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Evolent Health, Inc Class A Common Stock EVH

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Market datapartial · fetched 2026-10-23T03:51:02.732Z

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 · 2026-10-22T23:00:00.002764559Z

FundamentalsAlpha Vantage · unavailable

Share price$4.89
1D-0.6%
AH$4.79$4.83$4.87$4.91$4.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEVH
Sold putSold callAH

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$0.16$1.00$1.84$2.68$3.52$2.67$3.95$5.22$6.50$7.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EVH spot · $4.89EVH PRICE$0.25$0.34$0.42$0.48$0.48$0.49$0.50$0.71$1.08$1.45$1.82$2.20$2.57$3.28
PutsExpensive1.71×
CallsExpensive2.05×
SkewBullish-48.55 pp
Implied moveBearish±$1.20
TiltBearish63.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.10190.8%91.2%
25Δ8.50197.7%80.7%
30Δ7.90204.5%70.1%
35Δ7.29199.7%58.8%
40Δ6.65171.3%45.8%
45Δ6.00142.9%32.8%
50Δ5.36114.5%19.8%5.1794.9%8.6%
55Δ5.59105.1%7.8%
60Δ6.00115.4%7.0%
65Δ6.41125.7%6.1%
70Δ6.83136.0%5.3%
75Δ7.24146.3%4.4%
80Δ8.00158.3%3.5%

20Δ

Calls
Pseudo strike
9.10
IV
190.8%
B/E move
91.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
8.50
IV
197.7%
B/E move
80.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
7.90
IV
204.5%
B/E move
70.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.29
IV
199.7%
B/E move
58.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.65
IV
171.3%
B/E move
45.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.00
IV
142.9%
B/E move
32.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
5.36
IV
114.5%
B/E move
19.8%
Puts
Pseudo strike
5.17
IV
94.9%
B/E move
8.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.59
IV
105.1%
B/E move
7.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.00
IV
115.4%
B/E move
7.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.41
IV
125.7%
B/E move
6.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.83
IV
136.0%
B/E move
5.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.24
IV
146.3%
B/E move
4.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.00
IV
158.3%
B/E move
3.5%

Options history

EVH89.9790.2390.492026-10-20: 90.40%2026-10-21: 90.06%Oct 20Oct 21
Table
DateIV
90.40%
90.06%