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

i

Market datapartial · fetched 2026-11-12T02:56:28.802Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:59:39.874616442Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:56:27.339967+00:00

Share price$0.14
1D+3.7%
AH$0.13$0.13$0.14$0.15$0.155:30 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$0.49$0.70$0.91$1.13$1.34$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEHAIN PRICE$0.51$0.58$0.64$0.71$0.77$0.84$1.28
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ0.54781.5%77.4%
30Δ0.62749.1%69.2%
35Δ0.70716.7%61.0%
40Δ0.77684.3%52.7%
45Δ0.85651.9%44.5%
50Δ0.93619.5%36.2%
55Δ1.38607.3%28.6%
60Δ
65Δ
70Δ
75Δ
80Δ

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
0.54
IV
781.5%
B/E move
77.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.62
IV
749.1%
B/E move
69.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.70
IV
716.7%
B/E move
61.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.77
IV
684.3%
B/E move
52.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.85
IV
651.9%
B/E move
44.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.93
IV
619.5%
B/E move
36.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.38
IV
607.3%
B/E move
28.6%

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend357.61%
Daily close
HAIN357.3%357.6%358.0%2026-08-21: 357.61%Aug 21
1 observations2026-08-21 — 2026-08-21
Table
DateIV (%)
357.61%