Evolent Health Inc. (EVH)
NYSE: EVH
· Real-Time Price · USD
8.21
0.32 (4.06%)
At close: Oct 03, 2025, 3:59 PM
8.23
0.18%
After-hours: Oct 03, 2025, 07:29 PM EDT
EVH Delta Exposure By Expiry
The total Delta Exposure (DEX) for EVH across all expirations shows -1,144.8 net shares that market makers must hedge, with 9,660.21 from calls and 10,805.01 from puts. The put-call delta ratio of 1.12 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
EVH DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 538.77 | -245.06 | 293.71 | 0.45 |
| Nov 21, 25 | 285.2 | -189.4 | 95.8 | 0.66 |
| Dec 19, 25 | 2,343.12 | -2,181.54 | 161.58 | 0.93 |
| Jan 16, 26 | 2,556.17 | -7,347.95 | -4,791.78 | 2.87 |
| Mar 20, 26 | 1,322.23 | -75.22 | 1,247.01 | 0.06 |
| Jan 15, 27 | 1,040.53 | -708.53 | 332 | 0.68 |
| Dec 17, 27 | 1,574.19 | -57.31 | 1,516.88 | 0.04 |