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Enviri Corporation NVRI

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Market dataready · fetched 2026-11-11T15:53:20.542Z

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 · 2026-11-11T15:52:21.173233547Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:53:19.447962+00:00

Share price$25.11
1D+1.9%
$24.58$24.77$24.95$25.14$25.335:30 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$0.34$1.43$2.51$3.59$4.68$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICENVRI PRICE$0.64$1.35$2.07$2.79$3.51$4.23$0.46$1.02$1.58$2.13$2.69$3.25$3.81$4.36
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ25.0431.7%2.1%
50Δ25.6339.3%2.0%
55Δ24.9935.6%2.0%26.2347.0%1.8%
60Δ24.2550.1%1.9%26.8354.6%1.7%
65Δ23.5064.6%1.8%27.4262.3%1.5%
70Δ22.7679.0%1.7%28.0269.9%1.3%
75Δ22.0193.5%1.6%28.6277.6%1.2%
80Δ21.27108.0%1.5%29.2185.3%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.04
IV
31.7%
B/E move
2.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.63
IV
39.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
24.99
IV
35.6%
B/E move
2.0%
Puts
Pseudo strike
26.23
IV
47.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
24.25
IV
50.1%
B/E move
1.9%
Puts
Pseudo strike
26.83
IV
54.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
23.50
IV
64.6%
B/E move
1.8%
Puts
Pseudo strike
27.42
IV
62.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
22.76
IV
79.0%
B/E move
1.7%
Puts
Pseudo strike
28.02
IV
69.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
22.01
IV
93.5%
B/E move
1.6%
Puts
Pseudo strike
28.62
IV
77.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
21.27
IV
108.0%
B/E move
1.5%
Puts
Pseudo strike
29.21
IV
85.3%
B/E move
1.0%

Options history

IV · four-Friday blend56.06%
Daily EOD
NVRI50.0%54.8%59.6%2026-10-19: 52.72%2026-10-20: 52.87%2026-10-21: 54.84%2026-10-22: 56.15%2026-10-23: 50.70%2026-10-26: 51.55%2026-10-27: 58.93%2026-10-28: 56.06%Oct 19Oct 22Oct 28
8 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
52.72%
52.87%
54.84%
56.15%
50.70%
51.55%
58.93%
56.06%