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Evercore Inc. EVR

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-11-11T14:02:55.767Z

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 · 2026-11-11T13:00:09.549767865Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:53:20.674419+00:00

Share price$296.50
1D
Price history unavailable.

Evercore Inc. options

Live interpolated EVR call and put midpoint premiums by absolute delta.Evercore Inc.$1.58$8.77$15.97$23.16$30.35$263.70$280.76$297.81$314.86$331.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EVR spot · $296.50EVR PRICE$2.36$3.14$3.95$4.87$5.79$6.71$8.05$9.41$10.77$12.22$14.26$16.31$18.36$3.17$4.17$5.34$6.52$7.79$9.20$10.61$12.27$14.50$16.73$19.60$23.59$28.28
PutsExpensive1.17×
CallsCheap0.73×
SkewBearish+10.80 pp
Implied moveBearish±$18.67
TiltBearish16.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ316.4745.6%7.5%275.8357.4%8.0%
25Δ312.7245.9%6.5%280.4457.1%6.8%
30Δ309.1746.0%5.6%284.1556.6%6.0%
35Δ306.1545.4%4.9%287.8556.1%5.1%
40Δ303.1444.8%4.2%291.3455.4%4.4%
45Δ300.1244.3%3.5%294.5554.5%3.8%
50Δ297.4944.2%3.1%297.7653.7%3.2%
55Δ294.8844.2%2.6%301.0353.2%2.6%
60Δ292.2744.2%2.2%304.4353.4%2.2%
65Δ289.6244.2%1.8%307.8353.7%1.8%
70Δ286.6743.9%1.5%311.7654.5%1.5%
75Δ283.7243.7%1.2%316.6456.3%1.2%
80Δ280.7843.4%0.9%322.1858.3%0.9%

20Δ

Calls
Pseudo strike
316.47
IV
45.6%
B/E move
7.5%
Puts
Pseudo strike
275.83
IV
57.4%
B/E move
8.0%

25Δ

Calls
Pseudo strike
312.72
IV
45.9%
B/E move
6.5%
Puts
Pseudo strike
280.44
IV
57.1%
B/E move
6.8%

30Δ

Calls
Pseudo strike
309.17
IV
46.0%
B/E move
5.6%
Puts
Pseudo strike
284.15
IV
56.6%
B/E move
6.0%

35Δ

Calls
Pseudo strike
306.15
IV
45.4%
B/E move
4.9%
Puts
Pseudo strike
287.85
IV
56.1%
B/E move
5.1%

40Δ

Calls
Pseudo strike
303.14
IV
44.8%
B/E move
4.2%
Puts
Pseudo strike
291.34
IV
55.4%
B/E move
4.4%

45Δ

Calls
Pseudo strike
300.12
IV
44.3%
B/E move
3.5%
Puts
Pseudo strike
294.55
IV
54.5%
B/E move
3.8%

50Δ

Calls
Pseudo strike
297.49
IV
44.2%
B/E move
3.1%
Puts
Pseudo strike
297.76
IV
53.7%
B/E move
3.2%

55Δ

Calls
Pseudo strike
294.88
IV
44.2%
B/E move
2.6%
Puts
Pseudo strike
301.03
IV
53.2%
B/E move
2.6%

60Δ

Calls
Pseudo strike
292.27
IV
44.2%
B/E move
2.2%
Puts
Pseudo strike
304.43
IV
53.4%
B/E move
2.2%

65Δ

Calls
Pseudo strike
289.62
IV
44.2%
B/E move
1.8%
Puts
Pseudo strike
307.83
IV
53.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
286.67
IV
43.9%
B/E move
1.5%
Puts
Pseudo strike
311.76
IV
54.5%
B/E move
1.5%

75Δ

Calls
Pseudo strike
283.72
IV
43.7%
B/E move
1.2%
Puts
Pseudo strike
316.64
IV
56.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
280.78
IV
43.4%
B/E move
0.9%
Puts
Pseudo strike
322.18
IV
58.3%
B/E move
0.9%

Options history

IV · four-Friday blend39.50%
Daily close
EVR35.7%39.9%44.1%2026-08-13: 36.73%2026-08-14: 36.68%2026-08-17: 38.63%2026-08-18: 38.88%2026-08-19: 38.42%2026-08-20: 40.87%2026-08-21: 38.00%2026-08-24: 38.10%2026-08-25: 37.12%2026-08-26: 37.50%2026-08-27: 36.30%2026-08-28: 36.50%2026-08-31: 36.72%2026-09-01: 37.91%2026-09-02: 36.83%2026-09-03: 37.24%2026-09-04: 37.07%2026-09-08: 39.15%2026-09-09: 39.76%2026-09-10: 39.72%2026-09-11: 38.20%2026-09-14: 41.74%2026-09-15: 40.39%2026-09-16: 43.48%2026-09-18: 37.77%2026-09-21: 38.84%2026-09-22: 38.91%2026-09-23: 38.48%2026-09-24: 39.15%2026-09-25: 39.28%2026-09-28: 39.81%2026-09-29: 38.87%2026-09-30: 38.58%2026-10-01: 39.13%2026-10-02: 38.34%2026-10-05: 39.06%2026-10-06: 39.32%2026-10-07: 38.87%2026-10-08: 38.08%2026-10-09: 38.05%2026-10-12: 39.66%2026-10-13: 41.11%2026-10-14: 42.62%2026-10-16: 40.92%2026-10-19: 40.59%2026-10-20: 41.04%2026-10-21: 40.74%2026-10-22: 41.44%2026-10-23: 41.29%2026-10-26: 41.71%2026-10-27: 42.30%2026-10-28: 38.21%2026-10-29: 37.30%2026-10-30: 39.50%Aug 13Sep 22Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
36.73%
36.68%
38.63%
38.88%
38.42%
40.87%
38.00%
38.10%
37.12%
37.50%
36.30%
36.50%
36.72%
37.91%
36.83%
37.24%
37.07%
39.15%
39.76%
39.72%
38.20%
41.74%
40.39%
43.48%
37.77%
38.84%
38.91%
38.48%
39.15%
39.28%
39.81%
38.87%
38.58%
39.13%
38.34%
39.06%
39.32%
38.87%
38.08%
38.05%
39.66%
41.11%
42.62%
40.92%
40.59%
41.04%
40.74%
41.44%
41.29%
41.71%
42.30%
38.21%
37.30%
39.50%