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Everest Group, Ltd. EG

FINANCIAL SERVICES · INSURANCE - REINSURANCE
i

Market dataready · fetched 2026-11-12T01:06:26.576Z

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 · 2026-11-12T00:00:00.001376723Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:06:26.009466+00:00

Share price$423.74
1D-0.1%
AH$417$419$421$423$4255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEG
Sold putSold callAH

Everest Group, Ltd. options

Live interpolated EG call and put midpoint premiums by absolute delta.Everest Group, Ltd.$1.50$5.36$9.21$13.07$16.92$394.07$409.70$425.33$440.97$456.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EG spot · $423.74EG PRICE$1.92$2.40$2.88$3.36$4.14$4.93$5.71$6.50$7.28$8.51$10.24$11.97$13.71$2.28$2.85$3.39$3.94$4.56$5.45$6.33$7.21$8.09$8.98$11.18$13.50$15.81
PutsCheap0.67×
CallsCheap0.54×
SkewBearish+2.00 pp
Implied moveBearish±$12.04
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ439.6926.4%4.2%407.6430.2%4.3%
25Δ436.4824.9%3.6%411.6528.3%3.5%
30Δ433.2823.4%2.9%414.6826.5%2.9%
35Δ430.0721.9%2.3%417.7024.8%2.4%
40Δ428.2321.6%2.0%420.4523.4%1.9%
45Δ426.4121.3%1.8%422.3322.9%1.6%
50Δ424.6021.0%1.6%424.2122.5%1.4%
55Δ422.7820.8%1.3%426.0922.1%1.1%
60Δ420.9720.5%1.1%427.9721.6%0.9%
65Δ418.9420.5%0.9%429.8521.2%0.7%
70Δ416.6620.8%0.7%432.5921.9%0.5%
75Δ414.3821.0%0.6%435.4222.6%0.4%
80Δ412.1021.3%0.5%438.2523.4%0.3%

20Δ

Calls
Pseudo strike
439.69
IV
26.4%
B/E move
4.2%
Puts
Pseudo strike
407.64
IV
30.2%
B/E move
4.3%

25Δ

Calls
Pseudo strike
436.48
IV
24.9%
B/E move
3.6%
Puts
Pseudo strike
411.65
IV
28.3%
B/E move
3.5%

30Δ

Calls
Pseudo strike
433.28
IV
23.4%
B/E move
2.9%
Puts
Pseudo strike
414.68
IV
26.5%
B/E move
2.9%

35Δ

Calls
Pseudo strike
430.07
IV
21.9%
B/E move
2.3%
Puts
Pseudo strike
417.70
IV
24.8%
B/E move
2.4%

40Δ

Calls
Pseudo strike
428.23
IV
21.6%
B/E move
2.0%
Puts
Pseudo strike
420.45
IV
23.4%
B/E move
1.9%

45Δ

Calls
Pseudo strike
426.41
IV
21.3%
B/E move
1.8%
Puts
Pseudo strike
422.33
IV
22.9%
B/E move
1.6%

50Δ

Calls
Pseudo strike
424.60
IV
21.0%
B/E move
1.6%
Puts
Pseudo strike
424.21
IV
22.5%
B/E move
1.4%

55Δ

Calls
Pseudo strike
422.78
IV
20.8%
B/E move
1.3%
Puts
Pseudo strike
426.09
IV
22.1%
B/E move
1.1%

60Δ

Calls
Pseudo strike
420.97
IV
20.5%
B/E move
1.1%
Puts
Pseudo strike
427.97
IV
21.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
418.94
IV
20.5%
B/E move
0.9%
Puts
Pseudo strike
429.85
IV
21.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
416.66
IV
20.8%
B/E move
0.7%
Puts
Pseudo strike
432.59
IV
21.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
414.38
IV
21.0%
B/E move
0.6%
Puts
Pseudo strike
435.42
IV
22.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
412.10
IV
21.3%
B/E move
0.5%
Puts
Pseudo strike
438.25
IV
23.4%
B/E move
0.3%

Options history

IV · four-Friday blend22.71%
Daily close
EG20.1%24.0%27.8%2026-08-13: 21.80%2026-08-14: 20.65%2026-08-17: 23.06%2026-08-18: 22.98%2026-08-20: 26.21%2026-08-21: 22.26%2026-08-24: 22.15%2026-08-25: 22.11%2026-08-26: 21.99%2026-08-27: 21.52%2026-08-28: 21.47%2026-08-31: 21.35%2026-09-01: 21.39%2026-09-02: 21.48%2026-09-03: 21.08%2026-09-04: 21.45%2026-09-08: 22.37%2026-09-09: 22.30%2026-09-10: 23.05%2026-09-11: 22.16%2026-09-14: 23.54%2026-09-17: 24.50%2026-09-18: 23.56%2026-09-21: 23.71%2026-09-22: 23.80%2026-09-23: 23.44%2026-09-24: 23.52%2026-09-25: 23.44%2026-09-28: 23.52%2026-09-29: 23.58%2026-09-30: 23.26%2026-10-01: 23.01%2026-10-02: 23.32%2026-10-05: 23.24%2026-10-06: 23.41%2026-10-07: 22.97%2026-10-08: 23.37%2026-10-09: 23.13%2026-10-12: 24.13%2026-10-13: 24.74%2026-10-14: 25.75%2026-10-15: 27.28%2026-10-16: 24.77%2026-10-19: 24.71%2026-10-20: 24.72%2026-10-21: 24.90%2026-10-22: 25.30%2026-10-23: 25.78%2026-10-26: 26.07%2026-10-27: 26.52%2026-10-28: 26.18%2026-10-29: 22.18%2026-10-30: 22.71%Aug 13Sep 24Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
21.80%
20.65%
23.06%
22.98%
26.21%
22.26%
22.15%
22.11%
21.99%
21.52%
21.47%
21.35%
21.39%
21.48%
21.08%
21.45%
22.37%
22.30%
23.05%
22.16%
23.54%
24.50%
23.56%
23.71%
23.80%
23.44%
23.52%
23.44%
23.52%
23.58%
23.26%
23.01%
23.32%
23.24%
23.41%
22.97%
23.37%
23.13%
24.13%
24.74%
25.75%
27.28%
24.77%
24.71%
24.72%
24.90%
25.30%
25.78%
26.07%
26.52%
26.18%
22.18%
22.71%