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Electrovaya Inc. Common Shares ELVA

i

Market datapartial · fetched 2026-11-13T19:10:23.209Z

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 · 2026-11-13T19:09:58.499443405Z

FundamentalsAlpha Vantage · unavailable

Share price$4.51
1D-3.5%
$4.42$4.49$4.56$4.63$4.705:30 AM6:30 AM9:00 AM1:00 PMELVA
Sold putSold call

Electrovaya Inc. Common Shares options

Live interpolated ELVA call and put midpoint premiums by absolute delta.Electrovaya Inc. Common Shares$0.10$0.60$1.11$1.62$2.12$3.82$4.23$4.64$5.05$5.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ELVA spot · $4.51ELVA PRICE$0.38$0.15$0.33$0.52$0.70$0.88$1.06$1.25$1.43$1.61$1.79$1.98$0.20$0.24$0.27$0.30$0.34$0.37$0.41$0.44$0.47$0.51$0.54
Puts——
Calls——
Skew——
Implied moveBullish±$1.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.01792.2%374.1%2.93340.5%39.6%
25Δ3.12318.5%36.1%
30Δ4.97122.0%13.5%3.31296.6%32.7%
35Δ4.76155.6%12.9%3.50274.7%29.2%
40Δ4.55189.2%12.2%3.69252.8%25.8%
45Δ4.33222.9%11.6%3.87230.9%22.3%
50Δ4.12256.5%10.9%4.06208.9%18.9%
55Δ3.91290.1%10.2%4.25187.0%15.5%
60Δ3.70323.7%9.6%4.44165.1%12.0%
65Δ3.48357.3%8.9%4.63143.2%8.6%
70Δ3.27391.0%8.3%4.82121.2%5.1%
75Δ3.06424.6%7.6%
80Δ2.85458.2%7.0%

20Δ

Calls
Pseudo strike
21.01
IV
792.2%
B/E move
374.1%
Puts
Pseudo strike
2.93
IV
340.5%
B/E move
39.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.12
IV
318.5%
B/E move
36.1%

30Δ

Calls
Pseudo strike
4.97
IV
122.0%
B/E move
13.5%
Puts
Pseudo strike
3.31
IV
296.6%
B/E move
32.7%

35Δ

Calls
Pseudo strike
4.76
IV
155.6%
B/E move
12.9%
Puts
Pseudo strike
3.50
IV
274.7%
B/E move
29.2%

40Δ

Calls
Pseudo strike
4.55
IV
189.2%
B/E move
12.2%
Puts
Pseudo strike
3.69
IV
252.8%
B/E move
25.8%

45Δ

Calls
Pseudo strike
4.33
IV
222.9%
B/E move
11.6%
Puts
Pseudo strike
3.87
IV
230.9%
B/E move
22.3%

50Δ

Calls
Pseudo strike
4.12
IV
256.5%
B/E move
10.9%
Puts
Pseudo strike
4.06
IV
208.9%
B/E move
18.9%

55Δ

Calls
Pseudo strike
3.91
IV
290.1%
B/E move
10.2%
Puts
Pseudo strike
4.25
IV
187.0%
B/E move
15.5%

60Δ

Calls
Pseudo strike
3.70
IV
323.7%
B/E move
9.6%
Puts
Pseudo strike
4.44
IV
165.1%
B/E move
12.0%

65Δ

Calls
Pseudo strike
3.48
IV
357.3%
B/E move
8.9%
Puts
Pseudo strike
4.63
IV
143.2%
B/E move
8.6%

70Δ

Calls
Pseudo strike
3.27
IV
391.0%
B/E move
8.3%
Puts
Pseudo strike
4.82
IV
121.2%
B/E move
5.1%

75Δ

Calls
Pseudo strike
3.06
IV
424.6%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.85
IV
458.2%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend120.49%
Daily close
ELVA103.4%121.3%139.2%2026-08-17: 131.45%2026-08-18: 105.83%2026-10-16: 106.22%2026-10-19: 114.45%2026-10-20: 136.75%2026-10-22: 115.26%2026-10-23: 132.22%2026-10-26: 114.40%2026-10-27: 116.26%2026-10-30: 120.49%Aug 17Oct 20Oct 30
10 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
131.45%
105.83%
106.22%
114.45%
136.75%
115.26%
132.22%
114.40%
116.26%
120.49%