IntraAlpha
Create free account Start free

e.l.f. Beauty, Inc. ELF

i

Market dataready · fetched 2026-11-07T07:45:05.977Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:59:17.112804092Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T07:45:05.274027+00:00

Share price$116.14
1D+7.0%
AH$107$110$114$117$1205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMELF
Sold putSold callAH

e.l.f. Beauty, Inc. options

Live interpolated ELF call and put midpoint premiums by absolute delta.e.l.f. Beauty, Inc.$0.73$3.07$5.42$7.76$10.11$99.97$108.23$116.49$124.76$133.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ELF spot · $116.14ELF PRICE$0.98$1.41$1.69$2.18$2.71$3.33$3.91$4.53$5.21$6.03$7.06$8.02$9.43$1.09$1.37$1.74$2.11$2.57$3.00$3.54$4.04$4.77$5.25$6.41$6.83$8.28
PutsCheap0.68×
CallsCheap0.77×
SkewBullish-10.57 pp
Implied moveBullish±$7.45
TiltBullish5.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ124.5361.1%8.1%108.9163.1%7.2%
25Δ123.3465.1%7.4%110.7159.4%5.9%
30Δ121.5562.0%6.1%112.0258.9%5.0%
35Δ120.3964.7%5.5%113.2757.6%4.3%
40Δ119.2166.9%5.0%114.3458.1%3.8%
45Δ117.9969.5%4.5%115.4756.6%3.2%
50Δ116.6869.5%3.8%116.5256.8%2.7%
55Δ115.3769.1%3.2%117.5655.6%2.3%
60Δ114.0968.9%2.7%118.6956.5%1.9%
65Δ112.7469.3%2.3%119.6354.0%1.5%
70Δ111.2670.9%1.9%121.0756.9%1.3%
75Δ109.8270.1%1.5%121.9152.7%0.9%
80Δ108.0271.6%1.1%123.6154.9%0.7%

20Δ

Calls
Pseudo strike
124.53
IV
61.1%
B/E move
8.1%
Puts
Pseudo strike
108.91
IV
63.1%
B/E move
7.2%

25Δ

Calls
Pseudo strike
123.34
IV
65.1%
B/E move
7.4%
Puts
Pseudo strike
110.71
IV
59.4%
B/E move
5.9%

30Δ

Calls
Pseudo strike
121.55
IV
62.0%
B/E move
6.1%
Puts
Pseudo strike
112.02
IV
58.9%
B/E move
5.0%

35Δ

Calls
Pseudo strike
120.39
IV
64.7%
B/E move
5.5%
Puts
Pseudo strike
113.27
IV
57.6%
B/E move
4.3%

40Δ

Calls
Pseudo strike
119.21
IV
66.9%
B/E move
5.0%
Puts
Pseudo strike
114.34
IV
58.1%
B/E move
3.8%

45Δ

Calls
Pseudo strike
117.99
IV
69.5%
B/E move
4.5%
Puts
Pseudo strike
115.47
IV
56.6%
B/E move
3.2%

50Δ

Calls
Pseudo strike
116.68
IV
69.5%
B/E move
3.8%
Puts
Pseudo strike
116.52
IV
56.8%
B/E move
2.7%

55Δ

Calls
Pseudo strike
115.37
IV
69.1%
B/E move
3.2%
Puts
Pseudo strike
117.56
IV
55.6%
B/E move
2.3%

60Δ

Calls
Pseudo strike
114.09
IV
68.9%
B/E move
2.7%
Puts
Pseudo strike
118.69
IV
56.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
112.74
IV
69.3%
B/E move
2.3%
Puts
Pseudo strike
119.63
IV
54.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
111.26
IV
70.9%
B/E move
1.9%
Puts
Pseudo strike
121.07
IV
56.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
109.82
IV
70.1%
B/E move
1.5%
Puts
Pseudo strike
121.91
IV
52.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
108.02
IV
71.6%
B/E move
1.1%
Puts
Pseudo strike
123.61
IV
54.9%
B/E move
0.7%

Options history

IV · four-Friday blend89.78%
Daily close
ELF42.5%67.9%93.3%2026-08-10: 58.24%2026-08-11: 58.07%2026-08-12: 54.09%2026-08-13: 55.03%2026-08-14: 51.61%2026-08-17: 52.00%2026-08-18: 53.23%2026-08-19: 55.06%2026-08-20: 58.34%2026-08-21: 50.91%2026-08-24: 55.36%2026-08-25: 52.83%2026-08-26: 52.81%2026-08-27: 55.36%2026-08-28: 47.06%2026-08-31: 49.14%2026-09-01: 51.48%2026-09-02: 52.66%2026-09-03: 50.55%2026-09-04: 45.97%2026-09-08: 52.58%2026-09-09: 56.40%2026-09-10: 63.33%2026-09-11: 51.82%2026-09-14: 56.05%2026-09-15: 58.36%2026-09-16: 57.77%2026-09-17: 60.19%2026-09-18: 51.22%2026-09-21: 54.64%2026-09-22: 55.22%2026-09-23: 60.40%2026-09-24: 58.07%2026-09-25: 53.64%2026-09-28: 55.69%2026-09-29: 54.97%2026-09-30: 53.71%2026-10-01: 55.86%2026-10-02: 50.14%2026-10-05: 53.99%2026-10-06: 52.40%2026-10-07: 54.15%2026-10-08: 54.43%2026-10-09: 51.69%2026-10-12: 58.32%2026-10-13: 58.67%2026-10-14: 59.55%2026-10-15: 59.46%2026-10-16: 64.01%2026-10-19: 67.73%2026-10-20: 66.98%2026-10-21: 67.42%2026-10-22: 70.03%2026-10-23: 71.64%2026-10-26: 79.21%2026-10-27: 79.83%2026-10-28: 83.38%2026-10-29: 84.07%2026-10-30: 89.78%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
58.24%
58.07%
54.09%
55.03%
51.61%
52.00%
53.23%
55.06%
58.34%
50.91%
55.36%
52.83%
52.81%
55.36%
47.06%
49.14%
51.48%
52.66%
50.55%
45.97%
52.58%
56.40%
63.33%
51.82%
56.05%
58.36%
57.77%
60.19%
51.22%
54.64%
55.22%
60.40%
58.07%
53.64%
55.69%
54.97%
53.71%
55.86%
50.14%
53.99%
52.40%
54.15%
54.43%
51.69%
58.32%
58.67%
59.55%
59.46%
64.01%
67.73%
66.98%
67.42%
70.03%
71.64%
79.21%
79.83%
83.38%
84.07%
89.78%