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Enviri Corporation NVRI

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Market datapartial · fetched 2026-10-22T21:21:29.520Z

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 · 2026-10-22T20:10:00.001261193Z

FundamentalsAlpha Vantage · unavailable

Share price$19.15
1D-3.4%
AH$18.97$19.35$19.73$20.10$20.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVRI
Sold putSold callAH

Enviri Corporation options

Live interpolated NVRI call and put midpoint premiums by absolute delta.Enviri Corporation$0.28$1.17$2.05$2.94$3.82$15.27$17.38$19.50$21.61$23.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVRI spot · $19.15NVRI PRICE$0.38$0.52$0.72$0.91$1.11$1.30$1.46$1.59$1.72$1.84$1.97$2.09$3.57$0.38$0.48$0.70$0.93$1.16$1.39$1.62$1.84$2.06$2.28$2.49$2.71$2.92
PutsExpensive1.17×
CallsExpensive1.41×
SkewBullish-12.80 pp
Implied moveBearish±$3.08
TiltBearish4.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.1769.1%22.9%16.7561.5%14.5%
25Δ22.1465.4%18.3%17.6750.2%10.2%
30Δ21.6668.8%16.9%18.0652.6%9.4%
35Δ21.1972.1%15.4%18.4455.0%8.6%
40Δ20.7175.4%13.9%18.8357.4%7.7%
45Δ20.2478.7%12.5%19.2259.9%6.9%
50Δ19.7877.9%10.9%19.6062.3%6.1%
55Δ19.3572.9%9.3%19.9964.7%5.2%
60Δ18.9167.9%7.7%20.3461.5%4.5%
65Δ18.4862.9%6.1%20.7058.2%3.8%
70Δ18.0457.9%4.5%21.0554.8%3.1%
75Δ17.6052.9%2.9%21.4151.5%2.4%
80Δ16.1582.2%3.0%21.7648.1%1.6%

20Δ

Calls
Pseudo strike
23.17
IV
69.1%
B/E move
22.9%
Puts
Pseudo strike
16.75
IV
61.5%
B/E move
14.5%

25Δ

Calls
Pseudo strike
22.14
IV
65.4%
B/E move
18.3%
Puts
Pseudo strike
17.67
IV
50.2%
B/E move
10.2%

30Δ

Calls
Pseudo strike
21.66
IV
68.8%
B/E move
16.9%
Puts
Pseudo strike
18.06
IV
52.6%
B/E move
9.4%

35Δ

Calls
Pseudo strike
21.19
IV
72.1%
B/E move
15.4%
Puts
Pseudo strike
18.44
IV
55.0%
B/E move
8.6%

40Δ

Calls
Pseudo strike
20.71
IV
75.4%
B/E move
13.9%
Puts
Pseudo strike
18.83
IV
57.4%
B/E move
7.7%

45Δ

Calls
Pseudo strike
20.24
IV
78.7%
B/E move
12.5%
Puts
Pseudo strike
19.22
IV
59.9%
B/E move
6.9%

50Δ

Calls
Pseudo strike
19.78
IV
77.9%
B/E move
10.9%
Puts
Pseudo strike
19.60
IV
62.3%
B/E move
6.1%

55Δ

Calls
Pseudo strike
19.35
IV
72.9%
B/E move
9.3%
Puts
Pseudo strike
19.99
IV
64.7%
B/E move
5.2%

60Δ

Calls
Pseudo strike
18.91
IV
67.9%
B/E move
7.7%
Puts
Pseudo strike
20.34
IV
61.5%
B/E move
4.5%

65Δ

Calls
Pseudo strike
18.48
IV
62.9%
B/E move
6.1%
Puts
Pseudo strike
20.70
IV
58.2%
B/E move
3.8%

70Δ

Calls
Pseudo strike
18.04
IV
57.9%
B/E move
4.5%
Puts
Pseudo strike
21.05
IV
54.8%
B/E move
3.1%

75Δ

Calls
Pseudo strike
17.60
IV
52.9%
B/E move
2.9%
Puts
Pseudo strike
21.41
IV
51.5%
B/E move
2.4%

80Δ

Calls
Pseudo strike
16.15
IV
82.2%
B/E move
3.0%
Puts
Pseudo strike
21.76
IV
48.1%
B/E move
1.6%

Options history

No recorded observations