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Enanta Pharmaceuticals, Inc. Common Stock ENTA

i

Market datapartial · fetched 2026-11-06T17:37:48.808Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T17:36:47.948025289Z

FundamentalsAlpha Vantage · unavailable

Share price$10.45
1D
Price history unavailable.

Enanta Pharmaceuticals, Inc. Common Stock options

Live interpolated ENTA call and put midpoint premiums by absolute delta.Enanta Pharmaceuticals, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-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/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEENTA PRICE
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
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend108.43%
Daily close
ENTA64.3%140.5%216.7%2026-08-21: 93.29%2026-08-24: 78.86%2026-08-25: 74.82%2026-08-27: 78.11%2026-08-28: 84.24%2026-08-31: 84.78%2026-09-01: 85.35%2026-09-02: 83.43%2026-09-03: 76.91%2026-09-11: 93.43%2026-09-14: 112.41%2026-09-16: 140.94%2026-09-18: 82.16%2026-09-21: 81.67%2026-09-22: 78.70%2026-09-23: 78.75%2026-09-24: 87.60%2026-09-25: 91.74%2026-09-28: 91.04%2026-09-29: 97.59%2026-09-30: 92.90%2026-10-02: 92.95%2026-10-06: 103.37%2026-10-07: 108.68%2026-10-08: 112.81%2026-10-09: 105.03%2026-10-13: 135.25%2026-10-15: 206.19%2026-10-16: 99.65%2026-10-19: 87.09%2026-10-20: 95.98%2026-10-21: 97.14%2026-10-22: 95.03%2026-10-23: 94.19%2026-10-26: 98.25%2026-10-27: 94.72%2026-10-28: 92.46%2026-10-29: 99.94%2026-10-30: 108.43%Aug 21Sep 29Oct 30
39 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
93.29%
78.86%
74.82%
78.11%
84.24%
84.78%
85.35%
83.43%
76.91%
93.43%
112.41%
140.94%
82.16%
81.67%
78.70%
78.75%
87.60%
91.74%
91.04%
97.59%
92.90%
92.95%
103.37%
108.68%
112.81%
105.03%
135.25%
206.19%
99.65%
87.09%
95.98%
97.14%
95.03%
94.19%
98.25%
94.72%
92.46%
99.94%
108.43%