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Elanco Animal Health Incorporated Common Stock ELAN

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Market datapartial · fetched 2026-10-23T04:29:18.376Z

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$1.18$2.12$3.05$3.99$18.19$20.42$22.65$24.88$27.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ELAN spot · $22.69ELAN PRICE$0.35$0.48$0.61$0.76$0.90$1.08$1.26$1.46$1.65$1.96$2.35$2.81$3.31$0.47$0.64$0.81$0.96$1.13$1.34$1.54$1.84$2.13$2.43$2.73$3.18$3.72
PutsExpensive1.27×
CallsExpensive1.16×
SkewBearish+1.14 pp
Implied moveBearish±$2.81
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.0352.9%16.2%19.9961.9%14.0%
25Δ25.4954.1%14.4%20.5561.9%12.2%
30Δ24.9655.3%12.7%21.1161.5%10.5%
35Δ24.4355.0%11.0%21.6359.3%8.9%
40Δ23.9354.8%9.4%22.1357.4%7.5%
45Δ23.4855.0%8.2%22.5856.5%6.4%
50Δ23.0355.3%7.1%23.0355.7%5.3%
55Δ22.6054.5%6.0%23.5056.0%4.5%
60Δ22.1753.6%5.0%23.9756.3%3.8%
65Δ21.6855.3%4.2%24.4355.2%3.0%
70Δ21.1658.4%3.6%24.8953.9%2.3%
75Δ20.5761.1%3.0%25.4753.8%1.7%
80Δ19.9363.4%2.4%26.1354.3%1.2%

20Δ

Calls
Pseudo strike
26.03
IV
52.9%
B/E move
16.2%
Puts
Pseudo strike
19.99
IV
61.9%
B/E move
14.0%

25Δ

Calls
Pseudo strike
25.49
IV
54.1%
B/E move
14.4%
Puts
Pseudo strike
20.55
IV
61.9%
B/E move
12.2%

30Δ

Calls
Pseudo strike
24.96
IV
55.3%
B/E move
12.7%
Puts
Pseudo strike
21.11
IV
61.5%
B/E move
10.5%

35Δ

Calls
Pseudo strike
24.43
IV
55.0%
B/E move
11.0%
Puts
Pseudo strike
21.63
IV
59.3%
B/E move
8.9%

40Δ

Calls
Pseudo strike
23.93
IV
54.8%
B/E move
9.4%
Puts
Pseudo strike
22.13
IV
57.4%
B/E move
7.5%

45Δ

Calls
Pseudo strike
23.48
IV
55.0%
B/E move
8.2%
Puts
Pseudo strike
22.58
IV
56.5%
B/E move
6.4%

50Δ

Calls
Pseudo strike
23.03
IV
55.3%
B/E move
7.1%
Puts
Pseudo strike
23.03
IV
55.7%
B/E move
5.3%

55Δ

Calls
Pseudo strike
22.60
IV
54.5%
B/E move
6.0%
Puts
Pseudo strike
23.50
IV
56.0%
B/E move
4.5%

60Δ

Calls
Pseudo strike
22.17
IV
53.6%
B/E move
5.0%
Puts
Pseudo strike
23.97
IV
56.3%
B/E move
3.8%

65Δ

Calls
Pseudo strike
21.68
IV
55.3%
B/E move
4.2%
Puts
Pseudo strike
24.43
IV
55.2%
B/E move
3.0%

70Δ

Calls
Pseudo strike
21.16
IV
58.4%
B/E move
3.6%
Puts
Pseudo strike
24.89
IV
53.9%
B/E move
2.3%

75Δ

Calls
Pseudo strike
20.57
IV
61.1%
B/E move
3.0%
Puts
Pseudo strike
25.47
IV
53.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
19.93
IV
63.4%
B/E move
2.4%
Puts
Pseudo strike
26.13
IV
54.3%
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%