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HA Sustainable Infrastructure Capital, Inc. HASI

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Market datapartial · fetched 2026-10-22T23:22:25.490Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.002465312Z

FundamentalsAlpha Vantage · unavailable

Share price$36.54
1D+0.4%
AH$36.02$36.17$36.32$36.46$36.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHASI
Sold putSold callAH

HA Sustainable Infrastructure Capital, Inc. options

Live interpolated HASI call and put midpoint premiums by absolute delta.HA Sustainable Infrastructure Capital, Inc.$0.18$2.01$3.84$5.68$7.51$30.72$33.49$36.27$39.05$41.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HASI spot · $36.54HASI PRICE$0.38$0.54$0.71$0.87$1.03$1.19$1.36$1.52$1.68$1.85$2.01$2.49$3.78$0.60$0.75$0.90$1.13$1.46$1.78$2.11$2.43$2.75$3.08$3.40$3.73$6.98
PutsCheap0.93×
CallsCheap0.77×
SkewBearish+11.33 pp
Implied moveBearish±$3.46
TiltBearish23.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.9834.5%10.5%32.3050.1%13.2%
25Δ39.5233.9%9.6%33.3746.7%10.7%
30Δ39.0533.2%8.8%34.4543.4%8.2%
35Δ38.5932.6%8.0%35.2841.5%6.6%
40Δ38.1232.0%7.2%35.8441.2%5.9%
45Δ37.6631.3%6.3%36.4041.0%5.3%
50Δ37.1930.7%5.5%36.9740.7%4.6%
55Δ36.7330.1%4.7%37.5340.4%3.9%
60Δ36.2629.4%3.8%38.0940.1%3.3%
65Δ35.8028.8%3.0%38.6639.8%2.6%
70Δ35.3328.1%2.2%39.2239.6%2.0%
75Δ34.6129.7%1.5%39.7939.3%1.3%
80Δ33.2536.8%1.3%43.1354.7%1.1%

20Δ

Calls
Pseudo strike
39.98
IV
34.5%
B/E move
10.5%
Puts
Pseudo strike
32.30
IV
50.1%
B/E move
13.2%

25Δ

Calls
Pseudo strike
39.52
IV
33.9%
B/E move
9.6%
Puts
Pseudo strike
33.37
IV
46.7%
B/E move
10.7%

30Δ

Calls
Pseudo strike
39.05
IV
33.2%
B/E move
8.8%
Puts
Pseudo strike
34.45
IV
43.4%
B/E move
8.2%

35Δ

Calls
Pseudo strike
38.59
IV
32.6%
B/E move
8.0%
Puts
Pseudo strike
35.28
IV
41.5%
B/E move
6.6%

40Δ

Calls
Pseudo strike
38.12
IV
32.0%
B/E move
7.2%
Puts
Pseudo strike
35.84
IV
41.2%
B/E move
5.9%

45Δ

Calls
Pseudo strike
37.66
IV
31.3%
B/E move
6.3%
Puts
Pseudo strike
36.40
IV
41.0%
B/E move
5.3%

50Δ

Calls
Pseudo strike
37.19
IV
30.7%
B/E move
5.5%
Puts
Pseudo strike
36.97
IV
40.7%
B/E move
4.6%

55Δ

Calls
Pseudo strike
36.73
IV
30.1%
B/E move
4.7%
Puts
Pseudo strike
37.53
IV
40.4%
B/E move
3.9%

60Δ

Calls
Pseudo strike
36.26
IV
29.4%
B/E move
3.8%
Puts
Pseudo strike
38.09
IV
40.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
35.80
IV
28.8%
B/E move
3.0%
Puts
Pseudo strike
38.66
IV
39.8%
B/E move
2.6%

70Δ

Calls
Pseudo strike
35.33
IV
28.1%
B/E move
2.2%
Puts
Pseudo strike
39.22
IV
39.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
34.61
IV
29.7%
B/E move
1.5%
Puts
Pseudo strike
39.79
IV
39.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
33.25
IV
36.8%
B/E move
1.3%
Puts
Pseudo strike
43.13
IV
54.7%
B/E move
1.1%

Options history

No recorded observations