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Evolv Technologies Holdings, Inc. Class A Common Stock EVLV

INDUSTRIALS · SECURITY & PROTECTION SERVICES
i

Market dataready · fetched 2026-11-07T11:23:18.170Z

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 · 2026-11-06T22:57:34.965726721Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T11:23:15.887545+00:00

Share price$4.58
1D+2.2%
AH$4.44$4.48$4.52$4.55$4.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEVLV
Sold putSold callAH

Evolv Technologies Holdings, Inc. Class A Common Stock options

Live interpolated EVLV call and put midpoint premiums by absolute delta.Evolv Technologies Holdings, Inc. Class A Common Stock$0.07$0.37$0.66$0.96$1.25$3.43$4.00$4.58$5.15$5.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EVLV spot · $4.58EVLV PRICE$0.14$0.17$0.21$0.26$0.30$0.34$0.39$0.43$0.47$0.52$0.56$0.10$0.17$0.23$0.30$0.37$0.43$0.50$0.56$0.63$0.75$0.89$1.03$1.17
PutsExpensive1.07×
Calls——
Skew——
Implied moveBearish±$0.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.0094.5%14.8%
25Δ4.1296.9%13.6%
30Δ5.1490.3%15.2%4.2499.3%12.4%
35Δ4.9686.6%12.0%4.36101.7%11.3%
40Δ4.8784.8%11.0%4.48104.1%10.1%
45Δ4.7883.0%9.9%4.60106.4%8.9%
50Δ4.6981.2%8.8%4.72108.8%7.7%
55Δ4.5979.3%7.8%4.84111.2%6.6%
60Δ4.5077.5%6.7%4.96113.6%5.4%
65Δ4.4175.7%5.7%5.12112.9%4.5%
70Δ4.3273.9%4.6%5.30110.9%3.7%
75Δ4.2272.0%3.6%5.47108.8%3.0%
80Δ4.1370.2%2.5%5.65106.8%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.00
IV
94.5%
B/E move
14.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.12
IV
96.9%
B/E move
13.6%

30Δ

Calls
Pseudo strike
5.14
IV
90.3%
B/E move
15.2%
Puts
Pseudo strike
4.24
IV
99.3%
B/E move
12.4%

35Δ

Calls
Pseudo strike
4.96
IV
86.6%
B/E move
12.0%
Puts
Pseudo strike
4.36
IV
101.7%
B/E move
11.3%

40Δ

Calls
Pseudo strike
4.87
IV
84.8%
B/E move
11.0%
Puts
Pseudo strike
4.48
IV
104.1%
B/E move
10.1%

45Δ

Calls
Pseudo strike
4.78
IV
83.0%
B/E move
9.9%
Puts
Pseudo strike
4.60
IV
106.4%
B/E move
8.9%

50Δ

Calls
Pseudo strike
4.69
IV
81.2%
B/E move
8.8%
Puts
Pseudo strike
4.72
IV
108.8%
B/E move
7.7%

55Δ

Calls
Pseudo strike
4.59
IV
79.3%
B/E move
7.8%
Puts
Pseudo strike
4.84
IV
111.2%
B/E move
6.6%

60Δ

Calls
Pseudo strike
4.50
IV
77.5%
B/E move
6.7%
Puts
Pseudo strike
4.96
IV
113.6%
B/E move
5.4%

65Δ

Calls
Pseudo strike
4.41
IV
75.7%
B/E move
5.7%
Puts
Pseudo strike
5.12
IV
112.9%
B/E move
4.5%

70Δ

Calls
Pseudo strike
4.32
IV
73.9%
B/E move
4.6%
Puts
Pseudo strike
5.30
IV
110.9%
B/E move
3.7%

75Δ

Calls
Pseudo strike
4.22
IV
72.0%
B/E move
3.6%
Puts
Pseudo strike
5.47
IV
108.8%
B/E move
3.0%

80Δ

Calls
Pseudo strike
4.13
IV
70.2%
B/E move
2.5%
Puts
Pseudo strike
5.65
IV
106.8%
B/E move
2.2%

Options history

IV · four-Friday blend65.95%
Daily close
EVLV55.3%89.5%123.7%2026-08-11: 82.23%2026-08-12: 67.74%2026-08-21: 60.00%2026-08-25: 77.72%2026-08-26: 77.56%2026-08-27: 82.50%2026-08-28: 67.54%2026-08-31: 82.86%2026-09-02: 79.85%2026-09-03: 66.11%2026-09-04: 65.88%2026-09-08: 76.27%2026-09-10: 68.47%2026-09-11: 72.15%2026-09-14: 118.95%2026-09-15: 108.92%2026-09-16: 93.67%2026-09-17: 88.30%2026-09-18: 66.92%2026-09-21: 62.98%2026-09-22: 61.93%2026-09-23: 64.99%2026-09-24: 62.75%2026-10-16: 71.44%2026-10-19: 70.59%2026-10-22: 68.71%2026-10-23: 66.40%2026-10-26: 67.18%2026-10-30: 65.95%Aug 11Sep 14Oct 30
29 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
82.23%
67.74%
60.00%
77.72%
77.56%
82.50%
67.54%
82.86%
79.85%
66.11%
65.88%
76.27%
68.47%
72.15%
118.95%
108.92%
93.67%
88.30%
66.92%
62.98%
61.93%
64.99%
62.75%
71.44%
70.59%
68.71%
66.40%
67.18%
65.95%