IntraAlpha
Create free account Start free

HCA Healthcare, Inc. HCA

i

Market dataready · fetched 2026-11-11T14:49:18.955Z

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 · 2026-11-11T14:49:13.628647351Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:49:18.152021+00:00

Share price$499.80
1D-0.5%
$499.65$500.39$501.13$501.87$502.615:30 AM6:30 AM9:00 AM1:00 PMHCA
Sold putSold call

HCA Healthcare, Inc. options

Live interpolated HCA call and put midpoint premiums by absolute delta.HCA Healthcare, Inc.$2.23$8.80$15.38$21.95$28.53$445.32$473.76$502.21$530.65$559.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HCA spot · $499.80HCA PRICE$2.94$3.98$5.03$6.01$7.32$8.81$10.17$11.88$13.81$15.88$18.16$20.65$23.43$2.97$3.95$4.96$6.10$7.40$8.70$10.30$12.43$14.65$16.90$19.18$22.82$26.63
PutsCheap0.60×
CallsCheap0.56×
SkewBullish-1.03 pp
Implied moveBalanced±$20.47
TiltBearish2.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ524.5134.3%5.5%479.6633.1%4.6%
25Δ520.1034.9%4.9%483.9832.8%4.0%
30Δ515.7234.6%4.2%487.9232.2%3.4%
35Δ511.4833.4%3.5%491.5031.9%2.9%
40Δ507.8833.5%3.1%494.7532.1%2.5%
45Δ504.6034.1%2.7%497.9431.6%2.1%
50Δ501.2033.5%2.3%501.1531.7%1.8%
55Δ497.8433.5%2.0%504.4332.8%1.6%
60Δ494.4833.8%1.7%507.8833.3%1.3%
65Δ491.0433.7%1.4%511.3833.3%1.1%
70Δ487.4933.5%1.2%514.8932.8%0.8%
75Δ483.8233.2%0.9%519.4633.8%0.6%
80Δ479.9632.7%0.7%524.2333.9%0.4%

20Δ

Calls
Pseudo strike
524.51
IV
34.3%
B/E move
5.5%
Puts
Pseudo strike
479.66
IV
33.1%
B/E move
4.6%

25Δ

Calls
Pseudo strike
520.10
IV
34.9%
B/E move
4.9%
Puts
Pseudo strike
483.98
IV
32.8%
B/E move
4.0%

30Δ

Calls
Pseudo strike
515.72
IV
34.6%
B/E move
4.2%
Puts
Pseudo strike
487.92
IV
32.2%
B/E move
3.4%

35Δ

Calls
Pseudo strike
511.48
IV
33.4%
B/E move
3.5%
Puts
Pseudo strike
491.50
IV
31.9%
B/E move
2.9%

40Δ

Calls
Pseudo strike
507.88
IV
33.5%
B/E move
3.1%
Puts
Pseudo strike
494.75
IV
32.1%
B/E move
2.5%

45Δ

Calls
Pseudo strike
504.60
IV
34.1%
B/E move
2.7%
Puts
Pseudo strike
497.94
IV
31.6%
B/E move
2.1%

50Δ

Calls
Pseudo strike
501.20
IV
33.5%
B/E move
2.3%
Puts
Pseudo strike
501.15
IV
31.7%
B/E move
1.8%

55Δ

Calls
Pseudo strike
497.84
IV
33.5%
B/E move
2.0%
Puts
Pseudo strike
504.43
IV
32.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
494.48
IV
33.8%
B/E move
1.7%
Puts
Pseudo strike
507.88
IV
33.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
491.04
IV
33.7%
B/E move
1.4%
Puts
Pseudo strike
511.38
IV
33.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
487.49
IV
33.5%
B/E move
1.2%
Puts
Pseudo strike
514.89
IV
32.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
483.82
IV
33.2%
B/E move
0.9%
Puts
Pseudo strike
519.46
IV
33.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
479.96
IV
32.7%
B/E move
0.7%
Puts
Pseudo strike
524.23
IV
33.9%
B/E move
0.4%

Options history

IV · four-Friday blend32.40%
Daily close
HCA28.8%33.6%38.3%2026-08-13: 31.34%2026-08-14: 29.49%2026-08-17: 30.53%2026-08-18: 31.71%2026-08-19: 31.80%2026-08-20: 32.28%2026-08-21: 31.46%2026-08-24: 31.46%2026-08-25: 30.87%2026-08-26: 30.45%2026-08-27: 30.50%2026-08-28: 29.97%2026-08-31: 30.46%2026-09-01: 30.88%2026-09-02: 31.02%2026-09-03: 29.95%2026-09-04: 31.07%2026-09-08: 32.31%2026-09-09: 33.19%2026-09-10: 32.12%2026-09-11: 31.27%2026-09-14: 33.17%2026-09-15: 33.61%2026-09-16: 33.83%2026-09-17: 32.08%2026-09-18: 31.23%2026-09-21: 31.98%2026-09-22: 32.49%2026-09-23: 31.87%2026-09-24: 31.80%2026-09-25: 31.88%2026-09-28: 33.12%2026-09-29: 33.19%2026-09-30: 34.06%2026-10-01: 32.42%2026-10-02: 32.58%2026-10-05: 31.87%2026-10-06: 32.71%2026-10-07: 33.66%2026-10-08: 32.40%2026-10-09: 31.74%2026-10-12: 32.35%2026-10-13: 32.87%2026-10-14: 33.58%2026-10-15: 33.58%2026-10-16: 33.58%2026-10-19: 33.60%2026-10-20: 34.35%2026-10-21: 34.34%2026-10-22: 35.02%2026-10-23: 35.30%2026-10-26: 37.64%2026-10-27: 31.99%2026-10-28: 33.07%2026-10-29: 32.31%2026-10-30: 32.40%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
31.34%
29.49%
30.53%
31.71%
31.80%
32.28%
31.46%
31.46%
30.87%
30.45%
30.50%
29.97%
30.46%
30.88%
31.02%
29.95%
31.07%
32.31%
33.19%
32.12%
31.27%
33.17%
33.61%
33.83%
32.08%
31.23%
31.98%
32.49%
31.87%
31.80%
31.88%
33.12%
33.19%
34.06%
32.42%
32.58%
31.87%
32.71%
33.66%
32.40%
31.74%
32.35%
32.87%
33.58%
33.58%
33.58%
33.60%
34.35%
34.34%
35.02%
35.30%
37.64%
31.99%
33.07%
32.31%
32.40%