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Everest Group, Ltd. EG

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Market datapartial · fetched 2026-10-22T14:40:25.206Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:38:59.234763537Z

FundamentalsAlpha Vantage · unavailable

Share price$400.87
1D+0.8%
$396$398$399$401$4025:30 AM6:30 AM9:00 AM1:00 PMEG
Sold putSold call

Everest Group, Ltd. options

Live interpolated EG call and put midpoint premiums by absolute delta.Everest Group, Ltd.$2.24$11.83$21.41$31.00$40.59$353.83$375.55$397.26$418.98$440.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EG spot · $400.87EG PRICE$3.28$4.40$5.56$7.04$8.51$10.21$12.02$13.93$16.43$18.94$21.94$25.13$29.18$4.08$5.50$7.07$8.67$10.53$12.39$14.61$16.91$19.65$22.80$26.65$31.54$37.82
PutsExpensive1.66×
CallsExpensive1.21×
SkewBearish+3.07 pp
Implied moveBearish±$26.63
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ429.8726.9%8.1%375.3930.3%7.4%
25Δ424.6626.8%7.0%380.4531.1%6.5%
30Δ419.5626.8%6.0%385.3831.0%5.6%
35Δ415.4627.1%5.4%390.2931.0%4.8%
40Δ411.3527.4%4.7%394.7730.8%4.1%
45Δ407.3427.6%4.2%399.2530.6%3.5%
50Δ403.3727.7%3.6%403.6130.4%3.0%
55Δ399.3827.8%3.1%407.9430.2%2.5%
60Δ395.2428.1%2.7%412.4930.2%2.0%
65Δ391.0928.4%2.3%417.2130.3%1.6%
70Δ386.6028.5%1.9%422.5230.6%1.2%
75Δ381.9928.5%1.6%428.6731.4%0.9%
80Δ376.6528.6%1.2%436.1432.2%0.6%

20Δ

Calls
Pseudo strike
429.87
IV
26.9%
B/E move
8.1%
Puts
Pseudo strike
375.39
IV
30.3%
B/E move
7.4%

25Δ

Calls
Pseudo strike
424.66
IV
26.8%
B/E move
7.0%
Puts
Pseudo strike
380.45
IV
31.1%
B/E move
6.5%

30Δ

Calls
Pseudo strike
419.56
IV
26.8%
B/E move
6.0%
Puts
Pseudo strike
385.38
IV
31.0%
B/E move
5.6%

35Δ

Calls
Pseudo strike
415.46
IV
27.1%
B/E move
5.4%
Puts
Pseudo strike
390.29
IV
31.0%
B/E move
4.8%

40Δ

Calls
Pseudo strike
411.35
IV
27.4%
B/E move
4.7%
Puts
Pseudo strike
394.77
IV
30.8%
B/E move
4.1%

45Δ

Calls
Pseudo strike
407.34
IV
27.6%
B/E move
4.2%
Puts
Pseudo strike
399.25
IV
30.6%
B/E move
3.5%

50Δ

Calls
Pseudo strike
403.37
IV
27.7%
B/E move
3.6%
Puts
Pseudo strike
403.61
IV
30.4%
B/E move
3.0%

55Δ

Calls
Pseudo strike
399.38
IV
27.8%
B/E move
3.1%
Puts
Pseudo strike
407.94
IV
30.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
395.24
IV
28.1%
B/E move
2.7%
Puts
Pseudo strike
412.49
IV
30.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
391.09
IV
28.4%
B/E move
2.3%
Puts
Pseudo strike
417.21
IV
30.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
386.60
IV
28.5%
B/E move
1.9%
Puts
Pseudo strike
422.52
IV
30.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
381.99
IV
28.5%
B/E move
1.6%
Puts
Pseudo strike
428.67
IV
31.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
376.65
IV
28.6%
B/E move
1.2%
Puts
Pseudo strike
436.14
IV
32.2%
B/E move
0.6%

Options history

No recorded observations