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enCore Energy Corp. Common Shares EU

ENERGY · URANIUM
i

Market dataready · fetched 2026-11-05T15:27:15.066Z

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 · 2026-11-05T15:26:44.8051772Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-05T15:27:13.735815+00:00

Share price$0.65
1D-9.9%
$0.64$0.67$0.69$0.72$0.745:30 AM6:30 AM9:00 AM1:00 PMEU
Sold putSold call

enCore Energy Corp. Common Shares options

Live interpolated EU call and put midpoint premiums by absolute delta.enCore Energy Corp. Common Shares$0.05$0.55$1.05$1.55$2.05$0.25$0.41$0.57$0.74$0.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EU spot · $0.65EU PRICE$0.21$0.24$0.26$0.29$0.32$0.34$0.37$0.11$0.26$0.41$0.56$0.71$0.86$1.01$1.16$1.31$1.46$1.61$1.76$1.91
PutsExpensive1.85×
Calls——
Skew——
Implied moveBearish±$1.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.59177.8%26.3%
25Δ0.75190.7%24.5%
30Δ0.91203.7%22.8%
35Δ1.07216.6%21.1%
40Δ1.23229.5%19.4%
45Δ1.39242.5%17.6%
50Δ0.97500.4%81.1%1.56255.4%15.9%
55Δ0.90528.6%73.6%1.72268.3%14.2%
60Δ0.82556.9%66.0%1.88281.3%12.5%
65Δ0.75585.1%58.5%2.04294.2%10.7%
70Δ0.67613.4%50.9%2.20307.1%9.0%
75Δ0.59641.6%43.4%2.36320.1%7.3%
80Δ0.52669.8%35.8%2.52333.0%5.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.59
IV
177.8%
B/E move
26.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.75
IV
190.7%
B/E move
24.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.91
IV
203.7%
B/E move
22.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.07
IV
216.6%
B/E move
21.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.23
IV
229.5%
B/E move
19.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.39
IV
242.5%
B/E move
17.6%

50Δ

Calls
Pseudo strike
0.97
IV
500.4%
B/E move
81.1%
Puts
Pseudo strike
1.56
IV
255.4%
B/E move
15.9%

55Δ

Calls
Pseudo strike
0.90
IV
528.6%
B/E move
73.6%
Puts
Pseudo strike
1.72
IV
268.3%
B/E move
14.2%

60Δ

Calls
Pseudo strike
0.82
IV
556.9%
B/E move
66.0%
Puts
Pseudo strike
1.88
IV
281.3%
B/E move
12.5%

65Δ

Calls
Pseudo strike
0.75
IV
585.1%
B/E move
58.5%
Puts
Pseudo strike
2.04
IV
294.2%
B/E move
10.7%

70Δ

Calls
Pseudo strike
0.67
IV
613.4%
B/E move
50.9%
Puts
Pseudo strike
2.20
IV
307.1%
B/E move
9.0%

75Δ

Calls
Pseudo strike
0.59
IV
641.6%
B/E move
43.4%
Puts
Pseudo strike
2.36
IV
320.1%
B/E move
7.3%

80Δ

Calls
Pseudo strike
0.52
IV
669.8%
B/E move
35.8%
Puts
Pseudo strike
2.52
IV
333.0%
B/E move
5.5%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations