IntraAlpha
Create free account Start free

Elastic N.V. ESTC

i

Market datapartial · fetched 2026-10-22T23:06:31.172Z

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 · 2026-10-22T23:00:00.002533045Z

FundamentalsAlpha Vantage · unavailable

Share price$98.21
1D+0.2%
AH$96.93$97.55$98.18$98.81$99.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMESTC
Sold putSold callAH

Elastic N.V. options

Live interpolated ESTC call and put midpoint premiums by absolute delta.Elastic N.V.$1.41$7.17$12.93$18.69$24.45$73.35$85.82$98.30$110.78$123.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESTC spot · $98.21ESTC PRICE$2.04$2.72$3.47$4.28$5.17$6.12$7.12$8.35$9.65$11.08$12.53$14.54$16.70$2.59$3.45$4.36$5.41$6.50$7.73$9.07$10.83$12.59$14.33$16.51$19.14$22.79
PutsExpensive1.49×
CallsExpensive1.49×
SkewBullish-0.67 pp
Implied moveBearish±$16.19
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.3872.1%23.6%84.1875.5%16.9%
25Δ115.5672.7%20.4%87.3474.4%14.6%
30Δ112.1272.7%17.7%90.2773.7%12.5%
35Δ108.9472.8%15.3%92.9073.2%10.9%
40Δ106.0773.1%13.3%95.5172.6%9.4%
45Δ103.3173.0%11.4%98.0272.0%8.1%
50Δ100.6372.7%9.7%100.5771.7%6.8%
55Δ98.0573.2%8.3%103.2872.5%5.9%
60Δ95.4974.0%7.1%105.9872.6%4.9%
65Δ92.9073.8%5.9%108.6671.4%3.9%
70Δ90.3073.3%4.7%111.6870.8%3.1%
75Δ87.3874.0%3.8%115.0471.0%2.3%
80Δ84.3474.5%2.9%119.3571.9%1.7%

20Δ

Calls
Pseudo strike
119.38
IV
72.1%
B/E move
23.6%
Puts
Pseudo strike
84.18
IV
75.5%
B/E move
16.9%

25Δ

Calls
Pseudo strike
115.56
IV
72.7%
B/E move
20.4%
Puts
Pseudo strike
87.34
IV
74.4%
B/E move
14.6%

30Δ

Calls
Pseudo strike
112.12
IV
72.7%
B/E move
17.7%
Puts
Pseudo strike
90.27
IV
73.7%
B/E move
12.5%

35Δ

Calls
Pseudo strike
108.94
IV
72.8%
B/E move
15.3%
Puts
Pseudo strike
92.90
IV
73.2%
B/E move
10.9%

40Δ

Calls
Pseudo strike
106.07
IV
73.1%
B/E move
13.3%
Puts
Pseudo strike
95.51
IV
72.6%
B/E move
9.4%

45Δ

Calls
Pseudo strike
103.31
IV
73.0%
B/E move
11.4%
Puts
Pseudo strike
98.02
IV
72.0%
B/E move
8.1%

50Δ

Calls
Pseudo strike
100.63
IV
72.7%
B/E move
9.7%
Puts
Pseudo strike
100.57
IV
71.7%
B/E move
6.8%

55Δ

Calls
Pseudo strike
98.05
IV
73.2%
B/E move
8.3%
Puts
Pseudo strike
103.28
IV
72.5%
B/E move
5.9%

60Δ

Calls
Pseudo strike
95.49
IV
74.0%
B/E move
7.1%
Puts
Pseudo strike
105.98
IV
72.6%
B/E move
4.9%

65Δ

Calls
Pseudo strike
92.90
IV
73.8%
B/E move
5.9%
Puts
Pseudo strike
108.66
IV
71.4%
B/E move
3.9%

70Δ

Calls
Pseudo strike
90.30
IV
73.3%
B/E move
4.7%
Puts
Pseudo strike
111.68
IV
70.8%
B/E move
3.1%

75Δ

Calls
Pseudo strike
87.38
IV
74.0%
B/E move
3.8%
Puts
Pseudo strike
115.04
IV
71.0%
B/E move
2.3%

80Δ

Calls
Pseudo strike
84.34
IV
74.5%
B/E move
2.9%
Puts
Pseudo strike
119.35
IV
71.9%
B/E move
1.7%

Options history

ESTC61.2361.5361.832026-10-20: 61.77%2026-10-21: 61.29%Oct 20Oct 21
Table
DateIV
61.77%
61.29%