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Evolus Inc EOLS

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-10-22T14:53:45.176Z

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 · 2026-10-22T14:53:30.297214572Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:53:42.514531+00:00

Share price$7.52
1D+2.2%
$7.33$7.38$7.44$7.50$7.555:30 AM6:30 AM9:00 AM1:00 PMEOLS
Sold putSold call

Evolus Inc options

Live interpolated EOLS call and put midpoint premiums by absolute delta.Evolus Inc$0.30$1.86$3.43$5.00$6.56$3.84$5.69$7.54$9.39$11.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EOLS spot · $7.52EOLS PRICE$0.47$0.62$0.77$0.93$0.94$0.83$0.71$0.97$1.27$1.57$1.87$2.17$0.52$0.54$0.56$0.58$0.60$0.67$1.19$1.71$2.23$2.75$4.03$5.59$6.11
PutsExpensive2.72×
CallsExpensive2.91×
SkewBullish-1.62 pp
Implied moveBearish±$2.02
TiltBearish34.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.35189.1%35.7%
25Δ12.12179.1%67.4%5.79166.3%30.2%
30Δ11.51186.7%61.3%6.23143.5%24.7%
35Δ10.90194.2%55.2%6.66120.6%19.2%
40Δ10.29201.8%49.1%7.1097.8%13.7%
45Δ9.50180.4%38.8%7.5578.3%8.6%
50Δ8.55133.1%24.7%8.0994.5%8.2%
55Δ7.6185.9%10.6%8.64110.7%7.8%
60Δ7.1788.3%8.2%9.19126.9%7.5%
65Δ6.8097.2%7.2%9.74143.1%7.1%
70Δ6.43106.0%6.3%11.05169.6%6.7%
75Δ6.06114.9%5.4%12.67192.1%5.9%
80Δ5.68123.7%4.4%13.30178.5%4.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.35
IV
189.1%
B/E move
35.7%

25Δ

Calls
Pseudo strike
12.12
IV
179.1%
B/E move
67.4%
Puts
Pseudo strike
5.79
IV
166.3%
B/E move
30.2%

30Δ

Calls
Pseudo strike
11.51
IV
186.7%
B/E move
61.3%
Puts
Pseudo strike
6.23
IV
143.5%
B/E move
24.7%

35Δ

Calls
Pseudo strike
10.90
IV
194.2%
B/E move
55.2%
Puts
Pseudo strike
6.66
IV
120.6%
B/E move
19.2%

40Δ

Calls
Pseudo strike
10.29
IV
201.8%
B/E move
49.1%
Puts
Pseudo strike
7.10
IV
97.8%
B/E move
13.7%

45Δ

Calls
Pseudo strike
9.50
IV
180.4%
B/E move
38.8%
Puts
Pseudo strike
7.55
IV
78.3%
B/E move
8.6%

50Δ

Calls
Pseudo strike
8.55
IV
133.1%
B/E move
24.7%
Puts
Pseudo strike
8.09
IV
94.5%
B/E move
8.2%

55Δ

Calls
Pseudo strike
7.61
IV
85.9%
B/E move
10.6%
Puts
Pseudo strike
8.64
IV
110.7%
B/E move
7.8%

60Δ

Calls
Pseudo strike
7.17
IV
88.3%
B/E move
8.2%
Puts
Pseudo strike
9.19
IV
126.9%
B/E move
7.5%

65Δ

Calls
Pseudo strike
6.80
IV
97.2%
B/E move
7.2%
Puts
Pseudo strike
9.74
IV
143.1%
B/E move
7.1%

70Δ

Calls
Pseudo strike
6.43
IV
106.0%
B/E move
6.3%
Puts
Pseudo strike
11.05
IV
169.6%
B/E move
6.7%

75Δ

Calls
Pseudo strike
6.06
IV
114.9%
B/E move
5.4%
Puts
Pseudo strike
12.67
IV
192.1%
B/E move
5.9%

80Δ

Calls
Pseudo strike
5.68
IV
123.7%
B/E move
4.4%
Puts
Pseudo strike
13.30
IV
178.5%
B/E move
4.3%

Options history

No recorded observations