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Evolv Technologies Holdings, Inc. Class A Common Stock EVLV

INDUSTRIALS · SECURITY & PROTECTION SERVICES
i

Market dataready · fetched 2026-11-11T14:55:48.240Z

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 · 2026-11-11T14:55:40.449230272Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T14:55:47.559186+00:00

Share price$4.53
1D-0.9%
$4.31$4.40$4.49$4.58$4.675:30 AM6:30 AM9:00 AM1:00 PMEVLV
Sold putSold call

Evolv Technologies Holdings, Inc. Class A Common Stock options

Live interpolated EVLV call and put midpoint premiums by absolute delta.Evolv Technologies Holdings, Inc. Class A Common Stock$0.09$0.41$0.73$1.05$1.37$3.65$4.11$4.56$5.01$5.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 EVLV spot · $4.53EVLV PRICE$0.28$0.39$0.50$0.61$0.72$0.83$0.94$1.06$1.17$1.28$0.12$0.15$0.17$0.20$0.22$0.25$0.27$0.30
Puts——
Calls——
Skew——
Implied moveBullish±$0.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ4.06104.1%13.1%
30Δ4.1299.4%12.1%
35Δ4.76103.7%11.3%4.1994.7%11.2%
40Δ4.61111.3%10.4%4.2689.9%10.3%
45Δ4.46118.8%9.5%4.3385.2%9.3%
50Δ4.31126.4%8.7%4.3980.4%8.4%
55Δ4.16133.9%7.8%4.4675.7%7.5%
60Δ4.00141.5%6.9%4.5370.9%6.5%
65Δ3.85149.0%6.0%
70Δ3.70156.5%5.2%
75Δ3.55164.1%4.3%
80Δ3.40171.6%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.06
IV
104.1%
B/E move
13.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.12
IV
99.4%
B/E move
12.1%

35Δ

Calls
Pseudo strike
4.76
IV
103.7%
B/E move
11.3%
Puts
Pseudo strike
4.19
IV
94.7%
B/E move
11.2%

40Δ

Calls
Pseudo strike
4.61
IV
111.3%
B/E move
10.4%
Puts
Pseudo strike
4.26
IV
89.9%
B/E move
10.3%

45Δ

Calls
Pseudo strike
4.46
IV
118.8%
B/E move
9.5%
Puts
Pseudo strike
4.33
IV
85.2%
B/E move
9.3%

50Δ

Calls
Pseudo strike
4.31
IV
126.4%
B/E move
8.7%
Puts
Pseudo strike
4.39
IV
80.4%
B/E move
8.4%

55Δ

Calls
Pseudo strike
4.16
IV
133.9%
B/E move
7.8%
Puts
Pseudo strike
4.46
IV
75.7%
B/E move
7.5%

60Δ

Calls
Pseudo strike
4.00
IV
141.5%
B/E move
6.9%
Puts
Pseudo strike
4.53
IV
70.9%
B/E move
6.5%

65Δ

Calls
Pseudo strike
3.85
IV
149.0%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.70
IV
156.5%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.55
IV
164.1%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.40
IV
171.6%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend65.95%
Daily close
EVLV55.3%89.5%123.7%2026-08-21: 60.00%2026-08-25: 77.72%2026-08-26: 77.56%2026-08-27: 82.50%2026-08-28: 67.54%2026-08-31: 82.86%2026-09-02: 79.85%2026-09-03: 66.11%2026-09-04: 65.88%2026-09-08: 76.27%2026-09-10: 68.47%2026-09-11: 72.15%2026-09-14: 118.95%2026-09-15: 108.92%2026-09-16: 93.67%2026-09-17: 88.30%2026-09-18: 66.92%2026-09-21: 62.98%2026-09-22: 61.93%2026-09-23: 64.99%2026-09-24: 62.75%2026-10-16: 71.44%2026-10-19: 70.59%2026-10-22: 68.71%2026-10-23: 66.40%2026-10-26: 67.18%2026-10-30: 65.95%Aug 21Sep 15Oct 30
27 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
60.00%
77.72%
77.56%
82.50%
67.54%
82.86%
79.85%
66.11%
65.88%
76.27%
68.47%
72.15%
118.95%
108.92%
93.67%
88.30%
66.92%
62.98%
61.93%
64.99%
62.75%
71.44%
70.59%
68.71%
66.40%
67.18%
65.95%