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Enerflex Ltd. EFXT

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-11-04T09:54:12.859Z

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 · 2026-11-04T00:00:00.002188998Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T09:54:10.404975+00:00

Share price$23.34
1D+5.1%
AH$22.10$22.45$22.81$23.16$23.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEFXT
Sold putSold callAH

Enerflex Ltd. options

Live interpolated EFXT call and put midpoint premiums by absolute delta.Enerflex Ltd.$0.02$3.68$7.34$11.00$14.66$16.97$19.81$22.65$25.48$28.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EFXT spot · $23.34EFXT PRICE$0.42$0.51$0.60$0.70$0.84$0.97$1.11$1.24$1.38$1.51$0.53$0.74$0.94$1.14$1.42$1.81$2.21$2.60$3.23$4.55$5.87$7.19$13.60
PutsExpensive1.37×
Calls——
Skew——
Implied moveBearish±$3.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.4087.2%23.5%20.4482.8%14.7%
25Δ27.1879.5%18.6%21.0084.2%13.2%
30Δ25.9571.9%13.8%21.5785.6%11.6%
35Δ24.9165.6%9.8%22.1487.0%10.1%
40Δ24.5263.6%8.6%22.7288.8%8.7%
45Δ24.1261.7%7.5%23.3391.5%7.8%
50Δ23.7259.7%6.4%23.9494.1%6.9%
55Δ23.3357.8%5.3%24.5596.8%6.0%
60Δ22.9355.8%4.2%25.37101.8%5.2%
65Δ22.5453.9%3.0%26.82113.6%4.6%
70Δ28.26125.5%4.1%
75Δ29.71137.3%3.5%
80Δ36.13193.8%3.5%

20Δ

Calls
Pseudo strike
28.40
IV
87.2%
B/E move
23.5%
Puts
Pseudo strike
20.44
IV
82.8%
B/E move
14.7%

25Δ

Calls
Pseudo strike
27.18
IV
79.5%
B/E move
18.6%
Puts
Pseudo strike
21.00
IV
84.2%
B/E move
13.2%

30Δ

Calls
Pseudo strike
25.95
IV
71.9%
B/E move
13.8%
Puts
Pseudo strike
21.57
IV
85.6%
B/E move
11.6%

35Δ

Calls
Pseudo strike
24.91
IV
65.6%
B/E move
9.8%
Puts
Pseudo strike
22.14
IV
87.0%
B/E move
10.1%

40Δ

Calls
Pseudo strike
24.52
IV
63.6%
B/E move
8.6%
Puts
Pseudo strike
22.72
IV
88.8%
B/E move
8.7%

45Δ

Calls
Pseudo strike
24.12
IV
61.7%
B/E move
7.5%
Puts
Pseudo strike
23.33
IV
91.5%
B/E move
7.8%

50Δ

Calls
Pseudo strike
23.72
IV
59.7%
B/E move
6.4%
Puts
Pseudo strike
23.94
IV
94.1%
B/E move
6.9%

55Δ

Calls
Pseudo strike
23.33
IV
57.8%
B/E move
5.3%
Puts
Pseudo strike
24.55
IV
96.8%
B/E move
6.0%

60Δ

Calls
Pseudo strike
22.93
IV
55.8%
B/E move
4.2%
Puts
Pseudo strike
25.37
IV
101.8%
B/E move
5.2%

65Δ

Calls
Pseudo strike
22.54
IV
53.9%
B/E move
3.0%
Puts
Pseudo strike
26.82
IV
113.6%
B/E move
4.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.26
IV
125.5%
B/E move
4.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.71
IV
137.3%
B/E move
3.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.13
IV
193.8%
B/E move
3.5%

Options history

IV · four-Friday blend56.31%
Daily close
EFXT42.3%71.3%100.3%2026-08-06: 78.63%2026-08-10: 66.12%2026-08-11: 78.68%2026-08-12: 64.32%2026-08-14: 60.71%2026-08-17: 49.51%2026-08-20: 89.85%2026-08-21: 68.51%2026-08-24: 54.68%2026-08-25: 75.16%2026-08-26: 61.69%2026-08-28: 76.50%2026-08-31: 72.88%2026-09-01: 84.19%2026-09-02: 65.80%2026-09-03: 58.51%2026-09-04: 53.97%2026-09-08: 50.01%2026-09-09: 61.78%2026-09-10: 71.27%2026-09-11: 50.27%2026-09-17: 96.27%2026-09-18: 59.05%2026-09-21: 54.81%2026-09-22: 61.43%2026-09-23: 54.13%2026-09-24: 54.49%2026-09-25: 46.34%2026-09-28: 59.55%2026-09-30: 49.26%2026-10-02: 51.54%2026-10-05: 49.85%2026-10-06: 51.99%2026-10-07: 49.94%2026-10-08: 54.45%2026-10-12: 57.36%2026-10-15: 78.58%2026-10-16: 53.10%2026-10-19: 56.15%2026-10-20: 55.22%2026-10-21: 56.10%2026-10-22: 56.25%2026-10-23: 58.79%2026-10-26: 61.65%2026-10-27: 62.07%2026-10-28: 59.60%2026-10-29: 55.42%2026-10-30: 56.31%Aug 6Sep 21Oct 30
48 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
78.63%
66.12%
78.68%
64.32%
60.71%
49.51%
89.85%
68.51%
54.68%
75.16%
61.69%
76.50%
72.88%
84.19%
65.80%
58.51%
53.97%
50.01%
61.78%
71.27%
50.27%
96.27%
59.05%
54.81%
61.43%
54.13%
54.49%
46.34%
59.55%
49.26%
51.54%
49.85%
51.99%
49.94%
54.45%
57.36%
78.58%
53.10%
56.15%
55.22%
56.10%
56.25%
58.79%
61.65%
62.07%
59.60%
55.42%
56.31%