ELV Delta Exposure (DEX)

Net delta exposure for Elevance Health Inc (ELV) options was $209.0M per 1% move at the Nov 4, 2026 close. It has been positive on 20 of the last 20 trading days. Four weeks earlier, on Oct 7, 2026, it was $152.39M.

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Delta Exposure by Strike

Showing results for ELV, 2026-11-20(m), calls & puts

       

Delta Exposure Stats

Showing results for ELV, 2026-11-20(m), calls & puts



Net Delta Exposure by Expiration

Showing results for ELV, 2026-11-20(m), calls & puts. View all expiries

       
Expiration Net DEX Call DEX Put DEX Call Wall Put Wall

ELV Delta Exposure FAQ

What is delta exposure (DEX)?

Delta exposure estimates the dollar value of shares option dealers hold or owe as a hedge, per 1% move in the underlying.

Is ELV delta exposure positive or negative?

Elevance Health net delta exposure was positive on Nov 4, 2026, at $209.0M. It has been positive on 20 of the last 20 trading days.

How has ELV delta exposure changed recently?

Elevance Health net delta exposure went from $152.39M on Oct 7, 2026 to $209.0M on Nov 4, 2026. See the ELV delta exposure history for a longer view.

What is Elevance Health Inc?

Elevance Health remains one of the leading health insurers in the US, providing medical benefits to 45 million medical members at the end of 2025.

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