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Elanco Animal Health Incorporated Common ELAN 22.43 0.01 0.04%

ELAN Delta Exposure (DEX)

ELAN (Elanco Animal Health Incorporated Common): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.459
Put Call Ratio (OI)
0.288
Put Call Ratio (Vol)
0.165
IV Rank
24.7
IV Percentile
41.1
Max Pain
20

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
25.0
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-19.4
19.4
View values by strike
ELAN · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
3.00 900 0
5.00 1.19 K 0
8.00 3.88 K 0
10.00 30.2 K -1.16 K
12.00 17.9 K -1.12 K
13.00 95.1 0
14.00 0 -71.9
15.00 9.68 K -773
16.00 639 -245
17.00 33.5 K -770
18.00 9.85 K -4.91 K
19.00 19.8 K -1.95 K
20.00 36.5 K -12.8 K
21.00 46.7 K -1.98 K
22.00 25.8 K -5.36 K
23.00 62 K -11.5 K
24.00 28.1 K -9.56 K
25.00 46.9 K -7.71 K
26.00 2.61 K -1.19 K
27.00 18.2 K -1.2 K
28.00 7.35 K -1.71 K
29.00 1.62 K -1.59 K
30.00 11 K -34.6 K
31.00 10.9 K 0
32.00 1.37 K 0
33.00 1.74 K 0
34.00 489 0
35.00 2.4 K 0
40.00 267 0