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Health Catalyst, Inc Common Stock HCAT

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Market datapartial · fetched 2026-10-22T16:40:44.455Z

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 · 2026-10-22T16:39:28.676367258Z

FundamentalsAlpha Vantage · unavailable

Share price$1.76
1D+0.3%
$1.71$1.72$1.74$1.76$1.785:30 AM6:30 AM9:00 AM1:00 PMHCAT
Sold putSold call

Health Catalyst, Inc Common Stock options

Live interpolated HCAT call and put midpoint premiums by absolute delta.Health Catalyst, Inc Common Stock$0.10$0.23$0.37$0.51$0.64$0.69$1.36$2.03$2.70$3.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HCAT spot · $1.75HCAT PRICE$0.11$0.20$0.29$0.38$0.38$0.38$0.38$0.39$0.40$0.42$0.49$0.60$0.27$0.19$0.17$0.20$0.24$0.27$0.31$0.34
PutsExpensive2.61×
CallsExpensive3.99×
SkewBullish-110.13 pp
Implied moveBullish±$0.68
TiltBullish37.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.23329.7%45.1%
25Δ3.09178.7%82.2%1.41204.3%30.3%
30Δ4.62295.5%174.7%1.54140.6%21.8%
35Δ6.15412.3%267.1%1.62135.9%19.4%
40Δ7.30505.2%337.3%1.70131.2%16.9%
45Δ5.59417.6%239.9%1.77126.5%14.5%
50Δ3.88330.0%142.4%1.85121.8%12.0%
55Δ2.17242.5%45.0%1.93117.1%9.6%
60Δ1.86211.8%28.4%
65Δ1.71187.4%20.7%
70Δ1.56163.0%13.0%
75Δ1.42161.3%8.8%
80Δ1.28176.8%7.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.23
IV
329.7%
B/E move
45.1%

25Δ

Calls
Pseudo strike
3.09
IV
178.7%
B/E move
82.2%
Puts
Pseudo strike
1.41
IV
204.3%
B/E move
30.3%

30Δ

Calls
Pseudo strike
4.62
IV
295.5%
B/E move
174.7%
Puts
Pseudo strike
1.54
IV
140.6%
B/E move
21.8%

35Δ

Calls
Pseudo strike
6.15
IV
412.3%
B/E move
267.1%
Puts
Pseudo strike
1.62
IV
135.9%
B/E move
19.4%

40Δ

Calls
Pseudo strike
7.30
IV
505.2%
B/E move
337.3%
Puts
Pseudo strike
1.70
IV
131.2%
B/E move
16.9%

45Δ

Calls
Pseudo strike
5.59
IV
417.6%
B/E move
239.9%
Puts
Pseudo strike
1.77
IV
126.5%
B/E move
14.5%

50Δ

Calls
Pseudo strike
3.88
IV
330.0%
B/E move
142.4%
Puts
Pseudo strike
1.85
IV
121.8%
B/E move
12.0%

55Δ

Calls
Pseudo strike
2.17
IV
242.5%
B/E move
45.0%
Puts
Pseudo strike
1.93
IV
117.1%
B/E move
9.6%

60Δ

Calls
Pseudo strike
1.86
IV
211.8%
B/E move
28.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.71
IV
187.4%
B/E move
20.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.56
IV
163.0%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.42
IV
161.3%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.28
IV
176.8%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations