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Evommune, Inc. EVMN

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-13T01:28:25.970Z

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 · 2026-11-13T00:00:00.002600567Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T01:28:25.607278+00:00

Share price$8.02
1D-5.1%
AH$7.70$7.86$8.02$8.18$8.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEVMN
Sold putSold callAH

Evommune, Inc. options

Live interpolated EVMN call and put midpoint premiums by absolute delta.Evommune, Inc.$0.93$1.34$1.75$2.16$2.57$5.70$6.98$8.27$9.55$10.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ 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 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 EVMN spot · $8.02EVMN PRICE$1.54$1.81$2.08$2.35$0.97$1.55$2.13$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45
Puts——
Calls——
Skew——
Implied moveBearish±$4.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ7.50616.9%37.0%
35Δ7.83566.6%32.9%
40Δ14.75626.6%103.1%8.16516.4%28.8%
45Δ14.08670.2%98.2%8.49466.1%24.7%
50Δ13.42713.7%93.2%8.81415.9%20.6%
55Δ12.75757.2%88.3%9.14365.6%16.6%
60Δ9.47315.4%12.5%
65Δ9.80265.1%8.4%
70Δ7.35126.0%3.7%
75Δ6.75174.0%3.5%
80Δ6.15222.0%3.3%

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
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.50
IV
616.9%
B/E move
37.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.83
IV
566.6%
B/E move
32.9%

40Δ

Calls
Pseudo strike
14.75
IV
626.6%
B/E move
103.1%
Puts
Pseudo strike
8.16
IV
516.4%
B/E move
28.8%

45Δ

Calls
Pseudo strike
14.08
IV
670.2%
B/E move
98.2%
Puts
Pseudo strike
8.49
IV
466.1%
B/E move
24.7%

50Δ

Calls
Pseudo strike
13.42
IV
713.7%
B/E move
93.2%
Puts
Pseudo strike
8.81
IV
415.9%
B/E move
20.6%

55Δ

Calls
Pseudo strike
12.75
IV
757.2%
B/E move
88.3%
Puts
Pseudo strike
9.14
IV
365.6%
B/E move
16.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.47
IV
315.4%
B/E move
12.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.80
IV
265.1%
B/E move
8.4%

70Δ

Calls
Pseudo strike
7.35
IV
126.0%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.75
IV
174.0%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.15
IV
222.0%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend247.14%
Daily close
EVMN115.2%207.3%299.5%2026-08-14: 178.51%2026-08-19: 196.10%2026-08-20: 256.64%2026-08-21: 127.86%2026-08-24: 135.06%2026-08-25: 131.23%2026-08-26: 141.53%2026-08-27: 141.72%2026-08-28: 137.48%2026-09-01: 158.88%2026-09-02: 169.91%2026-09-03: 175.92%2026-09-04: 178.19%2026-09-08: 176.81%2026-09-10: 215.45%2026-09-11: 225.54%2026-09-14: 258.48%2026-09-18: 174.95%2026-09-21: 164.98%2026-09-22: 169.37%2026-10-23: 201.90%2026-10-26: 286.75%2026-10-30: 247.14%Aug 14Sep 3Oct 30
23 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
178.51%
196.10%
256.64%
127.86%
135.06%
131.23%
141.53%
141.72%
137.48%
158.88%
169.91%
175.92%
178.19%
176.81%
215.45%
225.54%
258.48%
174.95%
164.98%
169.37%
201.90%
286.75%
247.14%