Elevance Health Inc. (ELV)
NYSE: ELV
· Real-Time Price · USD
350.49
10.25 (3.01%)
At close: Oct 03, 2025, 3:59 PM
351.03
0.15%
After-hours: Oct 03, 2025, 07:58 PM EDT
ELV Delta Exposure By Expiry
The total Delta Exposure (DEX) for ELV across all expirations shows 120,061.8 net shares that market makers must hedge, with 4,706,394 from calls and 4,586,332.2 from puts. The put-call delta ratio of 0.97 suggests neutral market maker positioning.
ELV DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Oct 17, 25 | 1,307,532.64 | -1,638,530.87 | -330,998.23 | 1.25 |
Nov 21, 25 | 291,887.52 | -193,007.37 | 98,880.15 | 0.66 |
Dec 19, 25 | 759,424.78 | -870,571.82 | -111,147.04 | 1.15 |
Jan 16, 26 | 840,460.93 | -1,050,583.28 | -210,122.35 | 1.25 |
Mar 20, 26 | 255,094.44 | -276,366.89 | -21,272.45 | 1.08 |
Jun 18, 26 | 249,419.9 | -159,296.46 | 90,123.44 | 0.64 |
Sep 18, 26 | 122,232.58 | -66,387.62 | 55,844.96 | 0.54 |
Jan 15, 27 | 789,576.23 | -320,571.5 | 469,004.73 | 0.41 |
Jan 21, 28 | 90,764.98 | -11,016.39 | 79,748.59 | 0.12 |