IntraAlpha
Create free account Start free

Evernorth Holdings Inc. Class A Ordinary Shares XRPN

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-21T17:01:39.362Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:16.552678765Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:38.468562+00:00

Share price$15.60
1D+3.3%
$14.70$15.00$15.30$15.61$15.915:30 AM6:30 AM9:00 AM1:00 PMXRPN
Sold putSold call

Evernorth Holdings Inc. Class A Ordinary Shares options

Live interpolated XRPN call and put midpoint premiums by absolute delta.Evernorth Holdings Inc. Class A Ordinary Shares$0.08$2.21$4.34$6.47$8.60$11.13$13.33$15.53$17.72$19.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XRPN spot · $15.60XRPN PRICE$0.46$0.31$1.07$1.12$1.02$1.01$0.77$0.53$0.92$1.31$1.74$2.46$3.18$0.88$1.01$0.76$0.45$0.67$0.89$0.93$0.97$2.37$2.44$2.41$7.98$6.14
PutsExpensive2.02×
CallsExpensive1.92×
SkewBearish+12.46 pp
Implied moveBearish±$1.70
TiltBearish27.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.15429.9%44.9%12.12525.6%27.9%
25Δ18.50229.0%20.6%13.05472.7%22.8%
30Δ21.86590.1%47.0%14.15309.1%14.1%
35Δ19.27484.3%30.7%15.05152.5%6.4%
40Δ17.50358.0%18.7%15.27179.3%6.4%
45Δ16.71303.0%13.6%15.49206.1%6.4%
50Δ16.10202.8%8.2%15.72187.4%5.2%
55Δ15.50102.8%2.7%15.96166.7%3.9%
60Δ15.16147.2%3.1%17.15292.4%5.2%
65Δ14.81191.7%3.4%17.36274.6%4.3%
70Δ14.43233.8%3.6%17.58222.7%2.7%
75Δ13.61251.3%3.0%22.77558.5%5.2%
80Δ12.80268.8%2.4%21.27407.4%3.0%

20Δ

Calls
Pseudo strike
22.15
IV
429.9%
B/E move
44.9%
Puts
Pseudo strike
12.12
IV
525.6%
B/E move
27.9%

25Δ

Calls
Pseudo strike
18.50
IV
229.0%
B/E move
20.6%
Puts
Pseudo strike
13.05
IV
472.7%
B/E move
22.8%

30Δ

Calls
Pseudo strike
21.86
IV
590.1%
B/E move
47.0%
Puts
Pseudo strike
14.15
IV
309.1%
B/E move
14.1%

35Δ

Calls
Pseudo strike
19.27
IV
484.3%
B/E move
30.7%
Puts
Pseudo strike
15.05
IV
152.5%
B/E move
6.4%

40Δ

Calls
Pseudo strike
17.50
IV
358.0%
B/E move
18.7%
Puts
Pseudo strike
15.27
IV
179.3%
B/E move
6.4%

45Δ

Calls
Pseudo strike
16.71
IV
303.0%
B/E move
13.6%
Puts
Pseudo strike
15.49
IV
206.1%
B/E move
6.4%

50Δ

Calls
Pseudo strike
16.10
IV
202.8%
B/E move
8.2%
Puts
Pseudo strike
15.72
IV
187.4%
B/E move
5.2%

55Δ

Calls
Pseudo strike
15.50
IV
102.8%
B/E move
2.7%
Puts
Pseudo strike
15.96
IV
166.7%
B/E move
3.9%

60Δ

Calls
Pseudo strike
15.16
IV
147.2%
B/E move
3.1%
Puts
Pseudo strike
17.15
IV
292.4%
B/E move
5.2%

65Δ

Calls
Pseudo strike
14.81
IV
191.7%
B/E move
3.4%
Puts
Pseudo strike
17.36
IV
274.6%
B/E move
4.3%

70Δ

Calls
Pseudo strike
14.43
IV
233.8%
B/E move
3.6%
Puts
Pseudo strike
17.58
IV
222.7%
B/E move
2.7%

75Δ

Calls
Pseudo strike
13.61
IV
251.3%
B/E move
3.0%
Puts
Pseudo strike
22.77
IV
558.5%
B/E move
5.2%

80Δ

Calls
Pseudo strike
12.80
IV
268.8%
B/E move
2.4%
Puts
Pseudo strike
21.27
IV
407.4%
B/E move
3.0%

Options history

XRPN135.60184.07232.552026-10-12: 225.86%2026-10-14: 142.29%2026-10-16: 142.30%2026-10-19: 160.44%2026-10-20: 161.75%Oct 12Oct 20
Table
DateIV
225.86%
142.29%
142.30%
160.44%
161.75%