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Encompass Health Corp EHC

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-10-23T19:05:53.094Z

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 · 2026-10-23T19:05:15.881358484Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T19:05:52.606712+00:00

Share price$123.99
1D-0.0%
$123.29$123.72$124.16$124.59$125.025:30 AM6:30 AM9:00 AM1:00 PMEHC
Sold putSold call

Encompass Health Corp options

Live interpolated EHC call and put midpoint premiums by absolute delta.Encompass Health Corp$1.25$4.68$8.12$11.56$15.00$106.88$115.46$124.04$132.61$141.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EHC spot · $123.99EHC PRICE$1.62$1.88$2.42$2.95$3.63$4.35$5.06$6.00$6.95$7.95$9.56$11.17$13.00$1.78$2.37$2.95$3.54$4.32$5.12$5.93$6.98$8.03$9.24$10.87$12.51$14.01
PutsFair1.04×
CallsExpensive1.11×
SkewBullish-0.27 pp
Implied moveBearish±$10.99
TiltBearish6.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ139.2644.9%13.6%113.3840.1%10.0%
25Δ134.4238.3%9.9%115.5240.4%8.7%
30Δ132.3938.4%8.7%117.6540.6%7.5%
35Δ130.3638.6%7.5%119.7940.9%6.2%
40Δ128.5738.8%6.6%121.6040.7%5.4%
45Δ126.8439.1%5.8%123.3740.5%4.6%
50Δ125.1139.4%5.0%125.1440.2%3.9%
55Δ123.3739.7%4.3%126.9240.0%3.3%
60Δ121.6339.9%3.7%128.7039.8%2.7%
65Δ119.8740.2%3.1%130.5839.7%2.1%
70Δ117.6941.6%2.6%132.7740.0%1.7%
75Δ115.5143.0%2.2%134.9540.4%1.3%
80Δ113.1143.2%1.7%136.9438.4%0.9%

20Δ

Calls
Pseudo strike
139.26
IV
44.9%
B/E move
13.6%
Puts
Pseudo strike
113.38
IV
40.1%
B/E move
10.0%

25Δ

Calls
Pseudo strike
134.42
IV
38.3%
B/E move
9.9%
Puts
Pseudo strike
115.52
IV
40.4%
B/E move
8.7%

30Δ

Calls
Pseudo strike
132.39
IV
38.4%
B/E move
8.7%
Puts
Pseudo strike
117.65
IV
40.6%
B/E move
7.5%

35Δ

Calls
Pseudo strike
130.36
IV
38.6%
B/E move
7.5%
Puts
Pseudo strike
119.79
IV
40.9%
B/E move
6.2%

40Δ

Calls
Pseudo strike
128.57
IV
38.8%
B/E move
6.6%
Puts
Pseudo strike
121.60
IV
40.7%
B/E move
5.4%

45Δ

Calls
Pseudo strike
126.84
IV
39.1%
B/E move
5.8%
Puts
Pseudo strike
123.37
IV
40.5%
B/E move
4.6%

50Δ

Calls
Pseudo strike
125.11
IV
39.4%
B/E move
5.0%
Puts
Pseudo strike
125.14
IV
40.2%
B/E move
3.9%

55Δ

Calls
Pseudo strike
123.37
IV
39.7%
B/E move
4.3%
Puts
Pseudo strike
126.92
IV
40.0%
B/E move
3.3%

60Δ

Calls
Pseudo strike
121.63
IV
39.9%
B/E move
3.7%
Puts
Pseudo strike
128.70
IV
39.8%
B/E move
2.7%

65Δ

Calls
Pseudo strike
119.87
IV
40.2%
B/E move
3.1%
Puts
Pseudo strike
130.58
IV
39.7%
B/E move
2.1%

70Δ

Calls
Pseudo strike
117.69
IV
41.6%
B/E move
2.6%
Puts
Pseudo strike
132.77
IV
40.0%
B/E move
1.7%

75Δ

Calls
Pseudo strike
115.51
IV
43.0%
B/E move
2.2%
Puts
Pseudo strike
134.95
IV
40.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
113.11
IV
43.2%
B/E move
1.7%
Puts
Pseudo strike
136.94
IV
38.4%
B/E move
0.9%

Options history

EHC33.5534.1834.822026-10-20: 34.37%2026-10-21: 33.64%2026-10-22: 34.73%Oct 20Oct 22
Table
DateIV
34.37%
33.64%
34.73%