Share price$4.74
1D-0.1%
Sold putSold call
Clover Health Investments Corp CLOV
HEALTHCARE · HEALTHCARE PLANSi
Market dataready · fetched 2026-10-21T17:52:24.096Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:51:42.809564856Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:56.418047+00:00
Clover Health Investments Corp options
PutsFair0.98×
CallsFair0.97×
SkewBullish-21.15 pp
Implied moveBullish±$0.29
TiltBullish15.3% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.93 | 61.0% | 5.1% | 4.53 | 67.6% | 5.1% |
| 25Δ | 4.89 | 63.4% | 4.8% | 4.56 | 65.6% | 4.8% |
| 30Δ | 4.86 | 65.9% | 4.4% | 4.59 | 63.6% | 4.4% |
| 35Δ | 4.82 | 68.3% | 4.0% | 4.62 | 61.6% | 4.1% |
| 40Δ | 4.78 | 70.8% | 3.7% | 4.65 | 59.6% | 3.8% |
| 45Δ | 4.75 | 73.3% | 3.3% | 4.68 | 57.6% | 3.4% |
| 50Δ | 4.71 | 75.7% | 2.9% | 4.71 | 55.6% | 3.1% |
| 55Δ | 4.67 | 78.2% | 2.6% | 4.74 | 53.6% | 2.8% |
| 60Δ | 4.64 | 80.6% | 2.2% | 4.77 | 51.5% | 2.5% |
| 65Δ | 4.60 | 83.1% | 1.9% | 4.80 | 49.5% | 2.1% |
| 70Δ | 4.56 | 85.6% | 1.5% | 4.83 | 47.5% | 1.8% |
| 75Δ | 4.53 | 88.0% | 1.1% | 4.86 | 45.5% | 1.5% |
| 80Δ | 4.44 | 103.4% | 0.9% | 4.89 | 43.5% | 1.2% |
20Δ
- Pseudo strike
- 4.93
- IV
- 61.0%
- B/E move
- 5.1%
- Pseudo strike
- 4.53
- IV
- 67.6%
- B/E move
- 5.1%
25Δ
- Pseudo strike
- 4.89
- IV
- 63.4%
- B/E move
- 4.8%
- Pseudo strike
- 4.56
- IV
- 65.6%
- B/E move
- 4.8%
30Δ
- Pseudo strike
- 4.86
- IV
- 65.9%
- B/E move
- 4.4%
- Pseudo strike
- 4.59
- IV
- 63.6%
- B/E move
- 4.4%
35Δ
- Pseudo strike
- 4.82
- IV
- 68.3%
- B/E move
- 4.0%
- Pseudo strike
- 4.62
- IV
- 61.6%
- B/E move
- 4.1%
40Δ
- Pseudo strike
- 4.78
- IV
- 70.8%
- B/E move
- 3.7%
- Pseudo strike
- 4.65
- IV
- 59.6%
- B/E move
- 3.8%
45Δ
- Pseudo strike
- 4.75
- IV
- 73.3%
- B/E move
- 3.3%
- Pseudo strike
- 4.68
- IV
- 57.6%
- B/E move
- 3.4%
50Δ
- Pseudo strike
- 4.71
- IV
- 75.7%
- B/E move
- 2.9%
- Pseudo strike
- 4.71
- IV
- 55.6%
- B/E move
- 3.1%
55Δ
- Pseudo strike
- 4.67
- IV
- 78.2%
- B/E move
- 2.6%
- Pseudo strike
- 4.74
- IV
- 53.6%
- B/E move
- 2.8%
60Δ
- Pseudo strike
- 4.64
- IV
- 80.6%
- B/E move
- 2.2%
- Pseudo strike
- 4.77
- IV
- 51.5%
- B/E move
- 2.5%
65Δ
- Pseudo strike
- 4.60
- IV
- 83.1%
- B/E move
- 1.9%
- Pseudo strike
- 4.80
- IV
- 49.5%
- B/E move
- 2.1%
70Δ
- Pseudo strike
- 4.56
- IV
- 85.6%
- B/E move
- 1.5%
- Pseudo strike
- 4.83
- IV
- 47.5%
- B/E move
- 1.8%
75Δ
- Pseudo strike
- 4.53
- IV
- 88.0%
- B/E move
- 1.1%
- Pseudo strike
- 4.86
- IV
- 45.5%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- 4.44
- IV
- 103.4%
- B/E move
- 0.9%
- Pseudo strike
- 4.89
- IV
- 43.5%
- B/E move
- 1.2%
Options history
Table
| Date | IV |
|---|---|
| 71.83% |