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Evolus, Inc. Common Stock EOLS

i

Market dataready · fetched 2026-11-05T15:12:50.195Z

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 · 2026-11-05T15:12:27.708242687Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-05T15:12:49.370922+00:00

Share price$7.14
1D+9.8%
$6.36$6.58$6.81$7.03$7.255:30 AM6:30 AM9:00 AM1:00 PMEOLS
Sold putSold call

Evolus, Inc. Common Stock options

Live interpolated EOLS call and put midpoint premiums by absolute delta.Evolus, Inc. Common Stock$0.25$1.55$2.85$4.15$5.45$5.02$5.97$6.92$7.88$8.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EOLS spot · $7.14EOLS PRICE$0.39$0.46$0.54$0.61$0.70$0.87$1.04$1.21$1.38$1.55$1.72$0.91$1.46$2.00$2.55$2.76$2.95$3.13$3.31$3.49$5.08
Puts——
Calls——
Skew——
Implied moveBearish±$3.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.70261.9%32.9%
25Δ6.28313.6%32.4%
30Δ8.66125.2%26.6%6.86365.3%31.9%
35Δ8.36129.3%23.5%7.44417.0%31.4%
40Δ8.05133.3%20.3%7.91397.1%27.9%
45Δ7.75137.4%17.1%8.36369.4%24.1%
50Δ7.45140.5%14.2%8.82341.7%20.3%
55Δ7.18138.4%12.7%9.27314.1%16.5%
60Δ6.90136.4%11.2%9.73286.4%12.7%
65Δ6.62134.3%9.7%11.48306.4%10.4%
70Δ6.34132.3%8.2%
75Δ6.06130.2%6.6%
80Δ5.78128.1%5.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.70
IV
261.9%
B/E move
32.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.28
IV
313.6%
B/E move
32.4%

30Δ

Calls
Pseudo strike
8.66
IV
125.2%
B/E move
26.6%
Puts
Pseudo strike
6.86
IV
365.3%
B/E move
31.9%

35Δ

Calls
Pseudo strike
8.36
IV
129.3%
B/E move
23.5%
Puts
Pseudo strike
7.44
IV
417.0%
B/E move
31.4%

40Δ

Calls
Pseudo strike
8.05
IV
133.3%
B/E move
20.3%
Puts
Pseudo strike
7.91
IV
397.1%
B/E move
27.9%

45Δ

Calls
Pseudo strike
7.75
IV
137.4%
B/E move
17.1%
Puts
Pseudo strike
8.36
IV
369.4%
B/E move
24.1%

50Δ

Calls
Pseudo strike
7.45
IV
140.5%
B/E move
14.2%
Puts
Pseudo strike
8.82
IV
341.7%
B/E move
20.3%

55Δ

Calls
Pseudo strike
7.18
IV
138.4%
B/E move
12.7%
Puts
Pseudo strike
9.27
IV
314.1%
B/E move
16.5%

60Δ

Calls
Pseudo strike
6.90
IV
136.4%
B/E move
11.2%
Puts
Pseudo strike
9.73
IV
286.4%
B/E move
12.7%

65Δ

Calls
Pseudo strike
6.62
IV
134.3%
B/E move
9.7%
Puts
Pseudo strike
11.48
IV
306.4%
B/E move
10.4%

70Δ

Calls
Pseudo strike
6.34
IV
132.3%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.06
IV
130.2%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.78
IV
128.1%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend90.83%
Daily close
EOLS61.4%146.9%232.4%2026-08-07: 220.65%2026-08-10: 98.36%2026-08-27: 155.81%2026-09-15: 150.32%2026-09-28: 80.68%2026-10-02: 93.61%2026-10-05: 84.23%2026-10-06: 89.48%2026-10-08: 129.46%2026-10-09: 104.30%2026-10-19: 73.28%2026-10-20: 73.22%2026-10-22: 83.78%2026-10-23: 83.24%2026-10-26: 116.05%2026-10-27: 109.02%2026-10-28: 124.43%2026-10-29: 107.01%2026-10-30: 90.83%Aug 7Oct 9Oct 30
19 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
220.65%
98.36%
155.81%
150.32%
80.68%
93.61%
84.23%
89.48%
129.46%
104.30%
73.28%
73.22%
83.78%
83.24%
116.05%
109.02%
124.43%
107.01%
90.83%