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Hain Celestial Group, Inc. (The) Common Stock HAIN

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Market datapartial · fetched 2026-10-22T23:54:34.026Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:41:32.18306225Z

FundamentalsAlpha Vantage · unavailable

Share price$0.16
1D-18.7%
AH$0.15$0.16$0.18$0.20$0.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHAIN
Sold putSold callAH

Hain Celestial Group, Inc. (The) Common Stock options

Live interpolated HAIN call and put midpoint premiums by absolute delta.Hain Celestial Group, Inc. (The) Common Stock$0.00$1.84$3.68$5.52$7.37$-0.29$-0.03$0.24$0.50$0.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HAIN spot · $0.16HAIN PRICE$0.11$0.08$1.30$2.03$2.76$3.49$4.22$4.95$6.83$5.37$2.13
PutsExpensive2.76×
CallsExpensive3.47×
SkewBullish-41.07 pp
Implied moveBearish±$2.87
TiltBearish98.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ1.37800.0%58.5%
45Δ2.09800.0%66.7%
50Δ2.12800.0%1257.1%2.80800.0%74.9%
55Δ1.57800.0%902.8%3.52800.0%83.1%
60Δ4.24800.0%91.3%
65Δ4.95800.0%99.4%
70Δ6.83800.0%100.0%
75Δ5.42695.2%68.4%
80Δ2.26535.2%20.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.37
IV
800.0%
B/E move
58.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.09
IV
800.0%
B/E move
66.7%

50Δ

Calls
Pseudo strike
2.12
IV
800.0%
B/E move
1257.1%
Puts
Pseudo strike
2.80
IV
800.0%
B/E move
74.9%

55Δ

Calls
Pseudo strike
1.57
IV
800.0%
B/E move
902.8%
Puts
Pseudo strike
3.52
IV
800.0%
B/E move
83.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.24
IV
800.0%
B/E move
91.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.95
IV
800.0%
B/E move
99.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.83
IV
800.0%
B/E move
100.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.42
IV
695.2%
B/E move
68.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.26
IV
535.2%
B/E move
20.1%

Options history

No recorded observations