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Elanco Animal Health Incorporated Common Stock ELAN

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Market datapartial · fetched 2026-10-22T23:58:54.598Z

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 · 2026-10-22T23:00:00.002406798Z

FundamentalsAlpha Vantage · unavailable

Share price$22.69
1D+1.0%
AH$22.36$22.48$22.60$22.72$22.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMELAN
Sold putSold callAH

Elanco Animal Health Incorporated Common Stock options

Live interpolated ELAN call and put midpoint premiums by absolute delta.Elanco Animal Health Incorporated Common Stock$0.25$1.19$2.13$3.07$4.01$18.25$20.45$22.65$24.85$27.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ELAN spot · $22.69ELAN PRICE$0.35$0.48$0.61$0.75$0.90$1.08$1.26$1.46$1.65$1.96$2.35$2.81$3.30$0.47$0.64$0.81$0.97$1.14$1.34$1.55$1.84$2.13$2.43$2.73$3.18$3.74
PutsExpensive1.25×
CallsExpensive1.14×
SkewBearish+1.24 pp
Implied moveBearish±$2.81
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.0352.0%16.3%19.9960.9%14.0%
25Δ25.4953.1%14.4%20.5660.9%12.2%
30Δ24.9654.3%12.7%21.1160.4%10.5%
35Δ24.4454.0%11.0%21.6358.3%8.9%
40Δ23.9353.8%9.4%22.1456.5%7.5%
45Δ23.4854.0%8.3%22.5855.6%6.4%
50Δ23.0354.3%7.1%23.0354.8%5.3%
55Δ22.6053.5%6.0%23.5055.1%4.5%
60Δ22.1752.6%5.0%23.9755.4%3.8%
65Δ21.6954.2%4.2%24.4354.3%3.0%
70Δ21.1757.3%3.6%24.9053.1%2.3%
75Δ20.5760.0%3.0%25.4853.0%1.7%
80Δ19.9362.2%2.4%26.1553.5%1.2%

20Δ

Calls
Pseudo strike
26.03
IV
52.0%
B/E move
16.3%
Puts
Pseudo strike
19.99
IV
60.9%
B/E move
14.0%

25Δ

Calls
Pseudo strike
25.49
IV
53.1%
B/E move
14.4%
Puts
Pseudo strike
20.56
IV
60.9%
B/E move
12.2%

30Δ

Calls
Pseudo strike
24.96
IV
54.3%
B/E move
12.7%
Puts
Pseudo strike
21.11
IV
60.4%
B/E move
10.5%

35Δ

Calls
Pseudo strike
24.44
IV
54.0%
B/E move
11.0%
Puts
Pseudo strike
21.63
IV
58.3%
B/E move
8.9%

40Δ

Calls
Pseudo strike
23.93
IV
53.8%
B/E move
9.4%
Puts
Pseudo strike
22.14
IV
56.5%
B/E move
7.5%

45Δ

Calls
Pseudo strike
23.48
IV
54.0%
B/E move
8.3%
Puts
Pseudo strike
22.58
IV
55.6%
B/E move
6.4%

50Δ

Calls
Pseudo strike
23.03
IV
54.3%
B/E move
7.1%
Puts
Pseudo strike
23.03
IV
54.8%
B/E move
5.3%

55Δ

Calls
Pseudo strike
22.60
IV
53.5%
B/E move
6.0%
Puts
Pseudo strike
23.50
IV
55.1%
B/E move
4.5%

60Δ

Calls
Pseudo strike
22.17
IV
52.6%
B/E move
5.0%
Puts
Pseudo strike
23.97
IV
55.4%
B/E move
3.8%

65Δ

Calls
Pseudo strike
21.69
IV
54.2%
B/E move
4.2%
Puts
Pseudo strike
24.43
IV
54.3%
B/E move
3.0%

70Δ

Calls
Pseudo strike
21.17
IV
57.3%
B/E move
3.6%
Puts
Pseudo strike
24.90
IV
53.1%
B/E move
2.3%

75Δ

Calls
Pseudo strike
20.57
IV
60.0%
B/E move
3.0%
Puts
Pseudo strike
25.48
IV
53.0%
B/E move
1.7%

80Δ

Calls
Pseudo strike
19.93
IV
62.2%
B/E move
2.4%
Puts
Pseudo strike
26.15
IV
53.5%
B/E move
1.2%

Options history

ELAN47.7748.1248.472026-10-20: 48.42%2026-10-21: 47.82%Oct 20Oct 21
Table
DateIV
48.42%
47.82%