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Evernorth Holdings Inc. Class A Ordinary Shares XRPN

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-11-10T22:35:33.257Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:18:20.401976846Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-10T22:35:32.803025+00:00

Share price$8.05
1D-19.2%
AH$7.25$8.03$8.81$9.59$10.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXRPN
Sold putSold callAH

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$0.45$0.85$1.24$1.64$2.04$5.66$7.14$8.61$10.08$11.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive XRPN spot · $8.05XRPN PRICE$0.49$0.62$0.68$0.70$1.33$1.43$1.56$1.01$1.08$1.21$1.40$1.73$1.92
Puts——
Calls——
Skew——
Implied moveBearish±$1.77
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ8.74260.6%14.7%
45Δ8.58286.3%14.2%8.11335.9%11.8%
50Δ8.33276.4%12.0%8.36310.1%9.6%
55Δ8.03235.9%8.4%8.64296.4%7.8%
60Δ8.93296.3%6.5%
65Δ9.33310.0%5.6%
70Δ7.24311.2%6.5%9.60300.8%4.6%
75Δ6.98292.9%4.6%
80Δ6.76272.9%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
IV
B/E move

35Δ

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

40Δ

Calls
Pseudo strike
8.74
IV
260.6%
B/E move
14.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
8.58
IV
286.3%
B/E move
14.2%
Puts
Pseudo strike
8.11
IV
335.9%
B/E move
11.8%

50Δ

Calls
Pseudo strike
8.33
IV
276.4%
B/E move
12.0%
Puts
Pseudo strike
8.36
IV
310.1%
B/E move
9.6%

55Δ

Calls
Pseudo strike
8.03
IV
235.9%
B/E move
8.4%
Puts
Pseudo strike
8.64
IV
296.4%
B/E move
7.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.93
IV
296.3%
B/E move
6.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.33
IV
310.0%
B/E move
5.6%

70Δ

Calls
Pseudo strike
7.24
IV
311.2%
B/E move
6.5%
Puts
Pseudo strike
9.60
IV
300.8%
B/E move
4.6%

75Δ

Calls
Pseudo strike
6.98
IV
292.9%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.76
IV
272.9%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend133.44%
Daily close
XRPN119.0%176.4%233.9%2026-10-12: 225.97%2026-10-13: 163.44%2026-10-14: 133.36%2026-10-16: 141.82%2026-10-19: 163.29%2026-10-20: 148.36%2026-10-21: 161.79%2026-10-22: 168.78%2026-10-23: 126.89%2026-10-26: 159.23%2026-10-27: 138.06%2026-10-28: 171.52%2026-10-29: 142.54%2026-10-30: 133.44%Oct 12Oct 21Oct 30
14 observations2026-10-12 — 2026-10-30
Table
DateIV (%)
225.97%
163.44%
133.36%
141.82%
163.29%
148.36%
161.79%
168.78%
126.89%
159.23%
138.06%
171.52%
142.54%
133.44%