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HCA Healthcare, Inc. HCA

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Market datapartial · fetched 2026-10-22T08:44:21.789Z

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 · 2026-10-21T23:00:00.003166262Z

FundamentalsAlpha Vantage · unavailable

Share price$459.40
1D-1.5%
AH$458$461$463$465$4685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHCA
Sold putSold callAH

HCA Healthcare, Inc. options

Live interpolated HCA call and put midpoint premiums by absolute delta.HCA Healthcare, Inc.$3.65$17.54$31.44$45.33$59.23$396.38$427.80$459.22$490.63$522.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HCA spot · $459.40HCA PRICE$5.15$7.14$8.82$11.04$13.43$16.32$18.45$21.89$25.40$28.84$33.38$38.09$44.42$5.93$7.86$10.39$12.45$15.31$18.21$21.14$25.30$29.12$34.02$39.63$45.83$55.22
PutsExpensive1.29×
CallsExpensive1.19×
SkewBearish+0.28 pp
Implied moveBearish±$39.60
TiltBearish8.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ506.4337.4%11.4%422.8438.8%9.2%
25Δ499.3639.0%10.3%430.8938.4%7.9%
30Δ490.1237.8%8.6%437.3439.6%7.1%
35Δ483.2338.3%7.6%444.5838.4%5.9%
40Δ476.5838.7%6.7%450.9238.9%5.2%
45Δ470.2739.6%5.9%457.2638.7%4.4%
50Δ463.4938.1%4.9%463.4938.2%3.7%
55Δ457.2338.9%4.3%470.0939.0%3.2%
60Δ450.8639.2%3.7%476.5838.7%2.6%
65Δ444.5038.7%3.0%483.7139.0%2.1%
70Δ437.6239.0%2.5%491.4039.3%1.7%
75Δ430.5938.9%2.0%499.6039.3%1.2%
80Δ422.3039.4%1.6%510.6640.5%0.9%

20Δ

Calls
Pseudo strike
506.43
IV
37.4%
B/E move
11.4%
Puts
Pseudo strike
422.84
IV
38.8%
B/E move
9.2%

25Δ

Calls
Pseudo strike
499.36
IV
39.0%
B/E move
10.3%
Puts
Pseudo strike
430.89
IV
38.4%
B/E move
7.9%

30Δ

Calls
Pseudo strike
490.12
IV
37.8%
B/E move
8.6%
Puts
Pseudo strike
437.34
IV
39.6%
B/E move
7.1%

35Δ

Calls
Pseudo strike
483.23
IV
38.3%
B/E move
7.6%
Puts
Pseudo strike
444.58
IV
38.4%
B/E move
5.9%

40Δ

Calls
Pseudo strike
476.58
IV
38.7%
B/E move
6.7%
Puts
Pseudo strike
450.92
IV
38.9%
B/E move
5.2%

45Δ

Calls
Pseudo strike
470.27
IV
39.6%
B/E move
5.9%
Puts
Pseudo strike
457.26
IV
38.7%
B/E move
4.4%

50Δ

Calls
Pseudo strike
463.49
IV
38.1%
B/E move
4.9%
Puts
Pseudo strike
463.49
IV
38.2%
B/E move
3.7%

55Δ

Calls
Pseudo strike
457.23
IV
38.9%
B/E move
4.3%
Puts
Pseudo strike
470.09
IV
39.0%
B/E move
3.2%

60Δ

Calls
Pseudo strike
450.86
IV
39.2%
B/E move
3.7%
Puts
Pseudo strike
476.58
IV
38.7%
B/E move
2.6%

65Δ

Calls
Pseudo strike
444.50
IV
38.7%
B/E move
3.0%
Puts
Pseudo strike
483.71
IV
39.0%
B/E move
2.1%

70Δ

Calls
Pseudo strike
437.62
IV
39.0%
B/E move
2.5%
Puts
Pseudo strike
491.40
IV
39.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
430.59
IV
38.9%
B/E move
2.0%
Puts
Pseudo strike
499.60
IV
39.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
422.30
IV
39.4%
B/E move
1.6%
Puts
Pseudo strike
510.66
IV
40.5%
B/E move
0.9%

Options history

No recorded observations