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Enerflex Ltd. EFXT

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Market datapartial · fetched 2026-11-07T07:27:07.764Z

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 · 2026-11-07T00:00:00.002157937Z

FundamentalsAlpha Vantage · unavailable

Share price$19.40
1D+1.7%
AH$19.03$19.17$19.30$19.43$19.575:30 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.$0.24$1.52$2.80$4.08$5.36$3.57$11.53$19.49$27.46$35.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EFXT spot · $19.40EFXT PRICE$0.38$0.41$0.47$0.53$0.58$0.70$0.85$1.01$1.16$1.31$1.46$1.61$1.76$0.41$0.52$0.73$0.93$1.14$1.34$1.55$1.82$2.23$2.63$3.03$3.43$4.99
PutsCheap0.27×
CallsCheap0.18×
SkewBearish+29.90 pp
Implied moveBearish±$2.40
TiltBearish33.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.40100.1%22.6%16.8295.5%15.4%
25Δ22.0882.7%16.0%17.7081.4%11.5%
30Δ21.4675.2%13.0%18.1183.4%10.4%
35Δ20.8367.7%10.1%18.5285.4%9.4%
40Δ20.2060.2%7.1%18.9287.4%8.3%
45Δ19.8257.1%5.8%19.3389.3%7.3%
50Δ19.5556.0%5.2%19.7491.3%6.2%
55Δ19.2954.9%4.6%20.2092.9%5.3%
60Δ19.0253.8%4.0%20.7493.9%4.5%
65Δ18.7652.8%3.4%21.2994.8%3.8%
70Δ18.4951.7%2.8%21.8395.8%3.1%
75Δ18.2250.6%2.2%22.3796.7%2.4%
80Δ17.9649.6%1.7%24.01113.2%2.0%

20Δ

Calls
Pseudo strike
23.40
IV
100.1%
B/E move
22.6%
Puts
Pseudo strike
16.82
IV
95.5%
B/E move
15.4%

25Δ

Calls
Pseudo strike
22.08
IV
82.7%
B/E move
16.0%
Puts
Pseudo strike
17.70
IV
81.4%
B/E move
11.5%

30Δ

Calls
Pseudo strike
21.46
IV
75.2%
B/E move
13.0%
Puts
Pseudo strike
18.11
IV
83.4%
B/E move
10.4%

35Δ

Calls
Pseudo strike
20.83
IV
67.7%
B/E move
10.1%
Puts
Pseudo strike
18.52
IV
85.4%
B/E move
9.4%

40Δ

Calls
Pseudo strike
20.20
IV
60.2%
B/E move
7.1%
Puts
Pseudo strike
18.92
IV
87.4%
B/E move
8.3%

45Δ

Calls
Pseudo strike
19.82
IV
57.1%
B/E move
5.8%
Puts
Pseudo strike
19.33
IV
89.3%
B/E move
7.3%

50Δ

Calls
Pseudo strike
19.55
IV
56.0%
B/E move
5.2%
Puts
Pseudo strike
19.74
IV
91.3%
B/E move
6.2%

55Δ

Calls
Pseudo strike
19.29
IV
54.9%
B/E move
4.6%
Puts
Pseudo strike
20.20
IV
92.9%
B/E move
5.3%

60Δ

Calls
Pseudo strike
19.02
IV
53.8%
B/E move
4.0%
Puts
Pseudo strike
20.74
IV
93.9%
B/E move
4.5%

65Δ

Calls
Pseudo strike
18.76
IV
52.8%
B/E move
3.4%
Puts
Pseudo strike
21.29
IV
94.8%
B/E move
3.8%

70Δ

Calls
Pseudo strike
18.49
IV
51.7%
B/E move
2.8%
Puts
Pseudo strike
21.83
IV
95.8%
B/E move
3.1%

75Δ

Calls
Pseudo strike
18.22
IV
50.6%
B/E move
2.2%
Puts
Pseudo strike
22.37
IV
96.7%
B/E move
2.4%

80Δ

Calls
Pseudo strike
17.96
IV
49.6%
B/E move
1.7%
Puts
Pseudo strike
24.01
IV
113.2%
B/E move
2.0%

Options history

IV · four-Friday blend56.31%
Daily close
EFXT42.3%71.3%100.3%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 10Sep 22Oct 30
47 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%