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Enviri Corporation NVRI

INDUSTRIALS · WASTE MANAGEMENT
i

Market dataready · fetched 2026-10-22T16:52:41.029Z

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 · 2026-10-22T16:52:32.040910578Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:47:04.480063+00:00

Share price$19.39
1D-1.6%
$19.35$19.63$19.91$20.18$20.465:30 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$0.79$1.25$1.71$2.18$15.18$17.33$19.48$21.63$23.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVRI spot · $19.39NVRI PRICE$0.38$0.51$0.71$0.91$1.11$1.31$1.51$1.60$1.69$1.78$1.86$1.95$2.04$0.38$0.55$0.80$1.04$1.28$1.53$1.77
PutsExpensive1.25×
CallsExpensive1.32×
SkewBullish-3.27 pp
Implied moveBearish±$3.28
TiltBullish40.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.4568.3%22.9%17.0859.0%13.8%
25Δ22.2161.7%17.2%17.8054.4%11.1%
30Δ21.7665.3%15.9%18.2157.5%10.2%
35Δ21.3168.9%14.6%18.6360.6%9.3%
40Δ20.8672.5%13.3%19.0463.6%8.4%
45Δ20.4176.1%12.1%19.4566.7%7.6%
50Δ19.9778.9%10.8%19.8769.7%6.7%
55Δ19.6173.1%9.4%
60Δ19.2667.4%8.0%
65Δ18.9061.6%6.6%
70Δ18.5455.8%5.2%
75Δ18.1850.0%3.9%
80Δ17.8344.2%2.5%

20Δ

Calls
Pseudo strike
23.45
IV
68.3%
B/E move
22.9%
Puts
Pseudo strike
17.08
IV
59.0%
B/E move
13.8%

25Δ

Calls
Pseudo strike
22.21
IV
61.7%
B/E move
17.2%
Puts
Pseudo strike
17.80
IV
54.4%
B/E move
11.1%

30Δ

Calls
Pseudo strike
21.76
IV
65.3%
B/E move
15.9%
Puts
Pseudo strike
18.21
IV
57.5%
B/E move
10.2%

35Δ

Calls
Pseudo strike
21.31
IV
68.9%
B/E move
14.6%
Puts
Pseudo strike
18.63
IV
60.6%
B/E move
9.3%

40Δ

Calls
Pseudo strike
20.86
IV
72.5%
B/E move
13.3%
Puts
Pseudo strike
19.04
IV
63.6%
B/E move
8.4%

45Δ

Calls
Pseudo strike
20.41
IV
76.1%
B/E move
12.1%
Puts
Pseudo strike
19.45
IV
66.7%
B/E move
7.6%

50Δ

Calls
Pseudo strike
19.97
IV
78.9%
B/E move
10.8%
Puts
Pseudo strike
19.87
IV
69.7%
B/E move
6.7%

55Δ

Calls
Pseudo strike
19.61
IV
73.1%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
19.26
IV
67.4%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
18.90
IV
61.6%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
18.54
IV
55.8%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
18.18
IV
50.0%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
17.83
IV
44.2%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations