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Entravision Communication EVC

COMMUNICATION SERVICES · ADVERTISING AGENCIES
i

Market dataready · fetched 2026-11-12T14:56:11.126Z

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 · 2026-11-12T14:55:32.092621931Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:56:10.712852+00:00

Share price$9.96
1D+2.7%
$9.15$9.37$9.59$9.80$10.025:30 AM6:30 AM9:00 AM1:00 PMEVC
Sold putSold call

Entravision Communication options

Live interpolated EVC call and put midpoint premiums by absolute delta.Entravision Communication$0.22$0.88$1.54$2.20$2.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEEVC PRICE$0.34$0.38$0.38$0.29$0.35$0.38$0.40$0.42$0.44$0.49$0.71$0.92$1.13$1.38$2.03$2.67
PutsCheap0.91×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.10226.7%45.0%8.26161.0%19.9%
25Δ13.17205.4%36.0%8.77142.8%15.4%
30Δ11.88157.7%23.1%9.13126.9%12.2%
35Δ9.36112.9%10.1%
40Δ9.5998.9%7.9%
45Δ9.8284.8%5.8%
50Δ10.0575.6%4.1%
55Δ10.2984.9%3.7%
60Δ10.5494.2%3.4%
65Δ10.78103.5%3.1%
70Δ11.06113.6%2.8%
75Δ11.74132.5%2.5%
80Δ12.42151.4%2.1%

20Δ

Calls
Pseudo strike
14.10
IV
226.7%
B/E move
45.0%
Puts
Pseudo strike
8.26
IV
161.0%
B/E move
19.9%

25Δ

Calls
Pseudo strike
13.17
IV
205.4%
B/E move
36.0%
Puts
Pseudo strike
8.77
IV
142.8%
B/E move
15.4%

30Δ

Calls
Pseudo strike
11.88
IV
157.7%
B/E move
23.1%
Puts
Pseudo strike
9.13
IV
126.9%
B/E move
12.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.36
IV
112.9%
B/E move
10.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.59
IV
98.9%
B/E move
7.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.82
IV
84.8%
B/E move
5.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.05
IV
75.6%
B/E move
4.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.29
IV
84.9%
B/E move
3.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.54
IV
94.2%
B/E move
3.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.78
IV
103.5%
B/E move
3.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.06
IV
113.6%
B/E move
2.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.74
IV
132.5%
B/E move
2.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.42
IV
151.4%
B/E move
2.1%

Options history

IV · four-Friday blend101.53%
Daily close
EVC84.0%96.6%109.2%2026-08-25: 85.97%2026-09-18: 86.46%2026-09-21: 96.97%2026-09-23: 90.92%2026-09-25: 90.68%2026-09-28: 88.09%2026-09-29: 90.89%2026-09-30: 86.59%2026-10-01: 86.73%2026-10-02: 85.71%2026-10-16: 96.04%2026-10-19: 94.84%2026-10-20: 95.49%2026-10-21: 104.98%2026-10-22: 96.31%2026-10-27: 107.46%2026-10-29: 101.72%2026-10-30: 101.53%Aug 25Oct 1Oct 30
18 observations2026-08-25 — 2026-10-30
Table
DateIV (%)
85.97%
86.46%
96.97%
90.92%
90.68%
88.09%
90.89%
86.59%
86.73%
85.71%
96.04%
94.84%
95.49%
104.98%
96.31%
107.46%
101.72%
101.53%