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Health Catalyst, Inc Common Stock HCAT

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Market datapartial · fetched 2026-10-22T21:09:47.122Z

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 · 2026-10-22T20:00:00.540461355Z

FundamentalsAlpha Vantage · unavailable

Share price$1.74
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$0.10$0.24$0.38$0.52$0.67$0.84$1.47$2.10$2.72$3.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HCAT spot · $1.74HCAT PRICE$0.11$0.20$0.29$0.38$0.38$0.38$0.38$0.39$0.41$0.42$0.51$0.63$0.23$0.12$0.13$0.17$0.21$0.25$0.29$0.33$0.36
PutsExpensive2.15×
CallsExpensive4.06×
SkewBullish-145.64 pp
Implied moveBullish±$0.66
TiltBullish36.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.26295.3%41.1%
25Δ3.11183.3%85.1%1.46139.7%23.0%
30Δ4.61298.8%176.8%1.56109.9%18.1%
35Δ6.12414.2%268.5%1.63109.7%16.2%
40Δ7.36512.9%344.3%1.70109.5%14.4%
45Δ5.61423.7%244.2%1.77109.3%12.6%
50Δ3.87334.5%144.0%1.84109.0%10.8%
55Δ2.13245.4%43.8%1.91108.8%9.0%
60Δ1.85215.6%29.0%1.98108.6%7.1%
65Δ1.70190.5%20.9%
70Δ1.54165.5%12.7%
75Δ1.39172.4%9.4%
80Δ1.25190.6%7.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.26
IV
295.3%
B/E move
41.1%

25Δ

Calls
Pseudo strike
3.11
IV
183.3%
B/E move
85.1%
Puts
Pseudo strike
1.46
IV
139.7%
B/E move
23.0%

30Δ

Calls
Pseudo strike
4.61
IV
298.8%
B/E move
176.8%
Puts
Pseudo strike
1.56
IV
109.9%
B/E move
18.1%

35Δ

Calls
Pseudo strike
6.12
IV
414.2%
B/E move
268.5%
Puts
Pseudo strike
1.63
IV
109.7%
B/E move
16.2%

40Δ

Calls
Pseudo strike
7.36
IV
512.9%
B/E move
344.3%
Puts
Pseudo strike
1.70
IV
109.5%
B/E move
14.4%

45Δ

Calls
Pseudo strike
5.61
IV
423.7%
B/E move
244.2%
Puts
Pseudo strike
1.77
IV
109.3%
B/E move
12.6%

50Δ

Calls
Pseudo strike
3.87
IV
334.5%
B/E move
144.0%
Puts
Pseudo strike
1.84
IV
109.0%
B/E move
10.8%

55Δ

Calls
Pseudo strike
2.13
IV
245.4%
B/E move
43.8%
Puts
Pseudo strike
1.91
IV
108.8%
B/E move
9.0%

60Δ

Calls
Pseudo strike
1.85
IV
215.6%
B/E move
29.0%
Puts
Pseudo strike
1.98
IV
108.6%
B/E move
7.1%

65Δ

Calls
Pseudo strike
1.70
IV
190.5%
B/E move
20.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.54
IV
165.5%
B/E move
12.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.39
IV
172.4%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.25
IV
190.6%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations