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Halliburton Company HAL

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-10-20T06:06:46.274Z

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

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:52:54.808438534Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:06:45.706773+00:00

Share price$33.11
1D-0.4%
AH$32.34$32.60$32.86$33.12$33.385:30 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$0.30$1.27$2.23$3.20$4.17$28.01$30.57$33.14$35.70$38.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HAL spot · $33.11HAL PRICE$0.41$0.53$0.71$1.28$1.06$1.22$1.47$1.65$1.59$2.27$3.20$3.28$3.48$0.46$0.62$1.00$0.95$1.19$1.41$1.88$2.30$2.60$2.63$3.32$3.49$3.89
PutsExpensive1.14×
CallsExpensive1.24×
SkewBullish-0.57 pp
Implied moveBearish±$3.35
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.8739.6%12.6%30.2740.3%9.9%
25Δ36.0838.7%10.6%30.9639.8%8.4%
30Δ35.6140.8%9.7%31.1249.8%9.0%
35Δ36.3061.9%13.5%32.0039.0%6.2%
40Δ34.5041.3%7.4%32.4740.3%5.5%
45Δ33.9339.8%6.2%32.9640.1%4.7%
50Δ33.4641.0%5.5%33.5044.8%4.5%
55Δ32.9739.8%4.6%34.1146.7%3.9%
60Δ32.6032.8%3.3%34.6445.7%3.2%
65Δ31.9441.2%3.3%35.0040.3%2.2%
70Δ31.0451.8%3.4%35.7843.8%2.0%
75Δ30.6645.8%2.5%36.1839.9%1.3%
80Δ30.2141.7%1.8%36.7238.3%0.8%

20Δ

Calls
Pseudo strike
36.87
IV
39.6%
B/E move
12.6%
Puts
Pseudo strike
30.27
IV
40.3%
B/E move
9.9%

25Δ

Calls
Pseudo strike
36.08
IV
38.7%
B/E move
10.6%
Puts
Pseudo strike
30.96
IV
39.8%
B/E move
8.4%

30Δ

Calls
Pseudo strike
35.61
IV
40.8%
B/E move
9.7%
Puts
Pseudo strike
31.12
IV
49.8%
B/E move
9.0%

35Δ

Calls
Pseudo strike
36.30
IV
61.9%
B/E move
13.5%
Puts
Pseudo strike
32.00
IV
39.0%
B/E move
6.2%

40Δ

Calls
Pseudo strike
34.50
IV
41.3%
B/E move
7.4%
Puts
Pseudo strike
32.47
IV
40.3%
B/E move
5.5%

45Δ

Calls
Pseudo strike
33.93
IV
39.8%
B/E move
6.2%
Puts
Pseudo strike
32.96
IV
40.1%
B/E move
4.7%

50Δ

Calls
Pseudo strike
33.46
IV
41.0%
B/E move
5.5%
Puts
Pseudo strike
33.50
IV
44.8%
B/E move
4.5%

55Δ

Calls
Pseudo strike
32.97
IV
39.8%
B/E move
4.6%
Puts
Pseudo strike
34.11
IV
46.7%
B/E move
3.9%

60Δ

Calls
Pseudo strike
32.60
IV
32.8%
B/E move
3.3%
Puts
Pseudo strike
34.64
IV
45.7%
B/E move
3.2%

65Δ

Calls
Pseudo strike
31.94
IV
41.2%
B/E move
3.3%
Puts
Pseudo strike
35.00
IV
40.3%
B/E move
2.2%

70Δ

Calls
Pseudo strike
31.04
IV
51.8%
B/E move
3.4%
Puts
Pseudo strike
35.78
IV
43.8%
B/E move
2.0%

75Δ

Calls
Pseudo strike
30.66
IV
45.8%
B/E move
2.5%
Puts
Pseudo strike
36.18
IV
39.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
30.21
IV
41.7%
B/E move
1.8%
Puts
Pseudo strike
36.72
IV
38.3%
B/E move
0.8%

Options history

HAL42.2142.2542.302026-10-19T19:49:52.452000+00:00: 42.25%Oct 19Oct 19
Table
ObservationIVSkewImplied move
42.25%1.30 pp10.11%