IntraAlpha
Create free account Start free

Elevance Health Inc ELV

HEALTHCARE · HEALTHCARE PLANS
i

Market dataready · fetched 2026-10-15T20:37:10.467Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.000362185Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:37:09.942612+00:00

Share price$428.43
1D-0.2%
AH$427$428$429$431$4325:30 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$1.04$6.68$12.32$17.96$23.60$410.74$418.62$426.50$434.38$442.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $428.43OPTION PRICELive ELV spot · $428.43ELV PRICE$2.32$2.15$1.98$1.82$1.65$2.57$3.49$4.41$5.34$6.26$7.18$8.10$9.02$2.49$2.76$3.03$3.30$3.57$3.84$4.11$4.38$7.24$10.92$14.60$18.29$21.97
PutsExpensive2.19×
CallsExpensive1.36×
SkewBearish+17.45 pp
Implied moveBearish±$7.61
TiltBearish28.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ455.14116.7%6.8%410.39100.2%4.8%
25Δ448.8594.0%5.3%413.1092.0%4.2%
30Δ442.5671.3%3.8%415.8183.7%3.7%
35Δ436.2748.6%2.3%418.5175.5%3.1%
40Δ430.0026.0%0.8%421.2267.3%2.5%
45Δ428.8127.9%0.7%423.9359.1%1.9%
50Δ427.6229.8%0.6%426.6350.8%1.4%
55Δ426.4331.7%0.6%429.3442.6%0.8%
60Δ425.2433.7%0.5%433.0345.3%0.6%
65Δ424.0635.6%0.4%437.0351.6%0.5%
70Δ422.8737.5%0.4%441.0457.8%0.5%
75Δ421.6839.4%0.3%445.0464.1%0.4%
80Δ420.4941.3%0.3%449.0470.3%0.3%

20Δ

Calls
Pseudo strike
455.14
IV
116.7%
B/E move
6.8%
Puts
Pseudo strike
410.39
IV
100.2%
B/E move
4.8%

25Δ

Calls
Pseudo strike
448.85
IV
94.0%
B/E move
5.3%
Puts
Pseudo strike
413.10
IV
92.0%
B/E move
4.2%

30Δ

Calls
Pseudo strike
442.56
IV
71.3%
B/E move
3.8%
Puts
Pseudo strike
415.81
IV
83.7%
B/E move
3.7%

35Δ

Calls
Pseudo strike
436.27
IV
48.6%
B/E move
2.3%
Puts
Pseudo strike
418.51
IV
75.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
430.00
IV
26.0%
B/E move
0.8%
Puts
Pseudo strike
421.22
IV
67.3%
B/E move
2.5%

45Δ

Calls
Pseudo strike
428.81
IV
27.9%
B/E move
0.7%
Puts
Pseudo strike
423.93
IV
59.1%
B/E move
1.9%

50Δ

Calls
Pseudo strike
427.62
IV
29.8%
B/E move
0.6%
Puts
Pseudo strike
426.63
IV
50.8%
B/E move
1.4%

55Δ

Calls
Pseudo strike
426.43
IV
31.7%
B/E move
0.6%
Puts
Pseudo strike
429.34
IV
42.6%
B/E move
0.8%

60Δ

Calls
Pseudo strike
425.24
IV
33.7%
B/E move
0.5%
Puts
Pseudo strike
433.03
IV
45.3%
B/E move
0.6%

65Δ

Calls
Pseudo strike
424.06
IV
35.6%
B/E move
0.4%
Puts
Pseudo strike
437.03
IV
51.6%
B/E move
0.5%

70Δ

Calls
Pseudo strike
422.87
IV
37.5%
B/E move
0.4%
Puts
Pseudo strike
441.04
IV
57.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
421.68
IV
39.4%
B/E move
0.3%
Puts
Pseudo strike
445.04
IV
64.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
420.49
IV
41.3%
B/E move
0.3%
Puts
Pseudo strike
449.04
IV
70.3%
B/E move
0.3%