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Encompass Health Corporation Common Stock EHC

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Market datapartial · fetched 2026-10-23T03:50:40.831Z

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 · 2026-10-22T23:00:00.002796741Z

FundamentalsAlpha Vantage · unavailable

Share price$126.01
1D+4.9%
AH$120$121$123$125$1275:30 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$1.21$4.88$8.55$12.23$15.90$106.79$115.95$125.12$134.29$143.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EHC spot · $126.01EHC PRICE$1.61$2.06$2.54$3.03$3.53$4.25$5.05$5.85$7.04$8.38$9.71$11.00$12.30$2.03$2.66$3.36$4.18$5.08$6.01$7.07$8.13$9.23$10.34$11.54$13.19$14.84
PutsExpensive1.17×
CallsExpensive1.06×
SkewBearish+5.03 pp
Implied moveBearish±$12.12
TiltBearish12.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ141.1343.0%13.3%113.7248.0%11.4%
25Δ137.7441.0%10.9%116.6046.5%9.6%
30Δ134.9339.8%9.1%119.0146.1%8.2%
35Δ132.7438.4%7.7%121.2345.9%7.1%
40Δ130.5536.9%6.4%123.3346.0%6.2%
45Δ128.7536.8%5.5%125.4145.9%5.2%
50Δ127.0937.3%4.9%127.4445.5%4.5%
55Δ125.4337.7%4.2%129.4845.0%3.7%
60Δ123.5638.9%3.6%131.4343.9%3.0%
65Δ121.6240.4%3.2%133.3542.6%2.4%
70Δ119.6841.5%2.7%135.3241.4%1.8%
75Δ117.7240.5%2.2%137.5540.6%1.3%
80Δ115.7639.5%1.6%139.7839.7%0.8%

20Δ

Calls
Pseudo strike
141.13
IV
43.0%
B/E move
13.3%
Puts
Pseudo strike
113.72
IV
48.0%
B/E move
11.4%

25Δ

Calls
Pseudo strike
137.74
IV
41.0%
B/E move
10.9%
Puts
Pseudo strike
116.60
IV
46.5%
B/E move
9.6%

30Δ

Calls
Pseudo strike
134.93
IV
39.8%
B/E move
9.1%
Puts
Pseudo strike
119.01
IV
46.1%
B/E move
8.2%

35Δ

Calls
Pseudo strike
132.74
IV
38.4%
B/E move
7.7%
Puts
Pseudo strike
121.23
IV
45.9%
B/E move
7.1%

40Δ

Calls
Pseudo strike
130.55
IV
36.9%
B/E move
6.4%
Puts
Pseudo strike
123.33
IV
46.0%
B/E move
6.2%

45Δ

Calls
Pseudo strike
128.75
IV
36.8%
B/E move
5.5%
Puts
Pseudo strike
125.41
IV
45.9%
B/E move
5.2%

50Δ

Calls
Pseudo strike
127.09
IV
37.3%
B/E move
4.9%
Puts
Pseudo strike
127.44
IV
45.5%
B/E move
4.5%

55Δ

Calls
Pseudo strike
125.43
IV
37.7%
B/E move
4.2%
Puts
Pseudo strike
129.48
IV
45.0%
B/E move
3.7%

60Δ

Calls
Pseudo strike
123.56
IV
38.9%
B/E move
3.6%
Puts
Pseudo strike
131.43
IV
43.9%
B/E move
3.0%

65Δ

Calls
Pseudo strike
121.62
IV
40.4%
B/E move
3.2%
Puts
Pseudo strike
133.35
IV
42.6%
B/E move
2.4%

70Δ

Calls
Pseudo strike
119.68
IV
41.5%
B/E move
2.7%
Puts
Pseudo strike
135.32
IV
41.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
117.72
IV
40.5%
B/E move
2.2%
Puts
Pseudo strike
137.55
IV
40.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
115.76
IV
39.5%
B/E move
1.6%
Puts
Pseudo strike
139.78
IV
39.7%
B/E move
0.8%

Options history

EHC33.5834.0034.432026-10-20: 34.37%2026-10-21: 33.64%Oct 20Oct 21
Table
DateIV
34.37%
33.64%