IntraAlpha
Create free account Start free

Encompass Health Corporation Common Stock EHC

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-11-12T02:03:49.123Z

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 · 2026-11-12T00:00:00.002738894Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:03:48.747497+00:00

Share price$142.24
1D+0.6%
AH$140.07$140.69$141.30$141.91$142.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEHC
Sold putSold callAH

Encompass Health Corporation Common Stock options

Live interpolated EHC call and put midpoint premiums by absolute delta.Encompass Health Corporation Common Stock$0.57$2.51$4.44$6.38$8.31$132.58$137.44$142.29$147.15$152.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EHC spot · $142.24EHC PRICE$0.78$1.02$1.25$1.49$1.86$2.23$2.61$2.98$3.35$3.73$4.30$4.92$5.54$1.01$1.34$1.68$2.02$2.41$2.86$3.30$3.75$4.20$4.86$5.83$6.79$7.75
PutsFair1.03×
CallsCheap0.79×
SkewBearish+7.09 pp
Implied moveBearish±$5.91
TiltBearish14.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ148.8931.4%5.2%135.4238.8%5.5%
25Δ147.6130.6%4.5%136.7438.1%4.8%
30Δ146.3429.8%3.8%138.0637.5%4.1%
35Δ145.0629.0%3.0%139.3836.8%3.4%
40Δ144.2328.7%2.7%140.5236.1%2.9%
45Δ143.4128.5%2.4%141.5035.4%2.5%
50Δ142.6028.3%2.1%142.4834.7%2.2%
55Δ141.7828.0%1.8%143.4634.0%1.8%
60Δ140.9727.8%1.5%144.4433.3%1.4%
65Δ140.1527.6%1.2%145.5433.0%1.1%
70Δ139.2926.6%1.0%146.7933.3%0.9%
75Δ138.4225.5%0.8%148.0433.6%0.7%
80Δ137.5424.4%0.6%149.2933.9%0.5%

20Δ

Calls
Pseudo strike
148.89
IV
31.4%
B/E move
5.2%
Puts
Pseudo strike
135.42
IV
38.8%
B/E move
5.5%

25Δ

Calls
Pseudo strike
147.61
IV
30.6%
B/E move
4.5%
Puts
Pseudo strike
136.74
IV
38.1%
B/E move
4.8%

30Δ

Calls
Pseudo strike
146.34
IV
29.8%
B/E move
3.8%
Puts
Pseudo strike
138.06
IV
37.5%
B/E move
4.1%

35Δ

Calls
Pseudo strike
145.06
IV
29.0%
B/E move
3.0%
Puts
Pseudo strike
139.38
IV
36.8%
B/E move
3.4%

40Δ

Calls
Pseudo strike
144.23
IV
28.7%
B/E move
2.7%
Puts
Pseudo strike
140.52
IV
36.1%
B/E move
2.9%

45Δ

Calls
Pseudo strike
143.41
IV
28.5%
B/E move
2.4%
Puts
Pseudo strike
141.50
IV
35.4%
B/E move
2.5%

50Δ

Calls
Pseudo strike
142.60
IV
28.3%
B/E move
2.1%
Puts
Pseudo strike
142.48
IV
34.7%
B/E move
2.2%

55Δ

Calls
Pseudo strike
141.78
IV
28.0%
B/E move
1.8%
Puts
Pseudo strike
143.46
IV
34.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
140.97
IV
27.8%
B/E move
1.5%
Puts
Pseudo strike
144.44
IV
33.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
140.15
IV
27.6%
B/E move
1.2%
Puts
Pseudo strike
145.54
IV
33.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
139.29
IV
26.6%
B/E move
1.0%
Puts
Pseudo strike
146.79
IV
33.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
138.42
IV
25.5%
B/E move
0.8%
Puts
Pseudo strike
148.04
IV
33.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
137.54
IV
24.4%
B/E move
0.6%
Puts
Pseudo strike
149.29
IV
33.9%
B/E move
0.5%

Options history

IV · four-Friday blend28.50%
Daily close
EHC24.2%30.1%36.0%2026-08-13: 28.54%2026-08-14: 27.19%2026-08-21: 29.03%2026-08-24: 27.79%2026-08-25: 27.80%2026-08-26: 28.10%2026-08-27: 27.19%2026-08-28: 26.84%2026-08-31: 26.91%2026-09-01: 25.95%2026-09-02: 25.83%2026-09-03: 25.04%2026-09-04: 25.44%2026-09-08: 27.74%2026-09-09: 26.76%2026-09-10: 27.06%2026-09-11: 26.39%2026-09-16: 32.72%2026-09-18: 27.41%2026-09-21: 28.45%2026-09-22: 28.17%2026-09-23: 28.03%2026-09-24: 29.01%2026-09-25: 28.33%2026-09-28: 28.19%2026-09-29: 29.01%2026-09-30: 27.77%2026-10-01: 30.10%2026-10-02: 29.02%2026-10-05: 28.74%2026-10-06: 28.81%2026-10-07: 31.19%2026-10-08: 30.76%2026-10-09: 29.67%2026-10-12: 30.94%2026-10-13: 30.95%2026-10-16: 31.35%2026-10-19: 34.24%2026-10-20: 34.34%2026-10-21: 33.64%2026-10-22: 34.72%2026-10-23: 34.44%2026-10-26: 34.99%2026-10-27: 35.21%2026-10-28: 35.01%2026-10-29: 26.31%2026-10-30: 28.50%Aug 13Sep 25Oct 30
47 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
28.54%
27.19%
29.03%
27.79%
27.80%
28.10%
27.19%
26.84%
26.91%
25.95%
25.83%
25.04%
25.44%
27.74%
26.76%
27.06%
26.39%
32.72%
27.41%
28.45%
28.17%
28.03%
29.01%
28.33%
28.19%
29.01%
27.77%
30.10%
29.02%
28.74%
28.81%
31.19%
30.76%
29.67%
30.94%
30.95%
31.35%
34.24%
34.34%
33.64%
34.72%
34.44%
34.99%
35.21%
35.01%
26.31%
28.50%