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Evernorth Holdings Inc. Class A Ordinary Shares XRPN

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-21T17:52:34.910Z

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

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 · 2026-10-21T17:52:09.771582826Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:51.544027+00:00

Share price$15.69
1D+3.7%
$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$0.13$1.77$3.41$5.05$6.70$12.11$13.63$15.15$16.67$18.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XRPN spot · $15.69XRPN PRICE$0.30$0.62$0.93$0.44$0.47$0.50$0.33$0.36$0.51$0.73$0.91$0.95$1.44$2.92$1.58$3.79$5.10$6.22
PutsExpensive1.70×
CallsExpensive1.07×
SkewBearish+90.94 pp
Implied moveBearish±$1.42
TiltBearish76.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ14.39180.8%10.4%
30Δ16.54132.7%7.4%14.83156.3%7.8%
35Δ16.72214.2%10.5%15.13164.9%6.8%
40Δ16.89295.8%13.6%15.34194.1%6.9%
45Δ15.94117.4%4.4%15.57210.5%6.6%
50Δ15.78107.9%3.6%15.82188.7%5.2%
55Δ15.6298.3%2.7%16.38218.0%4.8%
60Δ17.61358.9%6.4%
65Δ16.77193.8%3.2%
70Δ18.79354.5%4.4%
75Δ20.20389.3%3.7%
80Δ21.44414.1%3.0%

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
14.39
IV
180.8%
B/E move
10.4%

30Δ

Calls
Pseudo strike
16.54
IV
132.7%
B/E move
7.4%
Puts
Pseudo strike
14.83
IV
156.3%
B/E move
7.8%

35Δ

Calls
Pseudo strike
16.72
IV
214.2%
B/E move
10.5%
Puts
Pseudo strike
15.13
IV
164.9%
B/E move
6.8%

40Δ

Calls
Pseudo strike
16.89
IV
295.8%
B/E move
13.6%
Puts
Pseudo strike
15.34
IV
194.1%
B/E move
6.9%

45Δ

Calls
Pseudo strike
15.94
IV
117.4%
B/E move
4.4%
Puts
Pseudo strike
15.57
IV
210.5%
B/E move
6.6%

50Δ

Calls
Pseudo strike
15.78
IV
107.9%
B/E move
3.6%
Puts
Pseudo strike
15.82
IV
188.7%
B/E move
5.2%

55Δ

Calls
Pseudo strike
15.62
IV
98.3%
B/E move
2.7%
Puts
Pseudo strike
16.38
IV
218.0%
B/E move
4.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.61
IV
358.9%
B/E move
6.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.77
IV
193.8%
B/E move
3.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.79
IV
354.5%
B/E move
4.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.20
IV
389.3%
B/E move
3.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.44
IV
414.1%
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%