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eHealth Inc EHTH

FINANCIAL SERVICES · INSURANCE BROKERS
i

Market dataready · fetched 2026-10-24T15:40:17.983Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-23T20:44:35.880558079Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T15:40:17.167554+00:00

Share price$0.57
1D+3.5%
AH$0.51$0.53$0.54$0.56$0.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEHTH
Sold putSold callAH

eHealth Inc options

Live interpolated EHTH call and put midpoint premiums by absolute delta.eHealth Inc$0.00$1.70$3.39$5.09$6.78$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEEHTH PRICE$0.07$0.10$0.12$0.15$0.18$0.21$0.23$0.26$0.29$0.32$0.36$6.29$4.43$2.55
PutsExpensive2.23×
CallsExpensive3.13×
SkewBullish-81.02 pp
Implied move——
TiltBearish70.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ2.68211.9%382.3%
30Δ2.95240.3%435.4%
35Δ3.23268.7%488.5%
40Δ3.50297.1%541.6%
45Δ3.78325.5%594.7%
50Δ4.05353.9%647.8%
55Δ4.33382.4%700.9%
60Δ4.60410.8%754.0%
65Δ4.88439.2%807.1%6.84327.5%3.4%
70Δ5.71479.6%959.2%4.98284.0%3.4%
75Δ6.99529.6%1190.1%3.10219.7%3.4%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
2.68
IV
211.9%
B/E move
382.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
2.95
IV
240.3%
B/E move
435.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.23
IV
268.7%
B/E move
488.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.50
IV
297.1%
B/E move
541.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.78
IV
325.5%
B/E move
594.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.05
IV
353.9%
B/E move
647.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.33
IV
382.4%
B/E move
700.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.60
IV
410.8%
B/E move
754.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.88
IV
439.2%
B/E move
807.1%
Puts
Pseudo strike
6.84
IV
327.5%
B/E move
3.4%

70Δ

Calls
Pseudo strike
5.71
IV
479.6%
B/E move
959.2%
Puts
Pseudo strike
4.98
IV
284.0%
B/E move
3.4%

75Δ

Calls
Pseudo strike
6.99
IV
529.6%
B/E move
1190.1%
Puts
Pseudo strike
3.10
IV
219.7%
B/E move
3.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations