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Health Catalyst, Inc Common Stock HCAT

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Market datapartial · fetched 2026-10-22T23:20:16.473Z

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 · 2026-10-22T23:12:19.721325066Z

FundamentalsAlpha Vantage · unavailable

Share price$1.77
1D-0.6%
AH$1.71$1.72$1.74$1.76$1.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHCAT
Sold putSold callAH

Health Catalyst, Inc Common Stock options

Live interpolated HCAT call and put midpoint premiums by absolute delta.Health Catalyst, Inc Common Stock$0.09$0.22$0.35$0.49$0.62$0.93$1.53$2.14$2.74$3.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HCAT spot · $1.77HCAT PRICE$0.11$0.20$0.30$0.38$0.38$0.38$0.38$0.39$0.40$0.42$0.47$0.58$0.21$0.10$0.14$0.19$0.23$0.27$0.31$0.35$0.40$0.44$0.48$0.53$0.57
PutsExpensive1.97×
CallsExpensive3.89×
SkewBullish-147.91 pp
Implied moveBullish±$0.69
TiltBalanced1.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.29273.2%39.0%
25Δ3.06175.4%79.3%1.50115.1%20.8%
30Δ4.62294.5%172.5%1.58115.6%18.9%
35Δ6.18413.7%265.8%1.66116.0%16.9%
40Δ7.25501.7%330.5%1.73116.4%15.0%
45Δ5.57415.0%235.8%1.81116.9%13.1%
50Δ3.89328.4%141.0%1.88117.3%11.1%
55Δ2.21241.7%46.3%1.96117.8%9.2%
60Δ1.88209.5%27.8%2.03114.5%7.7%
65Δ1.73185.2%20.5%2.09107.2%6.6%
70Δ1.59160.9%13.3%2.1699.9%5.5%
75Δ1.45150.8%8.2%2.2292.6%4.5%
80Δ1.31163.7%6.6%2.2885.3%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.29
IV
273.2%
B/E move
39.0%

25Δ

Calls
Pseudo strike
3.06
IV
175.4%
B/E move
79.3%
Puts
Pseudo strike
1.50
IV
115.1%
B/E move
20.8%

30Δ

Calls
Pseudo strike
4.62
IV
294.5%
B/E move
172.5%
Puts
Pseudo strike
1.58
IV
115.6%
B/E move
18.9%

35Δ

Calls
Pseudo strike
6.18
IV
413.7%
B/E move
265.8%
Puts
Pseudo strike
1.66
IV
116.0%
B/E move
16.9%

40Δ

Calls
Pseudo strike
7.25
IV
501.7%
B/E move
330.5%
Puts
Pseudo strike
1.73
IV
116.4%
B/E move
15.0%

45Δ

Calls
Pseudo strike
5.57
IV
415.0%
B/E move
235.8%
Puts
Pseudo strike
1.81
IV
116.9%
B/E move
13.1%

50Δ

Calls
Pseudo strike
3.89
IV
328.4%
B/E move
141.0%
Puts
Pseudo strike
1.88
IV
117.3%
B/E move
11.1%

55Δ

Calls
Pseudo strike
2.21
IV
241.7%
B/E move
46.3%
Puts
Pseudo strike
1.96
IV
117.8%
B/E move
9.2%

60Δ

Calls
Pseudo strike
1.88
IV
209.5%
B/E move
27.8%
Puts
Pseudo strike
2.03
IV
114.5%
B/E move
7.7%

65Δ

Calls
Pseudo strike
1.73
IV
185.2%
B/E move
20.5%
Puts
Pseudo strike
2.09
IV
107.2%
B/E move
6.6%

70Δ

Calls
Pseudo strike
1.59
IV
160.9%
B/E move
13.3%
Puts
Pseudo strike
2.16
IV
99.9%
B/E move
5.5%

75Δ

Calls
Pseudo strike
1.45
IV
150.8%
B/E move
8.2%
Puts
Pseudo strike
2.22
IV
92.6%
B/E move
4.5%

80Δ

Calls
Pseudo strike
1.31
IV
163.7%
B/E move
6.6%
Puts
Pseudo strike
2.28
IV
85.3%
B/E move
3.4%

Options history

No recorded observations