IntraAlpha
Create free account Start free

Evercore Inc. EVR

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-11-04T00:30:16.481Z

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 · 2026-11-04T00:00:00.00259431Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T00:24:09.084054+00:00

Share price$297.20
1D-2.8%
AH$296$299$302$304$3075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEVR
Sold putSold callAH

Evercore Inc. options

Live interpolated EVR call and put midpoint premiums by absolute delta.Evercore Inc.$2.23$9.57$16.92$24.26$31.60$236.55$265.48$294.42$323.35$352.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EVR spot · $297.20EVR PRICE$3.03$4.01$5.18$6.36$7.91$9.50$11.15$13.05$14.95$17.19$19.75$22.33$26.90$3.48$4.57$5.86$7.15$8.62$10.24$11.86$13.99$16.31$18.65$21.76$24.86$29.48
PutsExpensive1.07×
CallsCheap0.66×
SkewBullish-1.16 pp
Implied moveBearish±$23.01
TiltBearish4.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ324.2943.9%10.1%275.0645.6%8.6%
25Δ318.7243.5%8.6%280.0545.4%7.3%
30Δ314.5243.9%7.6%284.0845.0%6.4%
35Δ310.3344.2%6.6%288.1244.5%5.5%
40Δ306.6044.9%5.8%291.9044.1%4.7%
45Δ302.9145.6%5.1%295.4743.8%4.0%
50Δ299.2246.1%4.4%299.0343.5%3.4%
55Δ295.5046.0%3.8%302.7043.5%2.9%
60Δ291.7745.9%3.2%306.4143.6%2.4%
65Δ287.9245.8%2.7%310.1443.7%1.9%
70Δ283.9545.7%2.2%314.3943.5%1.5%
75Δ279.9745.6%1.7%318.6543.3%1.1%
80Δ274.3647.1%1.4%324.2543.8%0.8%

20Δ

Calls
Pseudo strike
324.29
IV
43.9%
B/E move
10.1%
Puts
Pseudo strike
275.06
IV
45.6%
B/E move
8.6%

25Δ

Calls
Pseudo strike
318.72
IV
43.5%
B/E move
8.6%
Puts
Pseudo strike
280.05
IV
45.4%
B/E move
7.3%

30Δ

Calls
Pseudo strike
314.52
IV
43.9%
B/E move
7.6%
Puts
Pseudo strike
284.08
IV
45.0%
B/E move
6.4%

35Δ

Calls
Pseudo strike
310.33
IV
44.2%
B/E move
6.6%
Puts
Pseudo strike
288.12
IV
44.5%
B/E move
5.5%

40Δ

Calls
Pseudo strike
306.60
IV
44.9%
B/E move
5.8%
Puts
Pseudo strike
291.90
IV
44.1%
B/E move
4.7%

45Δ

Calls
Pseudo strike
302.91
IV
45.6%
B/E move
5.1%
Puts
Pseudo strike
295.47
IV
43.8%
B/E move
4.0%

50Δ

Calls
Pseudo strike
299.22
IV
46.1%
B/E move
4.4%
Puts
Pseudo strike
299.03
IV
43.5%
B/E move
3.4%

55Δ

Calls
Pseudo strike
295.50
IV
46.0%
B/E move
3.8%
Puts
Pseudo strike
302.70
IV
43.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
291.77
IV
45.9%
B/E move
3.2%
Puts
Pseudo strike
306.41
IV
43.6%
B/E move
2.4%

65Δ

Calls
Pseudo strike
287.92
IV
45.8%
B/E move
2.7%
Puts
Pseudo strike
310.14
IV
43.7%
B/E move
1.9%

70Δ

Calls
Pseudo strike
283.95
IV
45.7%
B/E move
2.2%
Puts
Pseudo strike
314.39
IV
43.5%
B/E move
1.5%

75Δ

Calls
Pseudo strike
279.97
IV
45.6%
B/E move
1.7%
Puts
Pseudo strike
318.65
IV
43.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
274.36
IV
47.1%
B/E move
1.4%
Puts
Pseudo strike
324.25
IV
43.8%
B/E move
0.8%

Options history

IV · four-Friday blend39.50%
Daily close
EVR35.7%39.9%44.1%2026-08-05: 39.00%2026-08-06: 38.55%2026-08-07: 38.35%2026-08-10: 38.76%2026-08-11: 37.77%2026-08-12: 37.68%2026-08-13: 36.73%2026-08-14: 36.68%2026-08-17: 38.63%2026-08-18: 38.88%2026-08-19: 38.42%2026-08-20: 40.87%2026-08-21: 38.00%2026-08-24: 38.10%2026-08-25: 37.12%2026-08-26: 37.50%2026-08-27: 36.30%2026-08-28: 36.50%2026-08-31: 36.72%2026-09-01: 37.91%2026-09-02: 36.83%2026-09-03: 37.24%2026-09-04: 37.07%2026-09-08: 39.15%2026-09-09: 39.76%2026-09-10: 39.72%2026-09-11: 38.20%2026-09-14: 41.74%2026-09-15: 40.39%2026-09-16: 43.48%2026-09-18: 37.77%2026-09-21: 38.84%2026-09-22: 38.91%2026-09-23: 38.48%2026-09-24: 39.15%2026-09-25: 39.28%2026-09-28: 39.81%2026-09-29: 38.87%2026-09-30: 38.58%2026-10-01: 39.13%2026-10-02: 38.34%2026-10-05: 39.06%2026-10-06: 39.32%2026-10-07: 38.87%2026-10-08: 38.08%2026-10-09: 38.05%2026-10-12: 39.66%2026-10-13: 41.11%2026-10-14: 42.62%2026-10-16: 40.92%2026-10-19: 40.59%2026-10-20: 41.04%2026-10-21: 40.74%2026-10-22: 41.44%2026-10-23: 41.29%2026-10-26: 41.71%2026-10-27: 42.30%2026-10-28: 38.21%2026-10-29: 37.30%2026-10-30: 39.50%Aug 5Sep 16Oct 30
60 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
39.00%
38.55%
38.35%
38.76%
37.77%
37.68%
36.73%
36.68%
38.63%
38.88%
38.42%
40.87%
38.00%
38.10%
37.12%
37.50%
36.30%
36.50%
36.72%
37.91%
36.83%
37.24%
37.07%
39.15%
39.76%
39.72%
38.20%
41.74%
40.39%
43.48%
37.77%
38.84%
38.91%
38.48%
39.15%
39.28%
39.81%
38.87%
38.58%
39.13%
38.34%
39.06%
39.32%
38.87%
38.08%
38.05%
39.66%
41.11%
42.62%
40.92%
40.59%
41.04%
40.74%
41.44%
41.29%
41.71%
42.30%
38.21%
37.30%
39.50%