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Enovix Corporation Common Stock ENVX

INDUSTRIALS · ELECTRICAL EQUIPMENT & PARTS
i

Market dataready · fetched 2026-11-05T15:38:51.577Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-05T15:38:34.459196474Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-05T15:38:48.518479+00:00

Share price$2.32
1D-15.0%
$2.27$2.41$2.55$2.69$2.845:30 AM6:30 AM9:00 AM1:00 PMENVX
Sold putSold call

Enovix Corporation Common Stock options

Live interpolated ENVX call and put midpoint premiums by absolute delta.Enovix Corporation Common Stock$0.02$0.11$0.19$0.28$0.37$1.81$2.17$2.53$2.89$3.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive ENVX spot · $2.32ENVX PRICE$0.03$0.03$0.06$0.10$0.13$0.16$0.19$0.22$0.25$0.28$0.31$0.35$0.06$0.07$0.08$0.09$0.11$0.12$0.13$0.14$0.16$0.17$0.18$0.19
Puts——
Calls——
Skew——
Implied moveBullish±$0.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.87275.1%25.1%2.00337.6%16.0%
25Δ2.51204.5%10.0%2.04323.3%14.7%
30Δ2.46214.4%8.8%2.09308.9%13.5%
35Δ2.41227.7%8.2%2.13294.5%12.2%
40Δ2.36240.9%7.6%2.17280.1%10.9%
45Δ2.32254.2%6.9%2.21265.8%9.7%
50Δ2.27267.5%6.3%2.25251.4%8.4%
55Δ2.23280.7%5.7%2.29237.0%7.2%
60Δ2.18294.0%5.0%2.34222.6%5.9%
65Δ2.14307.3%4.4%2.38208.2%4.7%
70Δ2.09320.6%3.8%2.42193.9%3.4%
75Δ2.04333.8%3.1%2.46179.5%2.1%
80Δ

20Δ

Calls
Pseudo strike
2.87
IV
275.1%
B/E move
25.1%
Puts
Pseudo strike
2.00
IV
337.6%
B/E move
16.0%

25Δ

Calls
Pseudo strike
2.51
IV
204.5%
B/E move
10.0%
Puts
Pseudo strike
2.04
IV
323.3%
B/E move
14.7%

30Δ

Calls
Pseudo strike
2.46
IV
214.4%
B/E move
8.8%
Puts
Pseudo strike
2.09
IV
308.9%
B/E move
13.5%

35Δ

Calls
Pseudo strike
2.41
IV
227.7%
B/E move
8.2%
Puts
Pseudo strike
2.13
IV
294.5%
B/E move
12.2%

40Δ

Calls
Pseudo strike
2.36
IV
240.9%
B/E move
7.6%
Puts
Pseudo strike
2.17
IV
280.1%
B/E move
10.9%

45Δ

Calls
Pseudo strike
2.32
IV
254.2%
B/E move
6.9%
Puts
Pseudo strike
2.21
IV
265.8%
B/E move
9.7%

50Δ

Calls
Pseudo strike
2.27
IV
267.5%
B/E move
6.3%
Puts
Pseudo strike
2.25
IV
251.4%
B/E move
8.4%

55Δ

Calls
Pseudo strike
2.23
IV
280.7%
B/E move
5.7%
Puts
Pseudo strike
2.29
IV
237.0%
B/E move
7.2%

60Δ

Calls
Pseudo strike
2.18
IV
294.0%
B/E move
5.0%
Puts
Pseudo strike
2.34
IV
222.6%
B/E move
5.9%

65Δ

Calls
Pseudo strike
2.14
IV
307.3%
B/E move
4.4%
Puts
Pseudo strike
2.38
IV
208.2%
B/E move
4.7%

70Δ

Calls
Pseudo strike
2.09
IV
320.6%
B/E move
3.8%
Puts
Pseudo strike
2.42
IV
193.9%
B/E move
3.4%

75Δ

Calls
Pseudo strike
2.04
IV
333.8%
B/E move
3.1%
Puts
Pseudo strike
2.46
IV
179.5%
B/E move
2.1%

80Δ

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

Options history

IV · four-Friday blend484.14%
Daily close
ENVX48.3%282.4%516.4%2026-08-07: 142.10%2026-08-10: 157.78%2026-08-11: 165.44%2026-08-12: 187.97%2026-08-14: 87.44%2026-08-17: 94.16%2026-08-21: 88.49%2026-08-28: 81.43%2026-09-08: 96.28%2026-09-11: 86.56%2026-09-14: 91.11%2026-09-18: 80.62%2026-09-21: 83.81%2026-09-22: 92.87%2026-09-28: 101.56%2026-10-08: 114.05%2026-10-13: 102.08%2026-10-16: 98.71%2026-10-21: 231.45%2026-10-23: 116.87%2026-10-27: 133.03%2026-10-28: 115.45%2026-10-30: 484.14%Aug 7Sep 18Oct 30
23 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
142.10%
157.78%
165.44%
187.97%
87.44%
94.16%
88.49%
81.43%
96.28%
86.56%
91.11%
80.62%
83.81%
92.87%
101.56%
114.05%
102.08%
98.71%
231.45%
116.87%
133.03%
115.45%
484.14%