Share price$4.45
1D-1.6%
Sold putSold call
Clover Health Investments, Corp. Class A Common Stock CLOV
HEALTHCARE · HEALTHCARE PLANSi
Market dataready · fetched 2026-11-05T17:41:38.141Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-05T17:41:16.84278695Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-05T17:41:36.864639+00:00
Clover Health Investments, Corp. Class A Common Stock options
Puts——
CallsCheap0.89×
Skew——
Implied moveBullish±$0.27
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.80 | 121.2% | 8.9% | 4.12 | 136.8% | 8.4% |
| 25Δ | 4.74 | 121.7% | 7.7% | 4.17 | 133.6% | 7.5% |
| 30Δ | 4.67 | 122.1% | 6.5% | 4.22 | 130.4% | 6.6% |
| 35Δ | 4.61 | 122.6% | 5.3% | 4.27 | 127.2% | 5.7% |
| 40Δ | 4.55 | 123.0% | 4.2% | 4.32 | 124.0% | 4.8% |
| 45Δ | 4.48 | 126.4% | 3.2% | 4.38 | 120.7% | 3.9% |
| 50Δ | 4.42 | 138.6% | 2.9% | 4.43 | 117.5% | 3.0% |
| 55Δ | 4.35 | 150.8% | 2.7% | 4.48 | 114.3% | 2.2% |
| 60Δ | 4.29 | 163.1% | 2.4% | |||
| 65Δ | 4.23 | 175.3% | 2.1% | |||
| 70Δ | 4.16 | 187.5% | 1.9% | |||
| 75Δ | 4.10 | 199.7% | 1.6% | |||
| 80Δ | 4.03 | 212.0% | 1.4% | |||
20Δ
- Pseudo strike
- 4.80
- IV
- 121.2%
- B/E move
- 8.9%
- Pseudo strike
- 4.12
- IV
- 136.8%
- B/E move
- 8.4%
25Δ
- Pseudo strike
- 4.74
- IV
- 121.7%
- B/E move
- 7.7%
- Pseudo strike
- 4.17
- IV
- 133.6%
- B/E move
- 7.5%
30Δ
- Pseudo strike
- 4.67
- IV
- 122.1%
- B/E move
- 6.5%
- Pseudo strike
- 4.22
- IV
- 130.4%
- B/E move
- 6.6%
35Δ
- Pseudo strike
- 4.61
- IV
- 122.6%
- B/E move
- 5.3%
- Pseudo strike
- 4.27
- IV
- 127.2%
- B/E move
- 5.7%
40Δ
- Pseudo strike
- 4.55
- IV
- 123.0%
- B/E move
- 4.2%
- Pseudo strike
- 4.32
- IV
- 124.0%
- B/E move
- 4.8%
45Δ
- Pseudo strike
- 4.48
- IV
- 126.4%
- B/E move
- 3.2%
- Pseudo strike
- 4.38
- IV
- 120.7%
- B/E move
- 3.9%
50Δ
- Pseudo strike
- 4.42
- IV
- 138.6%
- B/E move
- 2.9%
- Pseudo strike
- 4.43
- IV
- 117.5%
- B/E move
- 3.0%
55Δ
- Pseudo strike
- 4.35
- IV
- 150.8%
- B/E move
- 2.7%
- Pseudo strike
- 4.48
- IV
- 114.3%
- B/E move
- 2.2%
60Δ
- Pseudo strike
- 4.29
- IV
- 163.1%
- B/E move
- 2.4%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 4.23
- IV
- 175.3%
- B/E move
- 2.1%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 4.16
- IV
- 187.5%
- B/E move
- 1.9%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 4.10
- IV
- 199.7%
- B/E move
- 1.6%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 4.03
- IV
- 212.0%
- B/E move
- 1.4%
- Pseudo strike
- IV
- B/E move
Options history
IV · four-Friday blend92.87%
Daily close
17 observations2026-08-07 — 2026-10-30
Table
| Date | IV (%) |
|---|---|
| 64.06% | |
| 72.21% | |
| 72.32% | |
| 62.56% | |
| 53.79% | |
| 63.30% | |
| 60.31% | |
| 75.86% | |
| 76.92% | |
| 75.78% | |
| 69.00% | |
| 72.74% | |
| 75.63% | |
| 88.29% | |
| 66.12% | |
| 73.09% | |
| 92.87% |
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