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Halliburton Company HAL

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Market datapartial · fetched 2026-10-15T20:33:36.561Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.003534348Z

FundamentalsAlpha Vantage · unavailable

Share price$32.89
1D+0.2%
AH$32.03$32.26$32.50$32.73$32.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHAL
Sold putSold callAH

Halliburton Company options

Live interpolated HAL call and put midpoint premiums by absolute delta.Halliburton Company$0.08$1.23$2.39$3.55$4.70$29.42$31.06$32.69$34.33$35.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $32.89OPTION PRICELive HAL spot · $32.89HAL PRICE$0.28$1.06$1.00$0.73$0.46$0.24$0.29$0.34$0.40$0.45$0.50$1.46$2.84$0.86$0.92$0.67$0.20$0.24$0.28$0.32$0.36$1.66$1.36$3.75$4.37$3.05
PutsExpensive3.29×
CallsExpensive2.52×
SkewBearish+23.31 pp
Implied moveBearish±$0.61
TiltBearish28.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.72157.4%9.5%28.15411.3%17.0%
25Δ40.07474.2%25.1%29.69334.6%12.5%
30Δ37.15357.4%16.0%31.33197.8%6.8%
35Δ35.71247.3%10.8%32.5748.4%1.6%
40Δ34.27137.3%5.6%32.6847.4%1.4%
45Δ32.9940.7%1.0%32.7946.3%1.2%
50Δ32.9040.8%0.9%32.8945.2%1.0%
55Δ32.8040.9%0.8%33.0044.2%0.8%
60Δ32.7140.9%0.7%33.90154.7%2.0%
65Δ32.6241.0%0.5%33.81117.8%1.3%
70Δ32.5341.1%0.4%35.82274.0%2.5%
75Δ31.5988.7%0.5%36.61274.9%2.0%
80Δ30.26158.4%0.6%35.62172.5%1.0%

20Δ

Calls
Pseudo strike
35.72
IV
157.4%
B/E move
9.5%
Puts
Pseudo strike
28.15
IV
411.3%
B/E move
17.0%

25Δ

Calls
Pseudo strike
40.07
IV
474.2%
B/E move
25.1%
Puts
Pseudo strike
29.69
IV
334.6%
B/E move
12.5%

30Δ

Calls
Pseudo strike
37.15
IV
357.4%
B/E move
16.0%
Puts
Pseudo strike
31.33
IV
197.8%
B/E move
6.8%

35Δ

Calls
Pseudo strike
35.71
IV
247.3%
B/E move
10.8%
Puts
Pseudo strike
32.57
IV
48.4%
B/E move
1.6%

40Δ

Calls
Pseudo strike
34.27
IV
137.3%
B/E move
5.6%
Puts
Pseudo strike
32.68
IV
47.4%
B/E move
1.4%

45Δ

Calls
Pseudo strike
32.99
IV
40.7%
B/E move
1.0%
Puts
Pseudo strike
32.79
IV
46.3%
B/E move
1.2%

50Δ

Calls
Pseudo strike
32.90
IV
40.8%
B/E move
0.9%
Puts
Pseudo strike
32.89
IV
45.2%
B/E move
1.0%

55Δ

Calls
Pseudo strike
32.80
IV
40.9%
B/E move
0.8%
Puts
Pseudo strike
33.00
IV
44.2%
B/E move
0.8%

60Δ

Calls
Pseudo strike
32.71
IV
40.9%
B/E move
0.7%
Puts
Pseudo strike
33.90
IV
154.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
32.62
IV
41.0%
B/E move
0.5%
Puts
Pseudo strike
33.81
IV
117.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
32.53
IV
41.1%
B/E move
0.4%
Puts
Pseudo strike
35.82
IV
274.0%
B/E move
2.5%

75Δ

Calls
Pseudo strike
31.59
IV
88.7%
B/E move
0.5%
Puts
Pseudo strike
36.61
IV
274.9%
B/E move
2.0%

80Δ

Calls
Pseudo strike
30.26
IV
158.4%
B/E move
0.6%
Puts
Pseudo strike
35.62
IV
172.5%
B/E move
1.0%