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Evolus, Inc. Common Stock EOLS

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-12T03:13:25.472Z

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 · 2026-11-11T21:48:14.188050039Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:06:56.083178+00:00

Share price$7.42
1D+8.2%
AH$6.81$6.98$7.15$7.31$7.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEOLS
Sold putSold callAH

Evolus, Inc. Common Stock options

Live interpolated EOLS call and put midpoint premiums by absolute delta.Evolus, Inc. Common Stock$0.97$1.40$1.83$2.26$2.69$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEOLS PRICE$1.01$1.31$1.60$1.90$2.19$1.21$1.49$1.76$2.03$2.30$2.57
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ7.86199.1%10.5%
55Δ8.22198.9%9.2%
60Δ6.93155.3%7.0%8.59198.7%7.9%
65Δ6.58175.5%6.3%8.95198.5%6.6%
70Δ6.23195.6%5.6%9.32198.3%5.3%
75Δ5.89215.8%4.9%9.69198.2%4.1%
80Δ5.54236.0%4.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.86
IV
199.1%
B/E move
10.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.22
IV
198.9%
B/E move
9.2%

60Δ

Calls
Pseudo strike
6.93
IV
155.3%
B/E move
7.0%
Puts
Pseudo strike
8.59
IV
198.7%
B/E move
7.9%

65Δ

Calls
Pseudo strike
6.58
IV
175.5%
B/E move
6.3%
Puts
Pseudo strike
8.95
IV
198.5%
B/E move
6.6%

70Δ

Calls
Pseudo strike
6.23
IV
195.6%
B/E move
5.6%
Puts
Pseudo strike
9.32
IV
198.3%
B/E move
5.3%

75Δ

Calls
Pseudo strike
5.89
IV
215.8%
B/E move
4.9%
Puts
Pseudo strike
9.69
IV
198.2%
B/E move
4.1%

80Δ

Calls
Pseudo strike
5.54
IV
236.0%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend90.83%
Daily close
EOLS66.6%114.5%162.4%2026-08-27: 155.81%2026-09-15: 150.32%2026-09-28: 80.68%2026-10-02: 93.61%2026-10-05: 84.23%2026-10-06: 89.48%2026-10-08: 129.46%2026-10-09: 104.30%2026-10-19: 73.28%2026-10-20: 73.22%2026-10-22: 83.78%2026-10-23: 83.24%2026-10-26: 116.05%2026-10-27: 109.02%2026-10-28: 124.43%2026-10-29: 107.01%2026-10-30: 90.83%Aug 27Oct 19Oct 30
17 observations2026-08-27 — 2026-10-30
Table
DateIV (%)
155.81%
150.32%
80.68%
93.61%
84.23%
89.48%
129.46%
104.30%
73.28%
73.22%
83.78%
83.24%
116.05%
109.02%
124.43%
107.01%
90.83%