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Entravision Communication EVC

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Market datapartial · fetched 2026-10-23T01:58:18.867Z

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 · 2026-10-22T23:46:50.743252685Z

FundamentalsAlpha Vantage · unavailable

Share price$6.25
1D-1.6%
AH$6.11$6.19$6.27$6.34$6.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEVC
Sold putSold callAH

Entravision Communication options

Live interpolated EVC call and put midpoint premiums by absolute delta.Entravision Communication$0.06$2.70$5.34$7.98$10.62$3.03$4.70$6.37$8.04$9.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EVC spot · $6.25EVC PRICE$0.34$0.61$0.62$0.49$0.54$0.66$0.78$0.90$1.03$1.15$1.27$1.39$1.51$0.44$0.59$0.75$0.90$1.05$1.21$1.36$1.51$1.95$4.51$7.07$9.86
PutsExpensive1.76×
CallsExpensive1.95×
SkewBullish-14.10 pp
Implied moveBearish±$1.99
TiltBearish46.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.52213.9%121.8%
25Δ20.25345.1%233.7%5.26123.1%22.9%
30Δ17.40298.5%188.3%5.54122.5%20.8%
35Δ9.74162.3%63.6%5.83121.9%18.7%
40Δ7.30122.0%25.4%6.11121.3%16.6%
45Δ7.01121.2%22.8%6.39120.8%14.5%
50Δ6.73120.3%20.2%6.68120.2%12.4%
55Δ6.45119.5%17.6%6.96119.6%10.3%
60Δ6.16118.7%15.0%7.25119.0%8.2%
65Δ5.88117.9%12.4%7.80124.4%6.4%
70Δ5.59117.1%9.8%10.38174.3%6.1%
75Δ5.31116.3%7.2%12.95224.3%5.8%
80Δ5.03115.5%4.6%15.78267.0%5.2%

20Δ

Calls
Pseudo strike
13.52
IV
213.9%
B/E move
121.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
20.25
IV
345.1%
B/E move
233.7%
Puts
Pseudo strike
5.26
IV
123.1%
B/E move
22.9%

30Δ

Calls
Pseudo strike
17.40
IV
298.5%
B/E move
188.3%
Puts
Pseudo strike
5.54
IV
122.5%
B/E move
20.8%

35Δ

Calls
Pseudo strike
9.74
IV
162.3%
B/E move
63.6%
Puts
Pseudo strike
5.83
IV
121.9%
B/E move
18.7%

40Δ

Calls
Pseudo strike
7.30
IV
122.0%
B/E move
25.4%
Puts
Pseudo strike
6.11
IV
121.3%
B/E move
16.6%

45Δ

Calls
Pseudo strike
7.01
IV
121.2%
B/E move
22.8%
Puts
Pseudo strike
6.39
IV
120.8%
B/E move
14.5%

50Δ

Calls
Pseudo strike
6.73
IV
120.3%
B/E move
20.2%
Puts
Pseudo strike
6.68
IV
120.2%
B/E move
12.4%

55Δ

Calls
Pseudo strike
6.45
IV
119.5%
B/E move
17.6%
Puts
Pseudo strike
6.96
IV
119.6%
B/E move
10.3%

60Δ

Calls
Pseudo strike
6.16
IV
118.7%
B/E move
15.0%
Puts
Pseudo strike
7.25
IV
119.0%
B/E move
8.2%

65Δ

Calls
Pseudo strike
5.88
IV
117.9%
B/E move
12.4%
Puts
Pseudo strike
7.80
IV
124.4%
B/E move
6.4%

70Δ

Calls
Pseudo strike
5.59
IV
117.1%
B/E move
9.8%
Puts
Pseudo strike
10.38
IV
174.3%
B/E move
6.1%

75Δ

Calls
Pseudo strike
5.31
IV
116.3%
B/E move
7.2%
Puts
Pseudo strike
12.95
IV
224.3%
B/E move
5.8%

80Δ

Calls
Pseudo strike
5.03
IV
115.5%
B/E move
4.6%
Puts
Pseudo strike
15.78
IV
267.0%
B/E move
5.2%

Options history

EVC94.69100.18105.672026-10-20: 95.45%2026-10-21: 104.91%Oct 20Oct 21
Table
DateIV
95.45%
104.91%