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enGene Therapeutics Inc. Common Stock ENGN

i

Market datapartial · fetched 2026-11-08T09:16:55.717Z

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 · 2026-11-06T21:00:00.597426946Z

FundamentalsAlpha Vantage · unavailable

Share price$1.75
1D+6.8%
AH$1.63$1.67$1.71$1.75$1.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMENGN
Sold putSold callAH

enGene Therapeutics Inc. Common Stock options

Live interpolated ENGN call and put midpoint premiums by absolute delta.enGene Therapeutics Inc. Common Stock$0.19$0.71$1.23$1.76$2.28$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEENGN PRICE$0.24$0.27$0.29$0.34$0.39$0.45$0.51$0.56$0.62$1.84$2.13
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ2.44800.0%65.9%
35Δ2.96800.0%52.4%
40Δ2.76378.0%71.6%
45Δ2.44345.6%54.4%
50Δ2.11313.3%37.3%
55Δ1.92296.4%29.1%
60Δ1.80287.6%25.5%
65Δ1.68278.8%22.0%
70Δ1.57270.0%18.4%
75Δ1.45261.2%14.8%
80Δ1.33252.4%11.3%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.44
IV
800.0%
B/E move
65.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.96
IV
800.0%
B/E move
52.4%

40Δ

Calls
Pseudo strike
2.76
IV
378.0%
B/E move
71.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
2.44
IV
345.6%
B/E move
54.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.11
IV
313.3%
B/E move
37.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
1.92
IV
296.4%
B/E move
29.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
1.80
IV
287.6%
B/E move
25.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.68
IV
278.8%
B/E move
22.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.57
IV
270.0%
B/E move
18.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.45
IV
261.2%
B/E move
14.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.33
IV
252.4%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations