Share price$4.79
1D+1.2%
Sold putSold call
Clover Health Investments Corp CLOV
HEALTHCARE · HEALTHCARE PLANSi
Market dataready · fetched 2026-10-21T16:59:21.260Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T16:59:19.507018877Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:20.941568+00:00
Clover Health Investments Corp options
PutsExpensive1.64×
CallsCheap0.75×
SkewBearish+36.35 pp
Implied moveBearish±$0.32
TiltBearish20.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.97 | 55.4% | 4.4% | 4.55 | 81.0% | 5.9% |
| 25Δ | 4.94 | 55.9% | 4.1% | 4.60 | 82.2% | 5.4% |
| 30Δ | 4.90 | 56.5% | 3.8% | 4.64 | 83.5% | 5.0% |
| 35Δ | 4.87 | 57.0% | 3.5% | 4.68 | 84.7% | 4.5% |
| 40Δ | 4.84 | 57.6% | 3.2% | 4.73 | 86.0% | 4.1% |
| 45Δ | 4.80 | 58.1% | 2.9% | 4.77 | 87.2% | 3.6% |
| 50Δ | 4.77 | 58.6% | 2.6% | 4.81 | 88.5% | 3.1% |
| 55Δ | 4.74 | 59.2% | 2.4% | 4.86 | 89.7% | 2.7% |
| 60Δ | 4.71 | 59.7% | 2.1% | 4.90 | 91.0% | 2.2% |
| 65Δ | 4.67 | 60.3% | 1.8% | 4.94 | 92.2% | 1.8% |
| 70Δ | 4.64 | 60.8% | 1.5% | 4.98 | 93.5% | 1.3% |
| 75Δ | 4.61 | 61.3% | 1.2% | 5.18 | 118.2% | 1.1% |
| 80Δ | 4.57 | 61.9% | 0.9% | 5.48 | 157.1% | 1.0% |
20Δ
- Pseudo strike
- 4.97
- IV
- 55.4%
- B/E move
- 4.4%
- Pseudo strike
- 4.55
- IV
- 81.0%
- B/E move
- 5.9%
25Δ
- Pseudo strike
- 4.94
- IV
- 55.9%
- B/E move
- 4.1%
- Pseudo strike
- 4.60
- IV
- 82.2%
- B/E move
- 5.4%
30Δ
- Pseudo strike
- 4.90
- IV
- 56.5%
- B/E move
- 3.8%
- Pseudo strike
- 4.64
- IV
- 83.5%
- B/E move
- 5.0%
35Δ
- Pseudo strike
- 4.87
- IV
- 57.0%
- B/E move
- 3.5%
- Pseudo strike
- 4.68
- IV
- 84.7%
- B/E move
- 4.5%
40Δ
- Pseudo strike
- 4.84
- IV
- 57.6%
- B/E move
- 3.2%
- Pseudo strike
- 4.73
- IV
- 86.0%
- B/E move
- 4.1%
45Δ
- Pseudo strike
- 4.80
- IV
- 58.1%
- B/E move
- 2.9%
- Pseudo strike
- 4.77
- IV
- 87.2%
- B/E move
- 3.6%
50Δ
- Pseudo strike
- 4.77
- IV
- 58.6%
- B/E move
- 2.6%
- Pseudo strike
- 4.81
- IV
- 88.5%
- B/E move
- 3.1%
55Δ
- Pseudo strike
- 4.74
- IV
- 59.2%
- B/E move
- 2.4%
- Pseudo strike
- 4.86
- IV
- 89.7%
- B/E move
- 2.7%
60Δ
- Pseudo strike
- 4.71
- IV
- 59.7%
- B/E move
- 2.1%
- Pseudo strike
- 4.90
- IV
- 91.0%
- B/E move
- 2.2%
65Δ
- Pseudo strike
- 4.67
- IV
- 60.3%
- B/E move
- 1.8%
- Pseudo strike
- 4.94
- IV
- 92.2%
- B/E move
- 1.8%
70Δ
- Pseudo strike
- 4.64
- IV
- 60.8%
- B/E move
- 1.5%
- Pseudo strike
- 4.98
- IV
- 93.5%
- B/E move
- 1.3%
75Δ
- Pseudo strike
- 4.61
- IV
- 61.3%
- B/E move
- 1.2%
- Pseudo strike
- 5.18
- IV
- 118.2%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 4.57
- IV
- 61.9%
- B/E move
- 0.9%
- Pseudo strike
- 5.48
- IV
- 157.1%
- B/E move
- 1.0%
Options history
Table
| Date | IV |
|---|---|
| 71.83% |