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ELF Beauty Inc ELF

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
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Market dataready · fetched 2026-10-16T01:04:29.508Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:04:28.843790+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$1.65$8.46$15.27$22.08$28.88$85.46$100.40$115.34$130.28$145.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ELF spot · $115.51ELF PRICE$2.39$3.17$4.08$5.05$6.08$7.17$8.43$9.84$11.39$13.07$15.19$17.37$19.87$3.16$4.32$5.54$6.69$7.95$9.32$11.18$13.13$15.15$17.09$19.49$22.78$26.92
PutsExpensive1.31×
CallsExpensive1.23×
SkewBearish+0.94 pp
Implied moveBearish±$19.61
TiltBearish13.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ140.4364.6%23.6%98.7469.6%17.3%
25Δ135.7564.5%20.3%102.3270.4%15.2%
30Δ131.8965.2%17.7%105.7370.9%13.3%
35Δ128.3065.7%15.4%109.1669.1%11.3%
40Δ124.8465.8%13.3%112.3467.5%9.6%
45Δ121.5865.4%11.5%115.4566.3%8.1%
50Δ118.4465.6%9.8%118.5866.9%7.0%
55Δ115.4466.4%8.5%121.7767.1%5.9%
60Δ112.4066.5%7.2%124.9966.7%4.9%
65Δ109.3166.8%5.9%128.0864.9%3.9%
70Δ106.0268.0%4.9%131.5163.8%3.0%
75Δ102.6967.9%3.9%135.6664.3%2.3%
80Δ99.0867.9%3.0%140.5764.9%1.6%

20Δ

Calls
Pseudo strike
140.43
IV
64.6%
B/E move
23.6%
Puts
Pseudo strike
98.74
IV
69.6%
B/E move
17.3%

25Δ

Calls
Pseudo strike
135.75
IV
64.5%
B/E move
20.3%
Puts
Pseudo strike
102.32
IV
70.4%
B/E move
15.2%

30Δ

Calls
Pseudo strike
131.89
IV
65.2%
B/E move
17.7%
Puts
Pseudo strike
105.73
IV
70.9%
B/E move
13.3%

35Δ

Calls
Pseudo strike
128.30
IV
65.7%
B/E move
15.4%
Puts
Pseudo strike
109.16
IV
69.1%
B/E move
11.3%

40Δ

Calls
Pseudo strike
124.84
IV
65.8%
B/E move
13.3%
Puts
Pseudo strike
112.34
IV
67.5%
B/E move
9.6%

45Δ

Calls
Pseudo strike
121.58
IV
65.4%
B/E move
11.5%
Puts
Pseudo strike
115.45
IV
66.3%
B/E move
8.1%

50Δ

Calls
Pseudo strike
118.44
IV
65.6%
B/E move
9.8%
Puts
Pseudo strike
118.58
IV
66.9%
B/E move
7.0%

55Δ

Calls
Pseudo strike
115.44
IV
66.4%
B/E move
8.5%
Puts
Pseudo strike
121.77
IV
67.1%
B/E move
5.9%

60Δ

Calls
Pseudo strike
112.40
IV
66.5%
B/E move
7.2%
Puts
Pseudo strike
124.99
IV
66.7%
B/E move
4.9%

65Δ

Calls
Pseudo strike
109.31
IV
66.8%
B/E move
5.9%
Puts
Pseudo strike
128.08
IV
64.9%
B/E move
3.9%

70Δ

Calls
Pseudo strike
106.02
IV
68.0%
B/E move
4.9%
Puts
Pseudo strike
131.51
IV
63.8%
B/E move
3.0%

75Δ

Calls
Pseudo strike
102.69
IV
67.9%
B/E move
3.9%
Puts
Pseudo strike
135.66
IV
64.3%
B/E move
2.3%

80Δ

Calls
Pseudo strike
99.08
IV
67.9%
B/E move
3.0%
Puts
Pseudo strike
140.57
IV
64.9%
B/E move
1.6%