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Happen, Inc. Common Stock HAPN

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T03:15:32.323Z

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: 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 · 2026-11-11T21:00:09.241278582Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:15:31.698918+00:00

Share price$15.72
1D-0.0%
AH$15.66$15.72$15.79$15.85$15.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHAPN
Sold putSold callAH

Happen, Inc. Common Stock options

Live interpolated HAPN call and put midpoint premiums by absolute delta.Happen, Inc. Common Stock$0.10$0.53$0.96$1.39$1.82$13.46$14.60$15.73$16.86$18.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HAPN spot · $15.72HAPN PRICE$0.15$0.22$0.30$0.37$0.45$0.52$0.60$0.67$0.75$0.82$0.90$1.12$1.70$0.22$0.25$0.30$0.40$0.51$0.61$0.71$0.81$0.91$1.02$1.12$1.22$1.32
PutsCheap0.79×
CallsCheap0.70×
SkewBearish+6.32 pp
Implied moveBearish±$1.31
TiltBearish4.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.9452.3%8.7%13.6994.4%14.3%
25Δ16.7652.3%8.0%14.4474.2%9.7%
30Δ16.5852.2%7.4%15.0558.9%6.2%
35Δ16.4052.2%6.7%15.2358.1%5.7%
40Δ16.2252.2%6.0%15.4257.3%5.1%
45Δ16.0352.1%5.3%15.6056.4%4.6%
50Δ15.8552.1%4.7%15.7955.6%4.1%
55Δ15.6752.1%4.0%15.9754.8%3.5%
60Δ15.4952.0%3.3%16.1654.0%3.0%
65Δ15.3152.0%2.6%16.3553.2%2.5%
70Δ15.1351.9%1.9%16.5352.3%1.9%
75Δ14.8254.2%1.4%16.7251.5%1.4%
80Δ14.2061.7%1.1%16.9050.7%0.9%

20Δ

Calls
Pseudo strike
16.94
IV
52.3%
B/E move
8.7%
Puts
Pseudo strike
13.69
IV
94.4%
B/E move
14.3%

25Δ

Calls
Pseudo strike
16.76
IV
52.3%
B/E move
8.0%
Puts
Pseudo strike
14.44
IV
74.2%
B/E move
9.7%

30Δ

Calls
Pseudo strike
16.58
IV
52.2%
B/E move
7.4%
Puts
Pseudo strike
15.05
IV
58.9%
B/E move
6.2%

35Δ

Calls
Pseudo strike
16.40
IV
52.2%
B/E move
6.7%
Puts
Pseudo strike
15.23
IV
58.1%
B/E move
5.7%

40Δ

Calls
Pseudo strike
16.22
IV
52.2%
B/E move
6.0%
Puts
Pseudo strike
15.42
IV
57.3%
B/E move
5.1%

45Δ

Calls
Pseudo strike
16.03
IV
52.1%
B/E move
5.3%
Puts
Pseudo strike
15.60
IV
56.4%
B/E move
4.6%

50Δ

Calls
Pseudo strike
15.85
IV
52.1%
B/E move
4.7%
Puts
Pseudo strike
15.79
IV
55.6%
B/E move
4.1%

55Δ

Calls
Pseudo strike
15.67
IV
52.1%
B/E move
4.0%
Puts
Pseudo strike
15.97
IV
54.8%
B/E move
3.5%

60Δ

Calls
Pseudo strike
15.49
IV
52.0%
B/E move
3.3%
Puts
Pseudo strike
16.16
IV
54.0%
B/E move
3.0%

65Δ

Calls
Pseudo strike
15.31
IV
52.0%
B/E move
2.6%
Puts
Pseudo strike
16.35
IV
53.2%
B/E move
2.5%

70Δ

Calls
Pseudo strike
15.13
IV
51.9%
B/E move
1.9%
Puts
Pseudo strike
16.53
IV
52.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
14.82
IV
54.2%
B/E move
1.4%
Puts
Pseudo strike
16.72
IV
51.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
14.20
IV
61.7%
B/E move
1.1%
Puts
Pseudo strike
16.90
IV
50.7%
B/E move
0.9%

Options history

IV · four-Friday blend47.82%
Daily EOD
HAPN46.8%54.5%62.2%2026-10-19: 57.61%2026-10-20: 57.57%2026-10-21: 57.16%2026-10-22: 57.59%2026-10-23: 60.67%2026-10-26: 60.51%2026-10-27: 61.17%2026-10-28: 59.77%2026-10-30: 47.82%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.61%
57.57%
57.16%
57.59%
60.67%
60.51%
61.17%
59.77%
47.82%