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Enanta Pharmaceuticals, Inc. Common Stock ENTA

i

Market dataready · fetched 2026-11-06T20:54:21.615Z

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 · 2026-11-06T20:53:57.739905383Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-06T20:54:21.228635+00:00

Share price$10.98
1D+9.1%
$9.98$10.29$10.60$10.91$11.225:30 AM6:30 AM9:00 AM1:00 PMENTA
Sold putSold call

Enanta Pharmaceuticals, Inc. Common Stock options

Live interpolated ENTA call and put midpoint premiums by absolute delta.Enanta Pharmaceuticals, Inc. Common Stock$0.04$2.55$5.05$7.56$10.07$6.86$8.47$10.07$11.67$13.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ 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 ENTA spot · $10.98ENTA PRICE$0.65$0.78$0.91$1.03$1.16$1.29$1.41$0.31$0.39$0.55$0.91$1.26$1.62$1.97$2.33$2.85$3.51$4.17$5.78$9.35
PutsExpensive2.05×
Calls——
Skew——
Implied moveBearish±$2.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.17105.6%19.3%
25Δ9.65105.3%15.6%
30Δ10.12108.7%12.8%
35Δ10.56121.8%12.1%
40Δ11.6087.8%11.6%10.99134.8%11.4%
45Δ11.3490.6%10.4%11.42147.9%10.7%
50Δ11.0993.4%9.2%11.86160.9%10.0%
55Δ10.8396.2%8.1%12.29174.0%9.3%
60Δ10.5899.0%6.9%12.92183.0%8.3%
65Δ10.32101.8%5.8%13.72188.2%7.0%
70Δ10.07104.6%4.6%14.52193.4%5.8%
75Δ16.22218.9%4.9%
80Δ19.84271.5%4.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.17
IV
105.6%
B/E move
19.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.65
IV
105.3%
B/E move
15.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.12
IV
108.7%
B/E move
12.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.56
IV
121.8%
B/E move
12.1%

40Δ

Calls
Pseudo strike
11.60
IV
87.8%
B/E move
11.6%
Puts
Pseudo strike
10.99
IV
134.8%
B/E move
11.4%

45Δ

Calls
Pseudo strike
11.34
IV
90.6%
B/E move
10.4%
Puts
Pseudo strike
11.42
IV
147.9%
B/E move
10.7%

50Δ

Calls
Pseudo strike
11.09
IV
93.4%
B/E move
9.2%
Puts
Pseudo strike
11.86
IV
160.9%
B/E move
10.0%

55Δ

Calls
Pseudo strike
10.83
IV
96.2%
B/E move
8.1%
Puts
Pseudo strike
12.29
IV
174.0%
B/E move
9.3%

60Δ

Calls
Pseudo strike
10.58
IV
99.0%
B/E move
6.9%
Puts
Pseudo strike
12.92
IV
183.0%
B/E move
8.3%

65Δ

Calls
Pseudo strike
10.32
IV
101.8%
B/E move
5.8%
Puts
Pseudo strike
13.72
IV
188.2%
B/E move
7.0%

70Δ

Calls
Pseudo strike
10.07
IV
104.6%
B/E move
4.6%
Puts
Pseudo strike
14.52
IV
193.4%
B/E move
5.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.22
IV
218.9%
B/E move
4.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.84
IV
271.5%
B/E move
4.4%

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%