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ELF Beauty Inc ELF

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
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Market dataready · fetched 2026-10-16T01:58:19.200Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:52:31.258963497Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:58:18.799421+00:00

Share price$115.51
1D+7.3%
AH$106$109$112$114$1175:30 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$0.31$1.40$2.50$3.60$4.70$104.42$109.12$113.81$118.50$123.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ELF spot · $115.51ELF PRICE$0.42$0.56$0.69$0.84$1.03$1.22$1.61$2.02$2.29$2.55$3.06$3.61$4.38$0.50$0.55$0.71$0.87$1.02$1.19$1.39$1.59$1.83$2.07$2.77$3.56$4.21
PutsCheap0.74×
CallsCheap0.60×
SkewBullish-5.77 pp
Implied moveBullish±$3.00
TiltBullish4.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ118.8963.8%3.3%111.9883.4%3.5%
25Δ118.1862.6%2.8%113.1959.0%2.5%
30Δ117.5661.1%2.4%113.6859.9%2.2%
35Δ116.9859.6%2.0%114.1859.9%1.9%
40Δ116.5160.1%1.8%114.6758.1%1.6%
45Δ116.0460.6%1.5%115.1456.7%1.4%
50Δ115.5466.7%1.4%115.5756.2%1.2%
55Δ115.0473.3%1.3%115.9955.6%1.0%
60Δ114.5271.8%1.1%116.4154.7%0.8%
65Δ113.9869.8%0.9%116.8353.9%0.6%
70Δ113.3172.3%0.7%117.6061.8%0.6%
75Δ112.6074.2%0.6%118.4869.0%0.5%
80Δ111.6778.0%0.5%119.2670.4%0.4%

20Δ

Calls
Pseudo strike
118.89
IV
63.8%
B/E move
3.3%
Puts
Pseudo strike
111.98
IV
83.4%
B/E move
3.5%

25Δ

Calls
Pseudo strike
118.18
IV
62.6%
B/E move
2.8%
Puts
Pseudo strike
113.19
IV
59.0%
B/E move
2.5%

30Δ

Calls
Pseudo strike
117.56
IV
61.1%
B/E move
2.4%
Puts
Pseudo strike
113.68
IV
59.9%
B/E move
2.2%

35Δ

Calls
Pseudo strike
116.98
IV
59.6%
B/E move
2.0%
Puts
Pseudo strike
114.18
IV
59.9%
B/E move
1.9%

40Δ

Calls
Pseudo strike
116.51
IV
60.1%
B/E move
1.8%
Puts
Pseudo strike
114.67
IV
58.1%
B/E move
1.6%

45Δ

Calls
Pseudo strike
116.04
IV
60.6%
B/E move
1.5%
Puts
Pseudo strike
115.14
IV
56.7%
B/E move
1.4%

50Δ

Calls
Pseudo strike
115.54
IV
66.7%
B/E move
1.4%
Puts
Pseudo strike
115.57
IV
56.2%
B/E move
1.2%

55Δ

Calls
Pseudo strike
115.04
IV
73.3%
B/E move
1.3%
Puts
Pseudo strike
115.99
IV
55.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
114.52
IV
71.8%
B/E move
1.1%
Puts
Pseudo strike
116.41
IV
54.7%
B/E move
0.8%

65Δ

Calls
Pseudo strike
113.98
IV
69.8%
B/E move
0.9%
Puts
Pseudo strike
116.83
IV
53.9%
B/E move
0.6%

70Δ

Calls
Pseudo strike
113.31
IV
72.3%
B/E move
0.7%
Puts
Pseudo strike
117.60
IV
61.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
112.60
IV
74.2%
B/E move
0.6%
Puts
Pseudo strike
118.48
IV
69.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
111.67
IV
78.0%
B/E move
0.5%
Puts
Pseudo strike
119.26
IV
70.4%
B/E move
0.4%