IntraAlpha
Create free account Start free

Hackett Group Inc (The). Common Stock HCKT

i

Market datapartial · fetched 2026-10-23T00:00:16.308Z

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 · 2026-10-22T20:00:00.302856375Z

FundamentalsAlpha Vantage · unavailable

Share price$12.64
1D+4.7%
AH$12.02$12.19$12.36$12.53$12.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHCKT
Sold putSold callAH

Hackett Group Inc (The). Common Stock options

Live interpolated HCKT call and put midpoint premiums by absolute delta.Hackett Group Inc (The). Common Stock$0.08$3.34$6.59$9.84$13.10$7.29$9.63$11.97$14.30$16.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HCKT spot · $12.64HCKT PRICE$0.43$0.53$0.62$0.70$0.76$0.81$0.87$0.93$1.18$1.53$1.88$2.23$2.58$0.65$0.78$0.91$1.05$1.18$1.55$2.16$2.77$3.38$3.99$4.61$5.22$12.16
PutsExpensive2.46×
CallsExpensive1.46×
SkewBearish+37.98 pp
Implied moveBearish±$3.03
TiltBearish45.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.52129.3%50.0%9.05153.8%33.5%
25Δ16.85116.9%37.5%9.81140.8%28.5%
30Δ15.68107.3%29.0%10.58127.8%23.5%
35Δ14.7898.1%22.5%11.34114.8%18.6%
40Δ14.2589.5%18.8%12.11101.8%13.6%
45Δ13.7380.9%15.1%12.8697.5%10.5%
50Δ13.2072.3%11.4%13.61102.5%9.4%
55Δ12.6863.8%7.7%14.35107.4%8.4%
60Δ12.2164.4%6.0%15.10112.4%7.3%
65Δ11.7769.8%5.3%15.85117.4%6.2%
70Δ11.3475.1%4.6%16.59122.4%5.2%
75Δ10.9080.5%3.9%17.34127.4%4.1%
80Δ10.4685.9%3.2%24.26201.5%4.2%

20Δ

Calls
Pseudo strike
18.52
IV
129.3%
B/E move
50.0%
Puts
Pseudo strike
9.05
IV
153.8%
B/E move
33.5%

25Δ

Calls
Pseudo strike
16.85
IV
116.9%
B/E move
37.5%
Puts
Pseudo strike
9.81
IV
140.8%
B/E move
28.5%

30Δ

Calls
Pseudo strike
15.68
IV
107.3%
B/E move
29.0%
Puts
Pseudo strike
10.58
IV
127.8%
B/E move
23.5%

35Δ

Calls
Pseudo strike
14.78
IV
98.1%
B/E move
22.5%
Puts
Pseudo strike
11.34
IV
114.8%
B/E move
18.6%

40Δ

Calls
Pseudo strike
14.25
IV
89.5%
B/E move
18.8%
Puts
Pseudo strike
12.11
IV
101.8%
B/E move
13.6%

45Δ

Calls
Pseudo strike
13.73
IV
80.9%
B/E move
15.1%
Puts
Pseudo strike
12.86
IV
97.5%
B/E move
10.5%

50Δ

Calls
Pseudo strike
13.20
IV
72.3%
B/E move
11.4%
Puts
Pseudo strike
13.61
IV
102.5%
B/E move
9.4%

55Δ

Calls
Pseudo strike
12.68
IV
63.8%
B/E move
7.7%
Puts
Pseudo strike
14.35
IV
107.4%
B/E move
8.4%

60Δ

Calls
Pseudo strike
12.21
IV
64.4%
B/E move
6.0%
Puts
Pseudo strike
15.10
IV
112.4%
B/E move
7.3%

65Δ

Calls
Pseudo strike
11.77
IV
69.8%
B/E move
5.3%
Puts
Pseudo strike
15.85
IV
117.4%
B/E move
6.2%

70Δ

Calls
Pseudo strike
11.34
IV
75.1%
B/E move
4.6%
Puts
Pseudo strike
16.59
IV
122.4%
B/E move
5.2%

75Δ

Calls
Pseudo strike
10.90
IV
80.5%
B/E move
3.9%
Puts
Pseudo strike
17.34
IV
127.4%
B/E move
4.1%

80Δ

Calls
Pseudo strike
10.46
IV
85.9%
B/E move
3.2%
Puts
Pseudo strike
24.26
IV
201.5%
B/E move
4.2%

Options history

No recorded observations