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Elastic N.V. ESTC

i

Market dataready · fetched 2026-11-11T13:59:41.504Z

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 · 2026-11-11T13:47:09.4138436Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-11T13:59:41.123814+00:00

Share price$88.69
1D+0.0%
$88.65$88.67$88.69$88.71$88.735:30 AM6:30 AM9:00 AM1:00 PMESTC
Sold putSold call

Elastic N.V. options

Live interpolated ESTC call and put midpoint premiums by absolute delta.Elastic N.V.$0.99$8.56$16.14$23.71$31.28$62.46$74.43$86.40$98.37$110.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESTC spot · $88.69ESTC PRICE$1.81$2.36$2.98$3.62$4.29$5.14$6.00$6.90$7.81$8.98$10.50$11.98$13.36$2.51$3.48$4.50$5.64$6.86$8.22$9.64$11.12$13.39$16.48$20.42$23.64$29.10
PutsExpensive1.43×
CallsExpensive1.27×
SkewBearish+32.35 pp
Implied moveBearish±$15.64
TiltBearish28.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.39126.7%23.1%75.30143.6%17.9%
25Δ103.31124.1%19.2%78.01146.4%16.0%
30Δ100.22124.0%16.4%80.70148.5%14.1%
35Δ97.45121.8%14.0%83.35149.0%12.4%
40Δ94.77119.7%11.7%85.99149.2%10.8%
45Δ92.58120.2%10.2%88.60149.2%9.4%
50Δ90.39120.7%8.7%91.21148.2%8.0%
55Δ88.30119.0%7.3%93.81146.1%6.8%
60Δ86.22117.0%6.0%96.96149.3%5.8%
65Δ84.06116.8%4.9%100.74157.4%5.0%
70Δ81.80119.2%4.1%105.34166.0%4.2%
75Δ79.57120.1%3.2%109.41162.8%3.3%
80Δ77.45114.9%2.4%115.56169.0%2.5%

20Δ

Calls
Pseudo strike
107.39
IV
126.7%
B/E move
23.1%
Puts
Pseudo strike
75.30
IV
143.6%
B/E move
17.9%

25Δ

Calls
Pseudo strike
103.31
IV
124.1%
B/E move
19.2%
Puts
Pseudo strike
78.01
IV
146.4%
B/E move
16.0%

30Δ

Calls
Pseudo strike
100.22
IV
124.0%
B/E move
16.4%
Puts
Pseudo strike
80.70
IV
148.5%
B/E move
14.1%

35Δ

Calls
Pseudo strike
97.45
IV
121.8%
B/E move
14.0%
Puts
Pseudo strike
83.35
IV
149.0%
B/E move
12.4%

40Δ

Calls
Pseudo strike
94.77
IV
119.7%
B/E move
11.7%
Puts
Pseudo strike
85.99
IV
149.2%
B/E move
10.8%

45Δ

Calls
Pseudo strike
92.58
IV
120.2%
B/E move
10.2%
Puts
Pseudo strike
88.60
IV
149.2%
B/E move
9.4%

50Δ

Calls
Pseudo strike
90.39
IV
120.7%
B/E move
8.7%
Puts
Pseudo strike
91.21
IV
148.2%
B/E move
8.0%

55Δ

Calls
Pseudo strike
88.30
IV
119.0%
B/E move
7.3%
Puts
Pseudo strike
93.81
IV
146.1%
B/E move
6.8%

60Δ

Calls
Pseudo strike
86.22
IV
117.0%
B/E move
6.0%
Puts
Pseudo strike
96.96
IV
149.3%
B/E move
5.8%

65Δ

Calls
Pseudo strike
84.06
IV
116.8%
B/E move
4.9%
Puts
Pseudo strike
100.74
IV
157.4%
B/E move
5.0%

70Δ

Calls
Pseudo strike
81.80
IV
119.2%
B/E move
4.1%
Puts
Pseudo strike
105.34
IV
166.0%
B/E move
4.2%

75Δ

Calls
Pseudo strike
79.57
IV
120.1%
B/E move
3.2%
Puts
Pseudo strike
109.41
IV
162.8%
B/E move
3.3%

80Δ

Calls
Pseudo strike
77.45
IV
114.9%
B/E move
2.4%
Puts
Pseudo strike
115.56
IV
169.0%
B/E move
2.5%

Options history

IV · four-Friday blend65.72%
Daily close
ESTC49.1%65.2%81.3%2026-08-13: 70.41%2026-08-14: 69.28%2026-08-17: 67.77%2026-08-18: 69.57%2026-08-19: 68.29%2026-08-21: 70.14%2026-08-24: 70.18%2026-08-25: 69.82%2026-08-26: 73.16%2026-08-27: 79.11%2026-08-28: 52.17%2026-08-31: 51.28%2026-09-01: 54.36%2026-09-02: 53.55%2026-09-03: 53.85%2026-09-04: 53.24%2026-09-08: 57.40%2026-09-09: 58.38%2026-09-10: 58.03%2026-09-11: 55.65%2026-09-14: 60.53%2026-09-15: 58.59%2026-09-16: 62.05%2026-09-17: 63.52%2026-09-18: 55.93%2026-09-21: 58.04%2026-09-22: 57.63%2026-09-23: 57.91%2026-09-24: 58.37%2026-09-25: 57.49%2026-09-28: 57.30%2026-09-29: 59.21%2026-09-30: 57.42%2026-10-01: 59.78%2026-10-02: 55.44%2026-10-05: 56.24%2026-10-06: 57.80%2026-10-07: 56.67%2026-10-08: 56.26%2026-10-09: 51.90%2026-10-12: 53.03%2026-10-13: 59.12%2026-10-14: 60.41%2026-10-16: 60.33%2026-10-19: 63.59%2026-10-20: 61.80%2026-10-21: 61.21%2026-10-22: 63.61%2026-10-23: 62.90%2026-10-26: 63.28%2026-10-27: 60.02%2026-10-28: 60.07%2026-10-29: 62.15%2026-10-30: 65.72%Aug 13Sep 22Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
70.41%
69.28%
67.77%
69.57%
68.29%
70.14%
70.18%
69.82%
73.16%
79.11%
52.17%
51.28%
54.36%
53.55%
53.85%
53.24%
57.40%
58.38%
58.03%
55.65%
60.53%
58.59%
62.05%
63.52%
55.93%
58.04%
57.63%
57.91%
58.37%
57.49%
57.30%
59.21%
57.42%
59.78%
55.44%
56.24%
57.80%
56.67%
56.26%
51.90%
53.03%
59.12%
60.41%
60.33%
63.59%
61.80%
61.21%
63.61%
62.90%
63.28%
60.02%
60.07%
62.15%
65.72%