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Enovix Corporation Common Stock ENVX

INDUSTRIALS · ELECTRICAL EQUIPMENT & PARTS
i

Market dataready · fetched 2026-11-07T06:59:15.609Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:58:20.794181959Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T06:59:15.119375+00:00

Share price$2.72
1D+11.3%
AH$2.43$2.53$2.62$2.71$2.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMENVX
Sold putSold callAH

Enovix Corporation Common Stock options

Live interpolated ENVX call and put midpoint premiums by absolute delta.Enovix Corporation Common Stock$0.05$0.24$0.44$0.63$0.83$1.93$2.34$2.75$3.17$3.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ENVX spot · $2.72ENVX PRICE$0.07$0.09$0.11$0.14$0.17$0.21$0.25$0.30$0.34$0.38$0.45$0.53$0.61$0.09$0.11$0.14$0.17$0.22$0.26$0.30$0.34$0.38$0.45$0.55$0.66$0.77
PutsExpensive1.06×
CallsExpensive1.37×
SkewBullish-18.81 pp
Implied moveBearish±$0.55
TiltBearish9.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.37162.7%26.3%2.28169.3%19.5%
25Δ3.27169.0%23.5%2.38174.1%16.8%
30Δ3.17175.3%20.8%2.47178.9%14.2%
35Δ3.07181.6%18.0%2.56179.0%12.5%
40Δ2.98187.4%15.6%2.63177.3%11.1%
45Δ2.89191.6%14.0%2.71175.5%9.8%
50Δ2.80195.8%12.3%2.79173.8%8.4%
55Δ2.72200.1%10.7%2.87172.1%7.0%
60Δ2.63204.3%9.1%2.95170.3%5.7%
65Δ2.54208.6%7.5%3.04169.8%4.5%
70Δ2.44210.1%6.2%3.17171.4%3.8%
75Δ2.33209.1%5.0%3.30173.1%3.0%
80Δ2.21208.1%3.8%3.43174.8%2.3%

20Δ

Calls
Pseudo strike
3.37
IV
162.7%
B/E move
26.3%
Puts
Pseudo strike
2.28
IV
169.3%
B/E move
19.5%

25Δ

Calls
Pseudo strike
3.27
IV
169.0%
B/E move
23.5%
Puts
Pseudo strike
2.38
IV
174.1%
B/E move
16.8%

30Δ

Calls
Pseudo strike
3.17
IV
175.3%
B/E move
20.8%
Puts
Pseudo strike
2.47
IV
178.9%
B/E move
14.2%

35Δ

Calls
Pseudo strike
3.07
IV
181.6%
B/E move
18.0%
Puts
Pseudo strike
2.56
IV
179.0%
B/E move
12.5%

40Δ

Calls
Pseudo strike
2.98
IV
187.4%
B/E move
15.6%
Puts
Pseudo strike
2.63
IV
177.3%
B/E move
11.1%

45Δ

Calls
Pseudo strike
2.89
IV
191.6%
B/E move
14.0%
Puts
Pseudo strike
2.71
IV
175.5%
B/E move
9.8%

50Δ

Calls
Pseudo strike
2.80
IV
195.8%
B/E move
12.3%
Puts
Pseudo strike
2.79
IV
173.8%
B/E move
8.4%

55Δ

Calls
Pseudo strike
2.72
IV
200.1%
B/E move
10.7%
Puts
Pseudo strike
2.87
IV
172.1%
B/E move
7.0%

60Δ

Calls
Pseudo strike
2.63
IV
204.3%
B/E move
9.1%
Puts
Pseudo strike
2.95
IV
170.3%
B/E move
5.7%

65Δ

Calls
Pseudo strike
2.54
IV
208.6%
B/E move
7.5%
Puts
Pseudo strike
3.04
IV
169.8%
B/E move
4.5%

70Δ

Calls
Pseudo strike
2.44
IV
210.1%
B/E move
6.2%
Puts
Pseudo strike
3.17
IV
171.4%
B/E move
3.8%

75Δ

Calls
Pseudo strike
2.33
IV
209.1%
B/E move
5.0%
Puts
Pseudo strike
3.30
IV
173.1%
B/E move
3.0%

80Δ

Calls
Pseudo strike
2.21
IV
208.1%
B/E move
3.8%
Puts
Pseudo strike
3.43
IV
174.8%
B/E move
2.3%

Options history

IV · four-Friday blend484.14%
Daily close
ENVX48.3%282.4%516.4%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 10Sep 18Oct 30
22 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%