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Enviri Corporation NVRI

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Market datapartial · fetched 2026-10-22T14:50:00.953Z

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 · 2026-10-22T14:49:52.354775333Z

FundamentalsAlpha Vantage · unavailable

Share price$19.85
1D+0.6%
$19.70$19.88$20.06$20.25$20.435:30 AM6:30 AM9:00 AM1:00 PMNVRI
Sold putSold call

Enviri Corporation options

Live interpolated NVRI call and put midpoint premiums by absolute delta.Enviri Corporation$0.32$1.25$2.18$3.11$4.05$15.21$17.47$19.72$21.98$24.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVRI spot · $19.84NVRI PRICE$0.45$0.65$0.86$1.06$1.26$1.46$0.42$0.69$0.96$1.23$1.51$1.78$1.98$2.16$2.34$2.52$2.69$2.87$3.78
PutsExpensive1.34×
CallsExpensive1.27×
SkewBearish+4.31 pp
Implied moveBearish±$3.45
TiltBearish62.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.5758.7%13.6%
25Δ22.3554.4%14.9%18.0362.9%12.6%
30Δ21.9357.8%13.8%18.5067.1%11.6%
35Δ21.5261.1%12.7%18.9671.3%10.7%
40Δ21.1064.4%11.7%19.4275.5%9.7%
45Δ20.6967.7%10.6%19.8879.7%8.8%
50Δ20.2871.0%9.6%20.3077.4%7.7%
55Δ20.7172.9%6.6%
60Δ21.1168.4%5.4%
65Δ21.5163.9%4.3%
70Δ21.9259.4%3.1%
75Δ22.3255.0%2.0%
80Δ23.3659.0%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.57
IV
58.7%
B/E move
13.6%

25Δ

Calls
Pseudo strike
22.35
IV
54.4%
B/E move
14.9%
Puts
Pseudo strike
18.03
IV
62.9%
B/E move
12.6%

30Δ

Calls
Pseudo strike
21.93
IV
57.8%
B/E move
13.8%
Puts
Pseudo strike
18.50
IV
67.1%
B/E move
11.6%

35Δ

Calls
Pseudo strike
21.52
IV
61.1%
B/E move
12.7%
Puts
Pseudo strike
18.96
IV
71.3%
B/E move
10.7%

40Δ

Calls
Pseudo strike
21.10
IV
64.4%
B/E move
11.7%
Puts
Pseudo strike
19.42
IV
75.5%
B/E move
9.7%

45Δ

Calls
Pseudo strike
20.69
IV
67.7%
B/E move
10.6%
Puts
Pseudo strike
19.88
IV
79.7%
B/E move
8.8%

50Δ

Calls
Pseudo strike
20.28
IV
71.0%
B/E move
9.6%
Puts
Pseudo strike
20.30
IV
77.4%
B/E move
7.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.71
IV
72.9%
B/E move
6.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.11
IV
68.4%
B/E move
5.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.51
IV
63.9%
B/E move
4.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.92
IV
59.4%
B/E move
3.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.32
IV
55.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.36
IV
59.0%
B/E move
1.3%

Options history

No recorded observations