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Electrovaya Inc. Common Shares ELVA

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Market datapartial · fetched 2026-10-23T02:00:39.822Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:01.114514089Z

FundamentalsAlpha Vantage · unavailable

Share price$5.21
1D-2.8%
AH$5.14$5.21$5.28$5.36$5.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMELVA
Sold putSold callAH

Electrovaya Inc. Common Shares options

Live interpolated ELVA call and put midpoint premiums by absolute delta.Electrovaya Inc. Common Shares$0.00$4.35$8.69$13.04$17.39$1.43$3.13$4.83$6.52$8.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ELVA spot · $5.21ELVA PRICE$0.38$0.38$0.40$0.42$0.44$0.46$0.48$0.50$0.52$0.68$1.00$1.32$1.65$0.68$1.42$2.17$2.91$3.65$4.40$5.14$16.13$14.59
PutsExpensive2.54×
CallsExpensive1.92×
SkewBearish+52.56 pp
Implied moveBearish±$2.64
TiltBearish71.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.21337.2%256.8%
25Δ12.04260.6%138.5%
30Δ11.11235.3%120.9%
35Δ10.17210.0%103.3%
40Δ9.24184.7%85.7%5.3687.8%10.2%
45Δ8.30159.5%68.1%6.11115.1%9.9%
50Δ7.36134.2%50.5%6.87142.4%9.7%
55Δ6.43108.9%32.9%7.62169.6%9.5%
60Δ5.4983.6%15.3%8.38196.9%9.3%
65Δ4.8376.3%5.7%9.14224.2%9.1%
70Δ4.4789.0%4.9%9.89251.5%8.9%
75Δ4.10101.7%4.1%20.87386.2%8.8%
80Δ3.74114.4%3.4%19.49350.0%6.0%

20Δ

Calls
Pseudo strike
18.21
IV
337.2%
B/E move
256.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
12.04
IV
260.6%
B/E move
138.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
11.11
IV
235.3%
B/E move
120.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
10.17
IV
210.0%
B/E move
103.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
9.24
IV
184.7%
B/E move
85.7%
Puts
Pseudo strike
5.36
IV
87.8%
B/E move
10.2%

45Δ

Calls
Pseudo strike
8.30
IV
159.5%
B/E move
68.1%
Puts
Pseudo strike
6.11
IV
115.1%
B/E move
9.9%

50Δ

Calls
Pseudo strike
7.36
IV
134.2%
B/E move
50.5%
Puts
Pseudo strike
6.87
IV
142.4%
B/E move
9.7%

55Δ

Calls
Pseudo strike
6.43
IV
108.9%
B/E move
32.9%
Puts
Pseudo strike
7.62
IV
169.6%
B/E move
9.5%

60Δ

Calls
Pseudo strike
5.49
IV
83.6%
B/E move
15.3%
Puts
Pseudo strike
8.38
IV
196.9%
B/E move
9.3%

65Δ

Calls
Pseudo strike
4.83
IV
76.3%
B/E move
5.7%
Puts
Pseudo strike
9.14
IV
224.2%
B/E move
9.1%

70Δ

Calls
Pseudo strike
4.47
IV
89.0%
B/E move
4.9%
Puts
Pseudo strike
9.89
IV
251.5%
B/E move
8.9%

75Δ

Calls
Pseudo strike
4.10
IV
101.7%
B/E move
4.1%
Puts
Pseudo strike
20.87
IV
386.2%
B/E move
8.8%

80Δ

Calls
Pseudo strike
3.74
IV
114.4%
B/E move
3.4%
Puts
Pseudo strike
19.49
IV
350.0%
B/E move
6.0%

Options history

ELVA140.03140.17140.312026-10-20: 140.17%Oct 20Oct 20
Table
DateIV
140.17%