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Ennis, Inc. EBF

i

Market dataready · fetched 2026-11-03T19:10:37.645Z

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 · 2026-11-03T19:08:22.032388629Z

FundamentalsSEC EDGAR · ready · as of 2026-08-31 · fetched 2026-11-03T19:10:37.160349+00:00

Share price$21.06
1D+0.1%
$20.61$20.76$20.90$21.05$21.195:30 AM6:30 AM9:00 AM1:00 PMEBF
Sold putSold call

Ennis, Inc. options

Live interpolated EBF call and put midpoint premiums by absolute delta.Ennis, Inc.$0.71$1.47$2.23$2.98$3.74$19.43$20.43$21.43$22.43$23.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive EBF spot · $21.06EBF PRICE$1.70$1.70$1.70$1.81$1.94$2.08$2.24$2.67$3.09$3.52$1.70$1.70$0.80$1.10$1.40$1.71$2.01$2.32$2.59$2.87$3.14$3.41
Puts——
Calls——
Skew——
Implied moveBullish±$3.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.41253.8%34.9%
25Δ17.29199.4%26.0%
30Δ
35Δ27.75200.4%39.8%20.4058.5%6.9%
40Δ24.52158.7%24.5%20.8163.3%6.4%
45Δ22.81129.8%16.4%21.2268.1%5.9%
50Δ21.95116.9%12.8%21.6372.9%5.4%
55Δ21.28107.7%10.3%22.0577.7%4.9%
60Δ20.6198.4%7.7%22.4682.5%4.4%
65Δ19.9590.0%5.3%22.8779.1%3.7%
70Δ19.3490.6%4.5%23.2874.7%3.1%
75Δ18.7291.2%3.6%23.7070.4%2.4%
80Δ18.1191.9%2.7%24.1166.0%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.41
IV
253.8%
B/E move
34.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.29
IV
199.4%
B/E move
26.0%

30Δ

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

35Δ

Calls
Pseudo strike
27.75
IV
200.4%
B/E move
39.8%
Puts
Pseudo strike
20.40
IV
58.5%
B/E move
6.9%

40Δ

Calls
Pseudo strike
24.52
IV
158.7%
B/E move
24.5%
Puts
Pseudo strike
20.81
IV
63.3%
B/E move
6.4%

45Δ

Calls
Pseudo strike
22.81
IV
129.8%
B/E move
16.4%
Puts
Pseudo strike
21.22
IV
68.1%
B/E move
5.9%

50Δ

Calls
Pseudo strike
21.95
IV
116.9%
B/E move
12.8%
Puts
Pseudo strike
21.63
IV
72.9%
B/E move
5.4%

55Δ

Calls
Pseudo strike
21.28
IV
107.7%
B/E move
10.3%
Puts
Pseudo strike
22.05
IV
77.7%
B/E move
4.9%

60Δ

Calls
Pseudo strike
20.61
IV
98.4%
B/E move
7.7%
Puts
Pseudo strike
22.46
IV
82.5%
B/E move
4.4%

65Δ

Calls
Pseudo strike
19.95
IV
90.0%
B/E move
5.3%
Puts
Pseudo strike
22.87
IV
79.1%
B/E move
3.7%

70Δ

Calls
Pseudo strike
19.34
IV
90.6%
B/E move
4.5%
Puts
Pseudo strike
23.28
IV
74.7%
B/E move
3.1%

75Δ

Calls
Pseudo strike
18.72
IV
91.2%
B/E move
3.6%
Puts
Pseudo strike
23.70
IV
70.4%
B/E move
2.4%

80Δ

Calls
Pseudo strike
18.11
IV
91.9%
B/E move
2.7%
Puts
Pseudo strike
24.11
IV
66.0%
B/E move
1.7%

Options history

IV · four-Friday blend63.24%
Daily EOD
EBF46.8%56.2%65.6%2026-10-19: 48.09%2026-10-20: 51.79%2026-10-21: 58.13%2026-10-22: 60.69%2026-10-23: 60.37%2026-10-26: 63.55%2026-10-27: 63.72%2026-10-28: 64.26%2026-10-29: 62.42%2026-10-30: 63.24%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.09%
51.79%
58.13%
60.69%
60.37%
63.55%
63.72%
64.26%
62.42%
63.24%