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ELF Beauty Inc ELF

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
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Market dataready · fetched 2026-10-16T21:47:43.450Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:42:21.001896949Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:47:43.004656+00:00

Share price$113.03
1D-1.7%
AH$111$113$115$117$1185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMELF
Sold putSold callAH

ELF Beauty Inc options

Live interpolated ELF call and put midpoint premiums by absolute delta.ELF Beauty Inc$0.84$2.97$5.09$7.22$9.35$102.84$108.04$113.24$118.44$123.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ELF spot · $113.03ELF PRICE$1.07$1.19$1.50$1.85$2.28$2.86$3.16$3.48$4.48$4.84$5.77$7.08$8.73$1.07$1.63$1.73$2.13$2.75$3.09$3.46$3.92$4.40$4.47$5.68$5.84$7.16
PutsExpensive1.07×
CallsExpensive1.09×
SkewBullish-2.71 pp
Implied moveBearish±$6.62
TiltBalanced1.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.7064.9%9.5%106.2457.0%7.0%
25Δ119.1652.8%6.5%106.8665.8%6.9%
30Δ117.8152.3%5.6%108.9455.9%5.2%
35Δ116.5951.9%4.8%110.1755.0%4.4%
40Δ115.5553.1%4.2%111.1758.7%4.1%
45Δ114.5556.2%3.9%112.3655.5%3.3%
50Δ113.4753.2%3.2%113.3953.0%2.7%
55Δ112.3949.8%2.5%114.4351.2%2.2%
60Δ111.2355.8%2.4%115.3450.0%1.8%
65Δ110.3152.5%1.9%116.0244.0%1.3%
70Δ109.0354.5%1.6%117.3748.4%1.2%
75Δ107.4758.4%1.3%117.9843.2%0.8%
80Δ105.5262.8%1.1%119.5145.4%0.6%

20Δ

Calls
Pseudo strike
122.70
IV
64.9%
B/E move
9.5%
Puts
Pseudo strike
106.24
IV
57.0%
B/E move
7.0%

25Δ

Calls
Pseudo strike
119.16
IV
52.8%
B/E move
6.5%
Puts
Pseudo strike
106.86
IV
65.8%
B/E move
6.9%

30Δ

Calls
Pseudo strike
117.81
IV
52.3%
B/E move
5.6%
Puts
Pseudo strike
108.94
IV
55.9%
B/E move
5.2%

35Δ

Calls
Pseudo strike
116.59
IV
51.9%
B/E move
4.8%
Puts
Pseudo strike
110.17
IV
55.0%
B/E move
4.4%

40Δ

Calls
Pseudo strike
115.55
IV
53.1%
B/E move
4.2%
Puts
Pseudo strike
111.17
IV
58.7%
B/E move
4.1%

45Δ

Calls
Pseudo strike
114.55
IV
56.2%
B/E move
3.9%
Puts
Pseudo strike
112.36
IV
55.5%
B/E move
3.3%

50Δ

Calls
Pseudo strike
113.47
IV
53.2%
B/E move
3.2%
Puts
Pseudo strike
113.39
IV
53.0%
B/E move
2.7%

55Δ

Calls
Pseudo strike
112.39
IV
49.8%
B/E move
2.5%
Puts
Pseudo strike
114.43
IV
51.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
111.23
IV
55.8%
B/E move
2.4%
Puts
Pseudo strike
115.34
IV
50.0%
B/E move
1.8%

65Δ

Calls
Pseudo strike
110.31
IV
52.5%
B/E move
1.9%
Puts
Pseudo strike
116.02
IV
44.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
109.03
IV
54.5%
B/E move
1.6%
Puts
Pseudo strike
117.37
IV
48.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
107.47
IV
58.4%
B/E move
1.3%
Puts
Pseudo strike
117.98
IV
43.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
105.52
IV
62.8%
B/E move
1.1%
Puts
Pseudo strike
119.51
IV
45.4%
B/E move
0.6%