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Hayward Holdings, Inc. HAYW

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Market datapartial · fetched 2026-10-22T20:54:35.954Z

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 · 2026-10-22T20:10:00.001699037Z

FundamentalsAlpha Vantage · unavailable

Share price$12.71
1D+5.6%
AH$11.99$12.18$12.38$12.57$12.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHAYW
Sold putSold callAH

Hayward Holdings, Inc. options

Live interpolated HAYW call and put midpoint premiums by absolute delta.Hayward Holdings, Inc.$0.00$3.44$6.89$10.33$13.77$8.29$10.02$11.75$13.48$15.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HAYW spot · $12.71HAYW PRICE$0.38$0.38$0.33$0.34$0.34$0.39$0.52$0.64$0.77$0.90$1.02$1.68$0.36$0.41$0.48$0.69$1.14$1.58$2.09$2.63$3.17$3.71$2.51$12.77
PutsExpensive3.01×
CallsExpensive1.50×
SkewBearish+53.76 pp
Implied moveBearish±$2.61
TiltBearish60.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.38108.7%39.7%10.8080.5%17.8%
25Δ15.1978.4%22.5%11.3470.0%14.0%
30Δ13.9552.1%12.3%11.7564.5%11.4%
35Δ13.5944.6%9.6%12.1468.1%9.9%
40Δ13.2437.1%6.9%12.5286.2%10.4%
45Δ12.9432.7%4.9%12.90104.4%11.0%
50Δ12.7634.8%4.5%13.51112.1%10.2%
55Δ12.5836.9%4.0%14.20115.8%9.0%
60Δ12.4039.0%3.6%14.90119.5%7.7%
65Δ12.2241.1%3.2%15.59123.2%6.5%
70Δ12.0443.2%2.8%14.7881.3%3.5%
75Δ11.4264.4%3.1%24.65232.3%6.6%
80Δ

20Δ

Calls
Pseudo strike
17.38
IV
108.7%
B/E move
39.7%
Puts
Pseudo strike
10.80
IV
80.5%
B/E move
17.8%

25Δ

Calls
Pseudo strike
15.19
IV
78.4%
B/E move
22.5%
Puts
Pseudo strike
11.34
IV
70.0%
B/E move
14.0%

30Δ

Calls
Pseudo strike
13.95
IV
52.1%
B/E move
12.3%
Puts
Pseudo strike
11.75
IV
64.5%
B/E move
11.4%

35Δ

Calls
Pseudo strike
13.59
IV
44.6%
B/E move
9.6%
Puts
Pseudo strike
12.14
IV
68.1%
B/E move
9.9%

40Δ

Calls
Pseudo strike
13.24
IV
37.1%
B/E move
6.9%
Puts
Pseudo strike
12.52
IV
86.2%
B/E move
10.4%

45Δ

Calls
Pseudo strike
12.94
IV
32.7%
B/E move
4.9%
Puts
Pseudo strike
12.90
IV
104.4%
B/E move
11.0%

50Δ

Calls
Pseudo strike
12.76
IV
34.8%
B/E move
4.5%
Puts
Pseudo strike
13.51
IV
112.1%
B/E move
10.2%

55Δ

Calls
Pseudo strike
12.58
IV
36.9%
B/E move
4.0%
Puts
Pseudo strike
14.20
IV
115.8%
B/E move
9.0%

60Δ

Calls
Pseudo strike
12.40
IV
39.0%
B/E move
3.6%
Puts
Pseudo strike
14.90
IV
119.5%
B/E move
7.7%

65Δ

Calls
Pseudo strike
12.22
IV
41.1%
B/E move
3.2%
Puts
Pseudo strike
15.59
IV
123.2%
B/E move
6.5%

70Δ

Calls
Pseudo strike
12.04
IV
43.2%
B/E move
2.8%
Puts
Pseudo strike
14.78
IV
81.3%
B/E move
3.5%

75Δ

Calls
Pseudo strike
11.42
IV
64.4%
B/E move
3.1%
Puts
Pseudo strike
24.65
IV
232.3%
B/E move
6.6%

80Δ

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

Options history

No recorded observations