Elevance Health Inc. (ELV)
NYSE: ELV
· Real-Time Price · USD
311.78
-3.11 (-0.99%)
At close: Sep 12, 2025, 3:59 PM
313.99
0.71%
After-hours: Sep 12, 2025, 07:58 PM EDT
ELV Delta Exposure By Expiry
The total Delta Exposure (DEX) for ELV across all expirations shows -1,218,699.64 net shares that market makers must hedge, with 2,976,239.23 from calls and 4,194,938.87 from puts. The put-call delta ratio of 1.41 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
ELV DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 708,399.64 | -2,000,423.99 | -1,292,024.35 | 2.82 |
| Oct 17, 25 | 288,033.89 | -237,866.84 | 50,167.05 | 0.83 |
| Nov 21, 25 | 90,423.02 | -88,893.21 | 1,529.81 | 0.98 |
| Dec 19, 25 | 506,257.81 | -563,770.31 | -57,512.5 | 1.11 |
| Jan 16, 26 | 480,627.91 | -740,414.66 | -259,786.75 | 1.54 |
| Mar 20, 26 | 146,683.04 | -177,323.39 | -30,640.35 | 1.21 |
| Jun 18, 26 | 150,217.42 | -100,633.85 | 49,583.57 | 0.67 |
| Sep 18, 26 | 72,671.95 | -48,531.27 | 24,140.68 | 0.67 |
| Jan 15, 27 | 532,924.55 | -237,081.35 | 295,843.2 | 0.44 |