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Enpro Industries NPO

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-10-24T04:26:35.662Z

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 · 2026-10-23T23:00:00.002107632Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:26:35.871564+00:00

Share price$267.72
1D+2.8%
AH$260$263$265$268$2715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNPO
Sold putSold callAH

Enpro Industries options

Live interpolated NPO call and put midpoint premiums by absolute delta.Enpro Industries$2.84$14.05$25.25$36.46$47.67$213.16$248.01$282.86$317.71$352.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NPO spot · $267.72NPO PRICE$4.05$5.42$6.96$8.57$10.26$12.20$14.24$16.77$19.48$22.70$26.11$30.59$35.55$5.20$6.75$8.39$10.30$12.44$15.11$17.92$21.05$24.47$28.31$32.50$36.87$44.43
PutsFair1.04×
CallsExpensive1.41×
SkewBearish+1.26 pp
Implied moveBearish±$32.17
TiltBearish10.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ306.4052.8%16.0%237.4059.0%13.3%
25Δ299.3353.4%13.8%244.4757.2%11.2%
30Δ293.1753.8%12.1%250.8255.7%9.4%
35Δ287.2653.8%10.5%256.2054.9%8.2%
40Δ281.6253.5%9.0%261.4854.5%7.0%
45Δ276.4153.4%7.8%266.5255.2%6.1%
50Δ271.3753.4%6.7%271.6355.7%5.2%
55Δ266.3853.9%5.8%276.8955.7%4.4%
60Δ261.4154.6%4.9%282.3355.8%3.7%
65Δ256.1555.3%4.2%288.0155.7%3.0%
70Δ250.7655.9%3.4%293.9355.2%2.3%
75Δ244.5756.9%2.8%299.9654.4%1.7%
80Δ237.9757.9%2.2%308.8155.9%1.2%

20Δ

Calls
Pseudo strike
306.40
IV
52.8%
B/E move
16.0%
Puts
Pseudo strike
237.40
IV
59.0%
B/E move
13.3%

25Δ

Calls
Pseudo strike
299.33
IV
53.4%
B/E move
13.8%
Puts
Pseudo strike
244.47
IV
57.2%
B/E move
11.2%

30Δ

Calls
Pseudo strike
293.17
IV
53.8%
B/E move
12.1%
Puts
Pseudo strike
250.82
IV
55.7%
B/E move
9.4%

35Δ

Calls
Pseudo strike
287.26
IV
53.8%
B/E move
10.5%
Puts
Pseudo strike
256.20
IV
54.9%
B/E move
8.2%

40Δ

Calls
Pseudo strike
281.62
IV
53.5%
B/E move
9.0%
Puts
Pseudo strike
261.48
IV
54.5%
B/E move
7.0%

45Δ

Calls
Pseudo strike
276.41
IV
53.4%
B/E move
7.8%
Puts
Pseudo strike
266.52
IV
55.2%
B/E move
6.1%

50Δ

Calls
Pseudo strike
271.37
IV
53.4%
B/E move
6.7%
Puts
Pseudo strike
271.63
IV
55.7%
B/E move
5.2%

55Δ

Calls
Pseudo strike
266.38
IV
53.9%
B/E move
5.8%
Puts
Pseudo strike
276.89
IV
55.7%
B/E move
4.4%

60Δ

Calls
Pseudo strike
261.41
IV
54.6%
B/E move
4.9%
Puts
Pseudo strike
282.33
IV
55.8%
B/E move
3.7%

65Δ

Calls
Pseudo strike
256.15
IV
55.3%
B/E move
4.2%
Puts
Pseudo strike
288.01
IV
55.7%
B/E move
3.0%

70Δ

Calls
Pseudo strike
250.76
IV
55.9%
B/E move
3.4%
Puts
Pseudo strike
293.93
IV
55.2%
B/E move
2.3%

75Δ

Calls
Pseudo strike
244.57
IV
56.9%
B/E move
2.8%
Puts
Pseudo strike
299.96
IV
54.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
237.97
IV
57.9%
B/E move
2.2%
Puts
Pseudo strike
308.81
IV
55.9%
B/E move
1.2%

Options history

No recorded observations