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Halliburton Company HAL

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Market dataready · fetched 2026-11-07T16:16:00.759Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:41:18.993962266Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T16:16:00.186275+00:00

Share price$31.94
1D+0.1%
AH$31.74$31.97$32.21$32.44$32.675:30 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$0.19$1.10$2.01$2.92$3.83$28.51$30.58$32.66$34.73$36.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HAL spot · $31.94HAL PRICE$0.32$0.39$0.46$0.55$0.64$0.75$0.85$0.97$2.65$3.57$0.29$0.37$0.44$0.52$0.63$0.75$0.90$1.04$1.12$1.20$1.29$1.48
Puts——
Calls——
Skew——
Implied moveBearish±$1.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ30.7546.2%4.6%
30Δ32.9442.3%4.1%31.0445.6%4.0%
35Δ32.6841.4%3.5%31.3144.0%3.3%
40Δ32.4340.7%3.0%31.5643.1%2.8%
45Δ32.2240.7%2.6%31.7943.6%2.5%
50Δ32.0040.7%2.2%32.0144.1%2.1%
55Δ31.8040.1%1.9%32.2544.8%1.8%
60Δ31.5939.6%1.6%32.4945.5%1.5%
65Δ31.3839.3%1.3%32.6742.5%1.2%
70Δ32.8539.5%0.9%
75Δ29.8685.4%1.8%33.0336.7%0.6%
80Δ28.89101.2%1.6%33.2836.1%0.4%

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
30.75
IV
46.2%
B/E move
4.6%

30Δ

Calls
Pseudo strike
32.94
IV
42.3%
B/E move
4.1%
Puts
Pseudo strike
31.04
IV
45.6%
B/E move
4.0%

35Δ

Calls
Pseudo strike
32.68
IV
41.4%
B/E move
3.5%
Puts
Pseudo strike
31.31
IV
44.0%
B/E move
3.3%

40Δ

Calls
Pseudo strike
32.43
IV
40.7%
B/E move
3.0%
Puts
Pseudo strike
31.56
IV
43.1%
B/E move
2.8%

45Δ

Calls
Pseudo strike
32.22
IV
40.7%
B/E move
2.6%
Puts
Pseudo strike
31.79
IV
43.6%
B/E move
2.5%

50Δ

Calls
Pseudo strike
32.00
IV
40.7%
B/E move
2.2%
Puts
Pseudo strike
32.01
IV
44.1%
B/E move
2.1%

55Δ

Calls
Pseudo strike
31.80
IV
40.1%
B/E move
1.9%
Puts
Pseudo strike
32.25
IV
44.8%
B/E move
1.8%

60Δ

Calls
Pseudo strike
31.59
IV
39.6%
B/E move
1.6%
Puts
Pseudo strike
32.49
IV
45.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
31.38
IV
39.3%
B/E move
1.3%
Puts
Pseudo strike
32.67
IV
42.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.85
IV
39.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
29.86
IV
85.4%
B/E move
1.8%
Puts
Pseudo strike
33.03
IV
36.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
28.89
IV
101.2%
B/E move
1.6%
Puts
Pseudo strike
33.28
IV
36.1%
B/E move
0.4%

Options history

IV · four-Friday blend37.26%
Daily close
HAL29.9%41.5%53.1%2026-08-10: 34.63%2026-08-11: 33.79%2026-08-12: 34.54%2026-08-13: 32.05%2026-08-14: 31.96%2026-08-17: 32.49%2026-08-18: 33.09%2026-08-19: 34.58%2026-08-20: 35.22%2026-08-21: 32.84%2026-08-24: 33.98%2026-08-25: 35.88%2026-08-26: 33.04%2026-08-27: 39.41%2026-08-28: 33.53%2026-08-31: 37.04%2026-09-01: 35.96%2026-09-02: 34.21%2026-09-03: 34.34%2026-09-04: 31.47%2026-09-08: 37.43%2026-09-09: 38.85%2026-09-10: 38.19%2026-09-11: 33.92%2026-09-14: 38.21%2026-09-15: 37.69%2026-09-16: 40.37%2026-09-17: 38.77%2026-09-18: 34.04%2026-09-21: 38.17%2026-09-22: 38.31%2026-09-23: 37.69%2026-09-24: 39.45%2026-09-25: 34.04%2026-09-28: 37.09%2026-09-29: 36.91%2026-09-30: 41.46%2026-10-01: 40.11%2026-10-02: 34.51%2026-10-05: 37.94%2026-10-06: 38.15%2026-10-07: 37.22%2026-10-08: 50.25%2026-10-09: 37.51%2026-10-12: 40.60%2026-10-13: 41.53%2026-10-14: 42.77%2026-10-15: 44.16%2026-10-16: 43.37%2026-10-19: 51.51%2026-10-20: 40.57%2026-10-21: 37.71%2026-10-22: 44.64%2026-10-23: 37.62%2026-10-26: 36.54%2026-10-27: 37.53%2026-10-28: 38.77%2026-10-29: 37.00%2026-10-30: 37.26%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
34.63%
33.79%
34.54%
32.05%
31.96%
32.49%
33.09%
34.58%
35.22%
32.84%
33.98%
35.88%
33.04%
39.41%
33.53%
37.04%
35.96%
34.21%
34.34%
31.47%
37.43%
38.85%
38.19%
33.92%
38.21%
37.69%
40.37%
38.77%
34.04%
38.17%
38.31%
37.69%
39.45%
34.04%
37.09%
36.91%
41.46%
40.11%
34.51%
37.94%
38.15%
37.22%
50.25%
37.51%
40.60%
41.53%
42.77%
44.16%
43.37%
51.51%
40.57%
37.71%
44.64%
37.62%
36.54%
37.53%
38.77%
37.00%
37.26%