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Elevance Health Inc ELV

HEALTHCARE · HEALTHCARE PLANS
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Market dataready · fetched 2026-10-16T00:18:35.289Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.000921653Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:34.511735+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$3.05$16.94$30.83$44.73$58.62$364.69$398.92$433.16$467.40$501.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ELV spot · $428.43ELV PRICE$4.55$6.33$8.39$10.81$13.03$15.26$18.15$21.73$25.92$29.72$33.91$38.72$46.57$6.08$8.14$10.40$12.49$14.51$17.05$20.53$25.18$30.11$34.73$39.12$44.71$54.62
PutsExpensive1.12×
CallsCheap0.82×
SkewBearish+0.61 pp
Implied moveBearish±$38.68
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ470.0231.7%10.8%391.6538.0%10.0%
25Δ463.6432.8%9.7%399.5738.1%8.6%
30Δ457.6134.2%8.8%406.8337.9%7.5%
35Δ452.0435.9%8.0%413.8936.9%6.3%
40Δ445.6536.1%7.1%420.7235.4%5.2%
45Δ438.9235.6%6.0%426.7034.8%4.4%
50Δ432.8536.1%5.3%432.9335.3%3.7%
55Δ426.5837.1%4.6%439.4837.1%3.3%
60Δ420.1238.8%4.1%446.6138.0%2.8%
65Δ413.4738.6%3.4%453.5738.0%2.2%
70Δ406.6338.3%2.8%460.3737.1%1.7%
75Δ399.4238.3%2.3%467.9836.6%1.2%
80Δ389.7940.2%1.9%479.4638.3%0.8%

20Δ

Calls
Pseudo strike
470.02
IV
31.7%
B/E move
10.8%
Puts
Pseudo strike
391.65
IV
38.0%
B/E move
10.0%

25Δ

Calls
Pseudo strike
463.64
IV
32.8%
B/E move
9.7%
Puts
Pseudo strike
399.57
IV
38.1%
B/E move
8.6%

30Δ

Calls
Pseudo strike
457.61
IV
34.2%
B/E move
8.8%
Puts
Pseudo strike
406.83
IV
37.9%
B/E move
7.5%

35Δ

Calls
Pseudo strike
452.04
IV
35.9%
B/E move
8.0%
Puts
Pseudo strike
413.89
IV
36.9%
B/E move
6.3%

40Δ

Calls
Pseudo strike
445.65
IV
36.1%
B/E move
7.1%
Puts
Pseudo strike
420.72
IV
35.4%
B/E move
5.2%

45Δ

Calls
Pseudo strike
438.92
IV
35.6%
B/E move
6.0%
Puts
Pseudo strike
426.70
IV
34.8%
B/E move
4.4%

50Δ

Calls
Pseudo strike
432.85
IV
36.1%
B/E move
5.3%
Puts
Pseudo strike
432.93
IV
35.3%
B/E move
3.7%

55Δ

Calls
Pseudo strike
426.58
IV
37.1%
B/E move
4.6%
Puts
Pseudo strike
439.48
IV
37.1%
B/E move
3.3%

60Δ

Calls
Pseudo strike
420.12
IV
38.8%
B/E move
4.1%
Puts
Pseudo strike
446.61
IV
38.0%
B/E move
2.8%

65Δ

Calls
Pseudo strike
413.47
IV
38.6%
B/E move
3.4%
Puts
Pseudo strike
453.57
IV
38.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
406.63
IV
38.3%
B/E move
2.8%
Puts
Pseudo strike
460.37
IV
37.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
399.42
IV
38.3%
B/E move
2.3%
Puts
Pseudo strike
467.98
IV
36.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
389.79
IV
40.2%
B/E move
1.9%
Puts
Pseudo strike
479.46
IV
38.3%
B/E move
0.8%