EVH · Expected Move
Evolent Health, Inc Class A Common Stock
The expected move for EVH is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
EVH straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current EVH Expected Move
30-Day Straddle
$1.00
7-Day Straddle
$1.00
30-Day ATM IV
89.0%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to EVH's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
EVH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.00 | $1.00 | 89.0% | 15% |
| 20261021 | $1.05 | $1.05 | 92.1% | 17% |
| 20261020 | $1.02 | $1.02 | 88.5% | 15% |
| 20261019 | $1.00 | $1.00 | 84.7% | 13% |
| 20261016 | $1.20 | $0.40 | 97.6% | 20% |
| 20261015 | $0.98 | $0.25 | 78.1% | 9% |
| 20261014 | $1.68 | $0.55 | 101.3% | 19% |
| 20261013 | $1.42 | $0.75 | 112.3% | 20% |
| 20261012 | $1.55 | $1.05 | — | — |
| 20261009 | $1.52 | $2.55 | — | — |
| 20261008 | $1.32 | $1.02 | — | — |
| 20261007 | $1.52 | $1.52 | 181.3% | 49% |
| 20261006 | $3.70 | $1.43 | — | — |
| 20261005 | $3.52 | $1.18 | — | — |
| 20261002 | $3.00 | $3.00 | — | — |
| 20261001 | $2.48 | $2.48 | — | — |
| 20260930 | $1.22 | $1.22 | — | — |
| 20260929 | $1.32 | $1.32 | — | — |
| 20260928 | $1.53 | $1.53 | — | — |
| 20260925 | $1.30 | $1.30 | — | — |
| 20260924 | $1.40 | $1.40 | — | — |
| 20260923 | $1.73 | $1.73 | — | — |
| 20260922 | $1.48 | $1.48 | — | — |
| 20260921 | $7.40 | $7.40 | — | — |
| 20260918 | $11.22 | $1.43 | — | — |
| 20260917 | $11.43 | $1.23 | — | — |
| 20260916 | $1.70 | $1.35 | — | — |
| 20260915 | $1.75 | $2.83 | — | — |
| 20260914 | $1.15 | $0.85 | 81.9% | 8% |
| 20260911 | $1.12 | $0.95 | 80.3% | 7% |
| 20260910 | $1.07 | $0.88 | 77.9% | 6% |
| 20260909 | $1.15 | $0.93 | 79.8% | 7% |
| 20260908 | $1.15 | $0.88 | — | — |
| 20260904 | $0.90 | $0.70 | — | — |
| 20260903 | $1.02 | $0.98 | — | — |
| 20260902 | $0.82 | $0.82 | 82.3% | 8% |
| 20260901 | $0.60 | $0.60 | 73.4% | 5% |
| 20260831 | $0.78 | $0.78 | 73.2% | 4% |
| 20260828 | $0.75 | $0.75 | 74.5% | 5% |
| 20260827 | $0.70 | $0.70 | 69.9% | 3% |
| 20260826 | $0.70 | $0.70 | 68.8% | 3% |
| 20260825 | $0.57 | $0.57 | 62.2% | 0% |
| 20260824 | $0.68 | $0.68 | 67.5% | 1% |
| 20260821 | $0.80 | $1.55 | 71.6% | 3% |
| 20260820 | $0.80 | $1.65 | 71.2% | 3% |
| 20260819 | $1.00 | $0.45 | 86.5% | 9% |
| 20260818 | $0.97 | $1.05 | 82.8% | 7% |
| 20260817 | $0.88 | $8.07 | 64.7% | 0% |
| 20260814 | $0.85 | $0.60 | 70.0% | 0% |
| 20260813 | $0.95 | $0.60 | 97.1% | 10% |
| 20260812 | $1.20 | $1.00 | 129.9% | 24% |
| 20260811 | $1.20 | $0.95 | — | — |
| 20260810 | $1.27 | $0.98 | 120.3% | 20% |
| 20260806 | $1.62 | $1.30 | — | — |
| 20260805 | $0.93 | $0.93 | 169.5% | 41% |
| 20260804 | $0.72 | $0.72 | 99.4% | 11% |
| 20260803 | $1.03 | $1.03 | 187.8% | 49% |
| 20260731 | $0.85 | $0.85 | 113.6% | 17% |
| 20260730 | $1.07 | $1.07 | 139.5% | 28% |
| 20260729 | $1.23 | $1.23 | — | — |
More on EVH
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.