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Elevance Health, Inc. ELV

i

Market dataready · fetched 2026-11-06T13:59:32.665Z

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: 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 · 2026-11-06T00:00:00.000860556Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T13:59:32.080232+00:00

Share price$432.00
1D-2.0%
AH$423$430$436$443$4495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMELV
Sold putSold callAH

Elevance Health, Inc. options

Live interpolated ELV call and put midpoint premiums by absolute delta.Elevance Health, Inc.$2.45$11.27$20.09$28.90$37.72$390.39$410.68$430.97$451.26$471.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ELV spot · $432.00ELV PRICE$3.40$4.45$5.54$6.92$8.30$10.14$12.25$14.37$16.60$18.83$21.22$23.72$26.47$3.98$5.34$6.90$8.48$10.16$11.85$14.22$16.64$18.91$21.09$23.53$29.24$35.18
PutsFair1.03×
CallsFair0.98×
SkewBearish+2.98 pp
Implied moveBearish±$26.47
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ461.4737.3%7.6%406.0240.0%6.9%
25Δ455.3836.3%6.4%411.3740.4%6.0%
30Δ449.8735.6%5.4%416.1540.6%5.3%
35Δ445.6935.6%4.8%420.8740.6%4.5%
40Δ441.5135.6%4.1%425.3040.0%3.9%
45Δ437.5336.3%3.6%429.7339.4%3.3%
50Δ433.6737.3%3.2%434.0239.6%2.8%
55Δ429.7938.3%2.8%438.3039.9%2.4%
60Δ425.7337.9%2.4%442.3839.2%2.0%
65Δ421.6737.5%2.0%446.3437.8%1.6%
70Δ417.6736.7%1.6%450.5136.7%1.2%
75Δ413.7035.6%1.3%457.1839.1%0.9%
80Δ409.5234.6%0.9%464.1840.4%0.7%

20Δ

Calls
Pseudo strike
461.47
IV
37.3%
B/E move
7.6%
Puts
Pseudo strike
406.02
IV
40.0%
B/E move
6.9%

25Δ

Calls
Pseudo strike
455.38
IV
36.3%
B/E move
6.4%
Puts
Pseudo strike
411.37
IV
40.4%
B/E move
6.0%

30Δ

Calls
Pseudo strike
449.87
IV
35.6%
B/E move
5.4%
Puts
Pseudo strike
416.15
IV
40.6%
B/E move
5.3%

35Δ

Calls
Pseudo strike
445.69
IV
35.6%
B/E move
4.8%
Puts
Pseudo strike
420.87
IV
40.6%
B/E move
4.5%

40Δ

Calls
Pseudo strike
441.51
IV
35.6%
B/E move
4.1%
Puts
Pseudo strike
425.30
IV
40.0%
B/E move
3.9%

45Δ

Calls
Pseudo strike
437.53
IV
36.3%
B/E move
3.6%
Puts
Pseudo strike
429.73
IV
39.4%
B/E move
3.3%

50Δ

Calls
Pseudo strike
433.67
IV
37.3%
B/E move
3.2%
Puts
Pseudo strike
434.02
IV
39.6%
B/E move
2.8%

55Δ

Calls
Pseudo strike
429.79
IV
38.3%
B/E move
2.8%
Puts
Pseudo strike
438.30
IV
39.9%
B/E move
2.4%

60Δ

Calls
Pseudo strike
425.73
IV
37.9%
B/E move
2.4%
Puts
Pseudo strike
442.38
IV
39.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
421.67
IV
37.5%
B/E move
2.0%
Puts
Pseudo strike
446.34
IV
37.8%
B/E move
1.6%

70Δ

Calls
Pseudo strike
417.67
IV
36.7%
B/E move
1.6%
Puts
Pseudo strike
450.51
IV
36.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
413.70
IV
35.6%
B/E move
1.3%
Puts
Pseudo strike
457.18
IV
39.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
409.52
IV
34.6%
B/E move
0.9%
Puts
Pseudo strike
464.18
IV
40.4%
B/E move
0.7%

Options history

IV · four-Friday blend32.02%
Daily close
ELV29.1%33.5%37.8%2026-08-10: 32.85%2026-08-11: 32.73%2026-08-12: 32.36%2026-08-13: 32.39%2026-08-14: 30.26%2026-08-17: 33.76%2026-08-18: 34.40%2026-08-19: 33.26%2026-08-20: 36.29%2026-08-21: 31.92%2026-08-24: 32.12%2026-08-25: 30.77%2026-08-26: 31.16%2026-08-27: 30.63%2026-08-28: 29.70%2026-08-31: 30.35%2026-09-01: 31.76%2026-09-02: 30.34%2026-09-03: 30.33%2026-09-04: 29.72%2026-09-08: 32.67%2026-09-09: 32.73%2026-09-10: 32.50%2026-09-11: 32.15%2026-09-14: 33.76%2026-09-15: 34.55%2026-09-16: 32.94%2026-09-17: 37.23%2026-09-18: 32.19%2026-09-21: 32.80%2026-09-22: 32.82%2026-09-23: 32.15%2026-09-24: 31.72%2026-09-25: 32.75%2026-09-28: 33.86%2026-09-29: 33.93%2026-09-30: 34.70%2026-10-01: 35.70%2026-10-02: 34.06%2026-10-05: 34.98%2026-10-06: 34.88%2026-10-07: 35.30%2026-10-08: 36.93%2026-10-09: 33.68%2026-10-12: 36.79%2026-10-13: 34.86%2026-10-14: 35.62%2026-10-15: 34.59%2026-10-16: 34.96%2026-10-19: 34.68%2026-10-20: 34.78%2026-10-21: 30.22%2026-10-22: 29.97%2026-10-23: 29.79%2026-10-26: 30.29%2026-10-27: 30.31%2026-10-28: 31.28%2026-10-29: 30.50%2026-10-30: 32.02%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
32.85%
32.73%
32.36%
32.39%
30.26%
33.76%
34.40%
33.26%
36.29%
31.92%
32.12%
30.77%
31.16%
30.63%
29.70%
30.35%
31.76%
30.34%
30.33%
29.72%
32.67%
32.73%
32.50%
32.15%
33.76%
34.55%
32.94%
37.23%
32.19%
32.80%
32.82%
32.15%
31.72%
32.75%
33.86%
33.93%
34.70%
35.70%
34.06%
34.98%
34.88%
35.30%
36.93%
33.68%
36.79%
34.86%
35.62%
34.59%
34.96%
34.68%
34.78%
30.22%
29.97%
29.79%
30.29%
30.31%
31.28%
30.50%
32.02%