IntraAlpha
Create free account Start free

Evommune, Inc. EVMN

i

Market datapartial · fetched 2026-10-23T15:56:57.875Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-23T15:54:22.942226314Z

FundamentalsAlpha Vantage · unavailable

Share price$5.04
1D+0.0%
$4.94$4.97$5.01$5.04$5.075:30 AM6:30 AM9:00 AM1:00 PMEVMN
Sold putSold call

Evommune, Inc. options

Live interpolated EVMN call and put midpoint premiums by absolute delta.Evommune, Inc.$0.45$4.27$8.08$11.90$15.72$-4.12$4.09$12.29$20.50$28.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EVMN spot · $5.04EVMN PRICE$0.87$1.08$1.29$1.50$1.71$1.92$2.13$2.35$2.56$1.91$2.73$3.81$4.89$5.97$7.05$8.13$9.21$10.29$11.38$12.46$13.54$14.62
PutsExpensive1.47×
CallsExpensive1.59×
SkewBearish+51.47 pp
Implied moveBearish±$9.42
TiltBearish74.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.36212.4%51.4%
25Δ5.28241.5%49.5%
30Δ6.57235.3%45.2%
35Δ7.87229.1%40.9%
40Δ9.61154.0%107.8%9.17222.9%36.6%
45Δ8.89154.6%97.7%10.46216.7%32.3%
50Δ8.17155.1%87.6%11.76210.5%28.0%
55Δ7.44155.7%77.5%13.06204.3%23.8%
60Δ6.72156.3%67.3%14.35198.1%19.5%
65Δ6.00156.9%57.2%15.65191.9%15.2%
70Δ5.28157.4%47.1%16.95185.6%10.9%
75Δ4.56158.0%37.0%18.24179.4%6.6%
80Δ3.84158.6%26.9%19.54173.2%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.36
IV
212.4%
B/E move
51.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.28
IV
241.5%
B/E move
49.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.57
IV
235.3%
B/E move
45.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.87
IV
229.1%
B/E move
40.9%

40Δ

Calls
Pseudo strike
9.61
IV
154.0%
B/E move
107.8%
Puts
Pseudo strike
9.17
IV
222.9%
B/E move
36.6%

45Δ

Calls
Pseudo strike
8.89
IV
154.6%
B/E move
97.7%
Puts
Pseudo strike
10.46
IV
216.7%
B/E move
32.3%

50Δ

Calls
Pseudo strike
8.17
IV
155.1%
B/E move
87.6%
Puts
Pseudo strike
11.76
IV
210.5%
B/E move
28.0%

55Δ

Calls
Pseudo strike
7.44
IV
155.7%
B/E move
77.5%
Puts
Pseudo strike
13.06
IV
204.3%
B/E move
23.8%

60Δ

Calls
Pseudo strike
6.72
IV
156.3%
B/E move
67.3%
Puts
Pseudo strike
14.35
IV
198.1%
B/E move
19.5%

65Δ

Calls
Pseudo strike
6.00
IV
156.9%
B/E move
57.2%
Puts
Pseudo strike
15.65
IV
191.9%
B/E move
15.2%

70Δ

Calls
Pseudo strike
5.28
IV
157.4%
B/E move
47.1%
Puts
Pseudo strike
16.95
IV
185.6%
B/E move
10.9%

75Δ

Calls
Pseudo strike
4.56
IV
158.0%
B/E move
37.0%
Puts
Pseudo strike
18.24
IV
179.4%
B/E move
6.6%

80Δ

Calls
Pseudo strike
3.84
IV
158.6%
B/E move
26.9%
Puts
Pseudo strike
19.54
IV
173.2%
B/E move
2.3%

Options history

No recorded observations