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Health Catalyst, Inc Common Stock HCAT

HEALTHCARE · HEALTH INFORMATION SERVICES
i

Market dataready · fetched 2026-11-12T00:56:57.777Z

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 · 2026-11-11T22:40:56.427387406Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:56:57.366455+00:00

Share price$1.40
1D-2.1%
AH$1.40$1.41$1.43$1.45$1.465:30 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$0.01$1.14$2.27$3.40$4.53$0.46$0.79$1.12$1.45$1.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HCAT spot · $1.40HCAT PRICE$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.39$0.42$0.44$0.46$0.13$0.17$0.22$0.26$0.31$0.37$0.92$1.47$2.01$2.56$3.11$3.65$4.20
PutsExpensive3.54×
Calls——
Skew——
Implied moveBearish±$1.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.01385.9%37.1%
25Δ7.13800.0%436.1%1.11375.8%33.2%
30Δ6.00800.0%355.4%1.21365.6%29.3%
35Δ4.92795.1%277.9%1.31355.4%25.4%
40Δ4.18753.0%225.5%1.41345.2%21.6%
45Δ3.45710.9%173.2%1.52336.0%17.8%
50Δ2.72668.8%120.8%2.09348.6%16.1%
55Δ1.99625.0%69.0%2.66361.3%14.4%
60Δ1.59507.6%40.5%3.24374.0%12.7%
65Δ1.41448.8%28.9%3.81386.6%11.0%
70Δ1.30407.4%22.4%4.38399.3%9.3%
75Δ1.18365.9%15.9%4.95411.9%7.6%
80Δ1.07324.5%9.4%5.52424.6%5.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.01
IV
385.9%
B/E move
37.1%

25Δ

Calls
Pseudo strike
7.13
IV
800.0%
B/E move
436.1%
Puts
Pseudo strike
1.11
IV
375.8%
B/E move
33.2%

30Δ

Calls
Pseudo strike
6.00
IV
800.0%
B/E move
355.4%
Puts
Pseudo strike
1.21
IV
365.6%
B/E move
29.3%

35Δ

Calls
Pseudo strike
4.92
IV
795.1%
B/E move
277.9%
Puts
Pseudo strike
1.31
IV
355.4%
B/E move
25.4%

40Δ

Calls
Pseudo strike
4.18
IV
753.0%
B/E move
225.5%
Puts
Pseudo strike
1.41
IV
345.2%
B/E move
21.6%

45Δ

Calls
Pseudo strike
3.45
IV
710.9%
B/E move
173.2%
Puts
Pseudo strike
1.52
IV
336.0%
B/E move
17.8%

50Δ

Calls
Pseudo strike
2.72
IV
668.8%
B/E move
120.8%
Puts
Pseudo strike
2.09
IV
348.6%
B/E move
16.1%

55Δ

Calls
Pseudo strike
1.99
IV
625.0%
B/E move
69.0%
Puts
Pseudo strike
2.66
IV
361.3%
B/E move
14.4%

60Δ

Calls
Pseudo strike
1.59
IV
507.6%
B/E move
40.5%
Puts
Pseudo strike
3.24
IV
374.0%
B/E move
12.7%

65Δ

Calls
Pseudo strike
1.41
IV
448.8%
B/E move
28.9%
Puts
Pseudo strike
3.81
IV
386.6%
B/E move
11.0%

70Δ

Calls
Pseudo strike
1.30
IV
407.4%
B/E move
22.4%
Puts
Pseudo strike
4.38
IV
399.3%
B/E move
9.3%

75Δ

Calls
Pseudo strike
1.18
IV
365.9%
B/E move
15.9%
Puts
Pseudo strike
4.95
IV
411.9%
B/E move
7.6%

80Δ

Calls
Pseudo strike
1.07
IV
324.5%
B/E move
9.4%
Puts
Pseudo strike
5.52
IV
424.6%
B/E move
5.9%

Options history

IV · four-Friday blend183.11%
Daily close
HCAT142.0%220.4%298.8%2026-09-03: 186.99%2026-09-04: 202.60%2026-09-09: 165.47%2026-09-10: 223.79%2026-09-11: 223.86%2026-09-14: 231.86%2026-09-16: 288.00%2026-09-18: 158.71%2026-09-21: 167.90%2026-09-22: 169.00%2026-09-23: 180.94%2026-09-24: 180.39%2026-09-25: 162.47%2026-09-28: 169.39%2026-09-29: 176.58%2026-09-30: 176.10%2026-10-01: 204.04%2026-10-02: 216.46%2026-10-05: 216.54%2026-10-06: 211.04%2026-10-07: 221.34%2026-10-08: 202.98%2026-10-09: 205.72%2026-10-12: 238.38%2026-10-13: 274.98%2026-10-14: 283.76%2026-10-16: 165.31%2026-10-19: 166.30%2026-10-20: 174.52%2026-10-21: 171.39%2026-10-22: 171.41%2026-10-23: 167.69%2026-10-28: 152.79%2026-10-29: 180.71%2026-10-30: 183.11%Sep 3Oct 2Oct 30
35 observations2026-09-03 — 2026-10-30
Table
DateIV (%)
186.99%
202.60%
165.47%
223.79%
223.86%
231.86%
288.00%
158.71%
167.90%
169.00%
180.94%
180.39%
162.47%
169.39%
176.58%
176.10%
204.04%
216.46%
216.54%
211.04%
221.34%
202.98%
205.72%
238.38%
274.98%
283.76%
165.31%
166.30%
174.52%
171.39%
171.41%
167.69%
152.79%
180.71%
183.11%