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Hayward Holdings, Inc. HAYW

i

Market dataready · fetched 2026-11-11T15:57:47.604Z

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 · 2026-11-11T15:57:33.116455333Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-11T15:57:47.079429+00:00

Share price$16.41
1D-0.1%
$16.38$16.43$16.48$16.53$16.585:30 AM6:30 AM9:00 AM1:00 PMHAYW
Sold putSold call

Hayward Holdings, Inc. options

Live interpolated HAYW call and put midpoint premiums by absolute delta.Hayward Holdings, Inc.$0.36$1.18$2.01$2.83$3.66$14.02$15.22$16.43$17.63$18.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive HAYW spot · $16.41HAYW PRICE$0.69$0.76$0.45$0.51$0.58$0.65$0.72$0.87$1.25$1.63$1.94$0.50$0.46$0.53$0.59$0.66$0.73$0.80$3.07$3.42
Puts——
Calls——
Skew——
Implied moveBalanced±$1.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.76153.7%19.2%
25Δ21.49202.9%35.2%
30Δ
35Δ18.30137.5%16.2%
40Δ16.9463.9%6.0%16.0959.1%4.7%
45Δ16.7461.7%5.2%16.2656.7%4.1%
50Δ16.5559.4%4.4%16.4254.3%3.5%
55Δ16.3557.1%3.6%16.5951.9%2.9%
60Δ16.1554.9%2.9%16.7649.5%2.3%
65Δ15.9156.4%2.2%16.9347.1%1.7%
70Δ15.5269.8%2.2%
75Δ15.1383.3%2.1%19.06122.5%2.5%
80Δ14.7586.5%1.8%19.50113.2%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.76
IV
153.7%
B/E move
19.2%

25Δ

Calls
Pseudo strike
21.49
IV
202.9%
B/E move
35.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
18.30
IV
137.5%
B/E move
16.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
16.94
IV
63.9%
B/E move
6.0%
Puts
Pseudo strike
16.09
IV
59.1%
B/E move
4.7%

45Δ

Calls
Pseudo strike
16.74
IV
61.7%
B/E move
5.2%
Puts
Pseudo strike
16.26
IV
56.7%
B/E move
4.1%

50Δ

Calls
Pseudo strike
16.55
IV
59.4%
B/E move
4.4%
Puts
Pseudo strike
16.42
IV
54.3%
B/E move
3.5%

55Δ

Calls
Pseudo strike
16.35
IV
57.1%
B/E move
3.6%
Puts
Pseudo strike
16.59
IV
51.9%
B/E move
2.9%

60Δ

Calls
Pseudo strike
16.15
IV
54.9%
B/E move
2.9%
Puts
Pseudo strike
16.76
IV
49.5%
B/E move
2.3%

65Δ

Calls
Pseudo strike
15.91
IV
56.4%
B/E move
2.2%
Puts
Pseudo strike
16.93
IV
47.1%
B/E move
1.7%

70Δ

Calls
Pseudo strike
15.52
IV
69.8%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
15.13
IV
83.3%
B/E move
2.1%
Puts
Pseudo strike
19.06
IV
122.5%
B/E move
2.5%

80Δ

Calls
Pseudo strike
14.75
IV
86.5%
B/E move
1.8%
Puts
Pseudo strike
19.50
IV
113.2%
B/E move
2.0%

Options history

IV · four-Friday blend43.38%
Daily close
HAYW33.8%59.3%84.7%2026-08-14: 65.20%2026-08-17: 51.23%2026-08-18: 72.40%2026-08-19: 70.08%2026-08-20: 81.18%2026-08-21: 42.48%2026-08-24: 47.41%2026-08-25: 43.95%2026-08-26: 46.89%2026-08-27: 47.71%2026-08-28: 47.75%2026-08-31: 37.33%2026-09-01: 44.07%2026-09-02: 51.73%2026-09-03: 50.72%2026-09-04: 38.35%2026-09-09: 43.90%2026-09-10: 42.23%2026-09-11: 47.35%2026-09-14: 49.72%2026-09-15: 53.54%2026-09-16: 62.31%2026-09-17: 77.94%2026-09-18: 42.01%2026-09-21: 37.41%2026-09-22: 38.24%2026-09-23: 38.97%2026-09-24: 38.86%2026-09-25: 38.15%2026-09-28: 39.51%2026-09-29: 38.86%2026-09-30: 40.61%2026-10-01: 40.49%2026-10-02: 40.01%2026-10-05: 39.21%2026-10-06: 39.83%2026-10-07: 45.44%2026-10-08: 44.75%2026-10-09: 52.70%2026-10-13: 57.06%2026-10-14: 70.05%2026-10-15: 69.58%2026-10-16: 41.48%2026-10-19: 42.07%2026-10-20: 42.90%2026-10-21: 41.28%2026-10-22: 52.19%2026-10-23: 39.54%2026-10-26: 43.59%2026-10-27: 48.44%2026-10-28: 61.57%2026-10-29: 39.01%2026-10-30: 43.38%Aug 14Sep 23Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
65.20%
51.23%
72.40%
70.08%
81.18%
42.48%
47.41%
43.95%
46.89%
47.71%
47.75%
37.33%
44.07%
51.73%
50.72%
38.35%
43.90%
42.23%
47.35%
49.72%
53.54%
62.31%
77.94%
42.01%
37.41%
38.24%
38.97%
38.86%
38.15%
39.51%
38.86%
40.61%
40.49%
40.01%
39.21%
39.83%
45.44%
44.75%
52.70%
57.06%
70.05%
69.58%
41.48%
42.07%
42.90%
41.28%
52.19%
39.54%
43.59%
48.44%
61.57%
39.01%
43.38%