%1.0%
80Δ267.0345.6%0.9%303.2348.0%0.7%

20Δ

Calls
Pseudo strike
303.19
IV
48.0%
B/E move
7.9%
Puts
Pseudo strike
265.35
IV
50.7%
B/E move
7.2%

25Δ

Calls
Pseudo strike
298.45
IV
45.8%
B/E move
6.5%
Puts
Pseudo strike
270.01
IV
48.3%
B/E move
5.8%

30Δ

Calls
Pseudo strike
295.28
IV
45.3%
B/E move
5.6%
Puts
Pseudo strike
272.98
IV
47.0%
B/E move
5.0%

35Δ

Calls
Pseudo strike
292.12
IV
44.8%
B/E move
4.8%
Puts
Pseudo strike
275.95
IV
45.8%
B/E move
4.3%

40Δ

Calls
Pseudo strike
289.17
IV
44.4%
B/E move
4.1%
Puts
Pseudo strike
278.92
IV
44.5%
B/E move
3.5%

45Δ

Calls
Pseudo strike
286.65
IV
44.2%
B/E move
3.6%
Puts
Pseudo strike
281.65
IV
44.4%
B/E move
3.0%

50Δ

Calls
Pseudo strike
284.14
IV
44.1%
B/E move
3.1%
Puts
Pseudo strike
284.24
IV
45.0%
B/E move
2.7%

55Δ

Calls
Pseudo strike
281.62
IV
43.9%
B/E move
2.6%
Puts
Pseudo strike
286.83
IV
45.6%
B/E move
2.3%

60Δ

Calls
Pseudo strike
279.00
IV
44.0%
B/E move
2.2%
Puts
Pseudo strike
289.42
IV
46.2%
B/E move
1.9%

65Δ

Calls
Pseudo strike
276.18
IV
44.6%
B/E move
1.8%
Puts
Pseudo strike
292.44
IV
46.4%
B/E move
1.6%

70Δ

Calls
Pseudo strike
273.35
IV
45.2%
B/E move
1.5%
Puts
Pseudo strike
295.57
IV
46.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
270.53
IV
45.9%
B/E move
1.2%
Puts
Pseudo strike
298.71
IV
46.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
267.03
IV
45.6%
B/E move
0.9%
Puts
Pseudo strike
303.23
IV
48.0%
B/E move
0.7%

Options history

IV · four-Friday blend47.02%
Daily EOD
NPO42.2%44.8%47.4%2026-10-19: 42.85%2026-10-20: 42.91%2026-10-21: 42.56%2026-10-22: 45.84%2026-10-23: 46.55%2026-10-26: 46.74%2026-10-27: 45.68%2026-10-28: 45.63%2026-10-29: 45.45%2026-10-30: 47.02%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.85%
42.91%
42.56%
45.84%
46.55%
46.74%
45.68%
45.63%
45.45%
47.02%