IntraAlpha
Create free account Start free

Elastic N.V. ESTC

i

Market dataready · fetched 2026-11-04T09:24:30.425Z

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 · 2026-11-04T00:00:00.002519483Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-04T09:24:29.977428+00:00

Share price$90.47
1D+2.1%
AH$88$89$90$92$935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMESTC
Sold putSold callAH

Elastic N.V. options

Live interpolated ESTC call and put midpoint premiums by absolute delta.Elastic N.V.$1.36$6.16$10.96$15.76$20.55$69.14$80.17$91.21$102.25$113.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESTC spot · $90.47ESTC PRICE$1.88$2.42$3.13$3.86$4.70$5.54$6.51$7.48$8.68$9.90$11.42$13.04$15.29$2.10$2.82$3.58$4.28$4.89$5.49$7.36$9.24$11.09$12.94$15.03$17.14$19.17
PutsExpensive1.26×
CallsExpensive1.54×
SkewBullish-7.73 pp
Implied moveBearish±$13.87
TiltBearish10.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ109.9497.7%23.6%78.7289.1%15.3%
25Δ105.6294.3%19.4%81.2089.5%13.4%
30Δ102.6794.9%16.9%83.5688.9%11.6%
35Δ99.9696.3%14.8%85.8186.7%9.9%
40Δ97.4296.6%12.9%87.8982.0%8.3%
45Δ94.9096.8%11.0%89.9777.3%6.6%
50Δ92.5496.5%9.5%92.2984.3%6.1%
55Δ90.1796.2%7.9%94.6291.4%5.6%
60Δ87.8796.3%6.7%97.1893.5%4.9%
65Δ85.5696.3%5.5%99.7794.6%4.0%
70Δ83.1296.6%4.5%102.5894.2%3.2%
75Δ80.6397.0%3.5%105.3893.2%2.5%
80Δ77.6498.9%2.7%108.0589.3%1.8%

20Δ

Calls
Pseudo strike
109.94
IV
97.7%
B/E move
23.6%
Puts
Pseudo strike
78.72
IV
89.1%
B/E move
15.3%

25Δ

Calls
Pseudo strike
105.62
IV
94.3%
B/E move
19.4%
Puts
Pseudo strike
81.20
IV
89.5%
B/E move
13.4%

30Δ

Calls
Pseudo strike
102.67
IV
94.9%
B/E move
16.9%
Puts
Pseudo strike
83.56
IV
88.9%
B/E move
11.6%

35Δ

Calls
Pseudo strike
99.96
IV
96.3%
B/E move
14.8%
Puts
Pseudo strike
85.81
IV
86.7%
B/E move
9.9%

40Δ

Calls
Pseudo strike
97.42
IV
96.6%
B/E move
12.9%
Puts
Pseudo strike
87.89
IV
82.0%
B/E move
8.3%

45Δ

Calls
Pseudo strike
94.90
IV
96.8%
B/E move
11.0%
Puts
Pseudo strike
89.97
IV
77.3%
B/E move
6.6%

50Δ

Calls
Pseudo strike
92.54
IV
96.5%
B/E move
9.5%
Puts
Pseudo strike
92.29
IV
84.3%
B/E move
6.1%

55Δ

Calls
Pseudo strike
90.17
IV
96.2%
B/E move
7.9%
Puts
Pseudo strike
94.62
IV
91.4%
B/E move
5.6%

60Δ

Calls
Pseudo strike
87.87
IV
96.3%
B/E move
6.7%
Puts
Pseudo strike
97.18
IV
93.5%
B/E move
4.9%

65Δ

Calls
Pseudo strike
85.56
IV
96.3%
B/E move
5.5%
Puts
Pseudo strike
99.77
IV
94.6%
B/E move
4.0%

70Δ

Calls
Pseudo strike
83.12
IV
96.6%
B/E move
4.5%
Puts
Pseudo strike
102.58
IV
94.2%
B/E move
3.2%

75Δ

Calls
Pseudo strike
80.63
IV
97.0%
B/E move
3.5%
Puts
Pseudo strike
105.38
IV
93.2%
B/E move
2.5%

80Δ

Calls
Pseudo strike
77.64
IV
98.9%
B/E move
2.7%
Puts
Pseudo strike
108.05
IV
89.3%
B/E move
1.8%

Options history

IV · four-Friday blend65.72%
Daily close
ESTC49.1%65.2%81.3%2026-08-06: 70.02%2026-08-07: 67.64%2026-08-10: 68.12%2026-08-11: 68.18%2026-08-12: 68.48%2026-08-13: 70.41%2026-08-14: 69.28%2026-08-17: 67.77%2026-08-18: 69.57%2026-08-19: 68.29%2026-08-21: 70.14%2026-08-24: 70.18%2026-08-25: 69.82%2026-08-26: 73.16%2026-08-27: 79.11%2026-08-28: 52.17%2026-08-31: 51.28%2026-09-01: 54.36%2026-09-02: 53.55%2026-09-03: 53.85%2026-09-04: 53.24%2026-09-08: 57.40%2026-09-09: 58.38%2026-09-10: 58.03%2026-09-11: 55.65%2026-09-14: 60.53%2026-09-15: 58.59%2026-09-16: 62.05%2026-09-17: 63.52%2026-09-18: 55.93%2026-09-21: 58.04%2026-09-22: 57.63%2026-09-23: 57.91%2026-09-24: 58.37%2026-09-25: 57.49%2026-09-28: 57.30%2026-09-29: 59.21%2026-09-30: 57.42%2026-10-01: 59.78%2026-10-02: 55.44%2026-10-05: 56.24%2026-10-06: 57.80%2026-10-07: 56.67%2026-10-08: 56.26%2026-10-09: 51.90%2026-10-12: 53.03%2026-10-13: 59.12%2026-10-14: 60.41%2026-10-16: 60.33%2026-10-19: 63.59%2026-10-20: 61.80%2026-10-21: 61.21%2026-10-22: 63.61%2026-10-23: 62.90%2026-10-26: 63.28%2026-10-27: 60.02%2026-10-28: 60.07%2026-10-29: 62.15%2026-10-30: 65.72%Aug 6Sep 18Oct 30
59 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
70.02%
67.64%
68.12%
68.18%
68.48%
70.41%
69.28%
67.77%
69.57%
68.29%
70.14%
70.18%
69.82%
73.16%
79.11%
52.17%
51.28%
54.36%
53.55%
53.85%
53.24%
57.40%
58.38%
58.03%
55.65%
60.53%
58.59%
62.05%
63.52%
55.93%
58.04%
57.63%
57.91%
58.37%
57.49%
57.30%
59.21%
57.42%
59.78%
55.44%
56.24%
57.80%
56.67%
56.26%
51.90%
53.03%
59.12%
60.41%
60.33%
63.59%
61.80%
61.21%
63.61%
62.90%
63.28%
60.02%
60.07%
62.15%
65.72%