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HA Sustainable Infrastructure Capital, Inc. HASI

i

Market dataready · fetched 2026-11-12T02:47:32.625Z

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 · 2026-11-12T00:00:00.002147911Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:47:31.952396+00:00

Share price$39.73
1D+1.9%
AH$38.78$39.09$39.41$39.72$40.035:30 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.$0.40$1.76$3.13$4.49$5.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEHASI PRICE$1.04$0.55$0.71$0.88$1.05$1.22$1.38$1.55$2.15$2.81$3.47$4.14$4.80$5.47
PutsExpensive1.57×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.4558.8%9.6%
25Δ46.58127.4%19.9%37.0358.7%8.6%
30Δ37.6158.7%7.6%
35Δ38.1958.6%6.5%
40Δ38.7658.5%5.5%
45Δ39.3458.5%4.5%
50Δ39.9258.4%3.4%
55Δ40.6961.5%3.0%
60Δ41.5065.2%2.6%
65Δ42.3068.8%2.3%
70Δ43.1172.5%1.9%
75Δ43.9176.2%1.6%
80Δ44.7279.8%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.45
IV
58.8%
B/E move
9.6%

25Δ

Calls
Pseudo strike
46.58
IV
127.4%
B/E move
19.9%
Puts
Pseudo strike
37.03
IV
58.7%
B/E move
8.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.61
IV
58.7%
B/E move
7.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.19
IV
58.6%
B/E move
6.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.76
IV
58.5%
B/E move
5.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.34
IV
58.5%
B/E move
4.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.92
IV
58.4%
B/E move
3.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.69
IV
61.5%
B/E move
3.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.50
IV
65.2%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.30
IV
68.8%
B/E move
2.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.11
IV
72.5%
B/E move
1.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.91
IV
76.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.72
IV
79.8%
B/E move
1.2%

Options history

IV · four-Friday blend39.95%
Daily close
HASI28.0%34.4%40.8%2026-08-21: 30.28%2026-08-24: 29.16%2026-08-25: 28.88%2026-08-26: 33.84%2026-08-31: 32.26%2026-09-02: 30.46%2026-09-03: 30.30%2026-10-16: 33.41%2026-10-21: 33.76%2026-10-23: 36.68%2026-10-26: 37.71%2026-10-28: 35.72%2026-10-30: 39.95%Aug 21Sep 3Oct 30
13 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
30.28%
29.16%
28.88%
33.84%
32.26%
30.46%
30.30%
33.41%
33.76%
36.68%
37.71%
35.72%
39.95%