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Enpro Inc. NPO

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-04T09:38:56.061Z

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 · 2026-11-04T00:00:00.002689563Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T09:38:55.454599+00:00

Share price$285.27
1D+1.5%
AH$278$283$287$292$2975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNPO
Sold putSold callAH

Enpro Inc. options

Live interpolated NPO call and put midpoint premiums by absolute delta.Enpro Inc.$2.23$9.30$16.36$23.43$30.50$240.49$262.53$284.58$306.63$328.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NPO spot · $285.27NPO PRICE$2.99$3.86$4.79$5.95$7.19$8.44$10.16$11.92$13.68$16.37$19.11$22.35$26.31$3.55$4.63$5.82$7.08$8.37$10.09$11.81$13.63$15.98$18.33$21.12$24.48$28.46
PutsCheap0.78×
CallsCheap0.79×
SkewBearish+0.96 pp
Implied moveBearish±$21.96
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ312.2747.1%10.5%262.7050.3%9.2%
25Δ306.3245.2%8.7%267.8049.1%7.7%
30Δ301.3844.1%7.3%272.2548.1%6.6%
35Δ297.4443.8%6.3%276.2047.2%5.7%
40Δ293.8743.9%5.5%280.1346.4%4.7%
45Δ290.3143.9%4.7%283.6146.2%4.1%
50Δ286.9444.3%4.1%287.0846.0%3.5%
55Δ283.5844.8%3.6%290.5945.8%2.9%
60Δ280.2245.3%3.0%294.2645.7%2.4%
65Δ276.3146.4%2.6%297.9445.6%2.0%
70Δ272.3647.5%2.2%301.9445.5%1.6%
75Δ267.9648.6%1.8%306.3545.4%1.2%
80Δ262.9249.7%1.4%311.3445.7%0.8%

20Δ

Calls
Pseudo strike
312.27
IV
47.1%
B/E move
10.5%
Puts
Pseudo strike
262.70
IV
50.3%
B/E move
9.2%

25Δ

Calls
Pseudo strike
306.32
IV
45.2%
B/E move
8.7%
Puts
Pseudo strike
267.80
IV
49.1%
B/E move
7.7%

30Δ

Calls
Pseudo strike
301.38
IV
44.1%
B/E move
7.3%
Puts
Pseudo strike
272.25
IV
48.1%
B/E move
6.6%

35Δ

Calls
Pseudo strike
297.44
IV
43.8%
B/E move
6.3%
Puts
Pseudo strike
276.20
IV
47.2%
B/E move
5.7%

40Δ

Calls
Pseudo strike
293.87
IV
43.9%
B/E move
5.5%
Puts
Pseudo strike
280.13
IV
46.4%
B/E move
4.7%

45Δ

Calls
Pseudo strike
290.31
IV
43.9%
B/E move
4.7%
Puts
Pseudo strike
283.61
IV
46.2%
B/E move
4.1%

50Δ

Calls
Pseudo strike
286.94
IV
44.3%
B/E move
4.1%
Puts
Pseudo strike
287.08
IV
46.0%
B/E move
3.5%

55Δ

Calls
Pseudo strike
283.58
IV
44.8%
B/E move
3.6%
Puts
Pseudo strike
290.59
IV
45.8%
B/E move
2.9%

60Δ

Calls
Pseudo strike
280.22
IV
45.3%
B/E move
3.0%
Puts
Pseudo strike
294.26
IV
45.7%
B/E move
2.4%

65Δ

Calls
Pseudo strike
276.31
IV
46.4%
B/E move
2.6%
Puts
Pseudo strike
297.94
IV
45.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
272.36
IV
47.5%
B/E move
2.2%
Puts
Pseudo strike
301.94
IV
45.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
267.96
IV
48.6%
B/E move
1.8%
Puts
Pseudo strike
306.35
IV
45.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
262.92
IV
49.7%
B/E move
1.4%
Puts
Pseudo strike
311.34
IV
45.7%
B/E move
0.8%

Options history

IV · four-Friday blend47.02%
Daily EOD
NPO42.2%44.8%47.4%2026-10-19: 42.85%2026-10-20: 42.91%2026-10-21: 42.56%2026-10-22: 45.84%2026-10-23: 46.55%2026-10-26: 46.74%2026-10-27: 45.68%2026-10-28: 45.63%2026-10-29: 45.45%2026-10-30: 47.02%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.85%
42.91%
42.56%
45.84%
46.55%
46.74%
45.68%
45.63%
45.45%
47.02%