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Clover Health Investments, Corp. Class A Common Stock CLOV

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Market dataready · fetched 2026-11-10T22:29:05.666Z

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 · 2026-11-10T22:24:45.432235223Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:29:05.154568+00:00

Share price$4.92
1D+2.1%
AH$4.72$4.78$4.85$4.91$4.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLOV
Sold putSold callAH

Clover Health Investments, Corp. Class A Common Stock options

Live interpolated CLOV call and put midpoint premiums by absolute delta.Clover Health Investments, Corp. Class A Common Stock$0.00$0.37$0.75$1.12$1.50$4.43$4.73$5.03$5.33$5.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLOV spot · $4.92CLOV PRICE$0.04$0.05$0.06$0.07$0.08$0.24$0.41$0.57$0.73$0.90$1.06$1.22$1.39$0.05$0.07$0.08$0.10$0.12$0.13$0.15$0.16$0.20$0.26$0.33$0.39$0.46
PutsFair0.95×
CallsCheap0.94×
SkewBullish-45.43 pp
Implied moveBullish±$0.56
TiltBullish46.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.2866.0%8.0%4.5886.0%7.9%
25Δ5.2164.8%6.8%4.6484.3%7.1%
30Δ5.1463.6%5.6%4.6982.7%6.3%
35Δ5.0762.4%4.3%4.7581.1%5.5%
40Δ4.9961.9%3.1%4.8079.5%4.7%
45Δ4.8284.6%2.9%4.8677.9%4.0%
50Δ4.64107.3%2.7%4.9176.3%3.2%
55Δ4.47130.0%2.4%4.9774.7%2.4%
60Δ4.29152.7%2.2%5.0374.6%1.8%
65Δ4.12175.4%1.9%5.1177.1%1.6%
70Δ3.94198.1%1.7%5.1879.6%1.3%
75Δ3.77220.8%1.5%5.2682.0%1.1%
80Δ3.59243.5%1.2%5.3484.5%0.8%

20Δ

Calls
Pseudo strike
5.28
IV
66.0%
B/E move
8.0%
Puts
Pseudo strike
4.58
IV
86.0%
B/E move
7.9%

25Δ

Calls
Pseudo strike
5.21
IV
64.8%
B/E move
6.8%
Puts
Pseudo strike
4.64
IV
84.3%
B/E move
7.1%

30Δ

Calls
Pseudo strike
5.14
IV
63.6%
B/E move
5.6%
Puts
Pseudo strike
4.69
IV
82.7%
B/E move
6.3%

35Δ

Calls
Pseudo strike
5.07
IV
62.4%
B/E move
4.3%
Puts
Pseudo strike
4.75
IV
81.1%
B/E move
5.5%

40Δ

Calls
Pseudo strike
4.99
IV
61.9%
B/E move
3.1%
Puts
Pseudo strike
4.80
IV
79.5%
B/E move
4.7%

45Δ

Calls
Pseudo strike
4.82
IV
84.6%
B/E move
2.9%
Puts
Pseudo strike
4.86
IV
77.9%
B/E move
4.0%

50Δ

Calls
Pseudo strike
4.64
IV
107.3%
B/E move
2.7%
Puts
Pseudo strike
4.91
IV
76.3%
B/E move
3.2%

55Δ

Calls
Pseudo strike
4.47
IV
130.0%
B/E move
2.4%
Puts
Pseudo strike
4.97
IV
74.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
4.29
IV
152.7%
B/E move
2.2%
Puts
Pseudo strike
5.03
IV
74.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
4.12
IV
175.4%
B/E move
1.9%
Puts
Pseudo strike
5.11
IV
77.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
3.94
IV
198.1%
B/E move
1.7%
Puts
Pseudo strike
5.18
IV
79.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
3.77
IV
220.8%
B/E move
1.5%
Puts
Pseudo strike
5.26
IV
82.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
3.59
IV
243.5%
B/E move
1.2%
Puts
Pseudo strike
5.34
IV
84.5%
B/E move
0.8%

Options history

IV · four-Friday blend92.87%
Daily close
CLOV50.7%73.3%96.0%2026-08-12: 72.32%2026-08-13: 62.56%2026-08-14: 53.79%2026-09-14: 63.30%2026-09-18: 60.31%2026-09-21: 75.86%2026-09-24: 76.92%2026-09-25: 75.78%2026-10-02: 69.00%2026-10-05: 72.74%2026-10-06: 75.63%2026-10-08: 88.29%2026-10-16: 66.12%2026-10-19: 73.09%2026-10-30: 92.87%Aug 12Sep 25Oct 30
15 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
72.32%
62.56%
53.79%
63.30%
60.31%
75.86%
76.92%
75.78%
69.00%
72.74%
75.63%
88.29%
66.12%
73.09%
92.87%