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Evolent Health, Inc Class A Common Stock EVH

i

Market dataready · fetched 2026-11-12T16:05:40.186Z

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 · 2026-11-12T16:05:37.284810974Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T16:05:39.440357+00:00

Share price$4.84
1D-3.9%
$4.79$4.85$4.90$4.96$5.025:30 AM6:30 AM9:00 AM1:00 PMEVH
Sold putSold call

Evolent Health, Inc Class A Common Stock options

Live interpolated EVH call and put midpoint premiums by absolute delta.Evolent Health, Inc Class A Common Stock$0.30$0.78$1.26$1.74$2.22$3.39$4.11$4.83$5.55$6.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EVH spot · $4.83EVH PRICE$0.35$0.38$0.40$0.42$0.45$0.47$0.70$0.97$1.25$1.52$1.80$2.08$0.39$0.40$0.41$0.42$0.43$0.44$0.44
Puts——
Calls——
Skew——
Implied moveBullish±$0.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.00491.7%46.0%
25Δ9.83451.7%110.6%3.30436.5%40.0%
30Δ8.90401.5%91.9%3.60381.2%33.9%
35Δ7.97351.3%73.1%3.90325.9%27.9%
40Δ7.04301.2%54.4%4.20270.7%21.9%
45Δ6.12251.0%35.7%4.50215.4%15.9%
50Δ5.19200.8%17.0%4.80160.2%9.8%
55Δ4.74223.2%12.4%
60Δ4.42263.9%11.4%
65Δ4.09304.6%10.4%
70Δ3.77345.3%9.4%
75Δ3.44386.1%8.4%
80Δ3.11426.8%7.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.00
IV
491.7%
B/E move
46.0%

25Δ

Calls
Pseudo strike
9.83
IV
451.7%
B/E move
110.6%
Puts
Pseudo strike
3.30
IV
436.5%
B/E move
40.0%

30Δ

Calls
Pseudo strike
8.90
IV
401.5%
B/E move
91.9%
Puts
Pseudo strike
3.60
IV
381.2%
B/E move
33.9%

35Δ

Calls
Pseudo strike
7.97
IV
351.3%
B/E move
73.1%
Puts
Pseudo strike
3.90
IV
325.9%
B/E move
27.9%

40Δ

Calls
Pseudo strike
7.04
IV
301.2%
B/E move
54.4%
Puts
Pseudo strike
4.20
IV
270.7%
B/E move
21.9%

45Δ

Calls
Pseudo strike
6.12
IV
251.0%
B/E move
35.7%
Puts
Pseudo strike
4.50
IV
215.4%
B/E move
15.9%

50Δ

Calls
Pseudo strike
5.19
IV
200.8%
B/E move
17.0%
Puts
Pseudo strike
4.80
IV
160.2%
B/E move
9.8%

55Δ

Calls
Pseudo strike
4.74
IV
223.2%
B/E move
12.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.42
IV
263.9%
B/E move
11.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.09
IV
304.6%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.77
IV
345.3%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.44
IV
386.1%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.11
IV
426.8%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend89.58%
Daily close
EVH76.9%88.7%100.5%2026-08-25: 78.51%2026-08-26: 82.90%2026-10-16: 93.63%2026-10-20: 90.55%2026-10-21: 90.10%2026-10-22: 98.90%2026-10-23: 89.58%Aug 25Oct 20Oct 23
7 observations2026-08-25 — 2026-10-23
Table
DateIV (%)
78.51%
82.90%
93.63%
90.55%
90.10%
98.90%
89.58%