Share price$407.56
1D+2.5%
Sold putSold callAH
Everest Group, Ltd. EG
i
Market datapartial · fetched 2026-10-22T21:20:15.322Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
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 · 2026-10-22T20:10:00.001044734Z
FundamentalsAlpha Vantage · unavailable
Everest Group, Ltd. options
PutsExpensive1.74×
CallsExpensive1.22×
SkewBearish+4.01 pp
Implied moveBearish±$27.15
TiltBearish11.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 436.36 | 26.0% | 7.9% | 380.05 | 32.5% | 7.8% |
| 25Δ | 431.21 | 26.4% | 6.9% | 385.94 | 32.1% | 6.7% |
| 30Δ | 426.72 | 26.8% | 6.1% | 391.51 | 31.9% | 5.7% |
| 35Δ | 422.44 | 27.2% | 5.4% | 396.36 | 32.1% | 5.0% |
| 40Δ | 418.24 | 27.5% | 4.8% | 401.15 | 32.2% | 4.3% |
| 45Δ | 414.16 | 27.6% | 4.2% | 405.78 | 31.6% | 3.6% |
| 50Δ | 410.07 | 27.6% | 3.6% | 410.41 | 31.1% | 3.0% |
| 55Δ | 405.99 | 27.9% | 3.1% | 414.94 | 30.9% | 2.5% |
| 60Δ | 401.90 | 28.2% | 2.7% | 419.47 | 30.7% | 2.0% |
| 65Δ | 397.55 | 28.4% | 2.3% | 424.50 | 30.8% | 1.6% |
| 70Δ | 392.99 | 28.7% | 1.9% | 429.59 | 30.9% | 1.3% |
| 75Δ | 388.21 | 28.8% | 1.6% | 436.44 | 31.9% | 1.0% |
| 80Δ | 383.02 | 28.6% | 1.2% | 444.32 | 33.0% | 0.7% |
20Δ
- Pseudo strike
- 436.36
- IV
- 26.0%
- B/E move
- 7.9%
- Pseudo strike
- 380.05
- IV
- 32.5%
- B/E move
- 7.8%
25Δ
- Pseudo strike
- 431.21
- IV
- 26.4%
- B/E move
- 6.9%
- Pseudo strike
- 385.94
- IV
- 32.1%
- B/E move
- 6.7%
30Δ
- Pseudo strike
- 426.72
- IV
- 26.8%
- B/E move
- 6.1%
- Pseudo strike
- 391.51
- IV
- 31.9%
- B/E move
- 5.7%
35Δ
- Pseudo strike
- 422.44
- IV
- 27.2%
- B/E move
- 5.4%
- Pseudo strike
- 396.36
- IV
- 32.1%
- B/E move
- 5.0%
40Δ
- Pseudo strike
- 418.24
- IV
- 27.5%
- B/E move
- 4.8%
- Pseudo strike
- 401.15
- IV
- 32.2%
- B/E move
- 4.3%
45Δ
- Pseudo strike
- 414.16
- IV
- 27.6%
- B/E move
- 4.2%
- Pseudo strike
- 405.78
- IV
- 31.6%
- B/E move
- 3.6%
50Δ
- Pseudo strike
- 410.07
- IV
- 27.6%
- B/E move
- 3.6%
- Pseudo strike
- 410.41
- IV
- 31.1%
- B/E move
- 3.0%
55Δ
- Pseudo strike
- 405.99
- IV
- 27.9%
- B/E move
- 3.1%
- Pseudo strike
- 414.94
- IV
- 30.9%
- B/E move
- 2.5%
60Δ
- Pseudo strike
- 401.90
- IV
- 28.2%
- B/E move
- 2.7%
- Pseudo strike
- 419.47
- IV
- 30.7%
- B/E move
- 2.0%
65Δ
- Pseudo strike
- 397.55
- IV
- 28.4%
- B/E move
- 2.3%
- Pseudo strike
- 424.50
- IV
- 30.8%
- B/E move
- 1.6%
70Δ
- Pseudo strike
- 392.99
- IV
- 28.7%
- B/E move
- 1.9%
- Pseudo strike
- 429.59
- IV
- 30.9%
- B/E move
- 1.3%
75Δ
- Pseudo strike
- 388.21
- IV
- 28.8%
- B/E move
- 1.6%
- Pseudo strike
- 436.44
- IV
- 31.9%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 383.02
- IV
- 28.6%
- B/E move
- 1.2%
- Pseudo strike
- 444.32
- IV
- 33.0%
- B/E move
- 0.7%
Options history
Table
| Date | IV |
|---|---|
| 24.72% | |
| 24.90% |