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Evolent Health EVH 4.3 -0.15 -3.37%

Previous-day view · Tue Nov 3 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for EVH.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±13.53%
Average actual move
26.37%
Beyond the implied move
1 / 2
Reaction session Implied Actual Used ATM IV before → after
August 08, 2025 ±14.45% -7.12% 0.49× —
November 08, 2024 ±12.62% -45.62% 3.62× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →