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Hawaiian Electric Industries, Inc. HE

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-12T02:15:44.217Z

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 · 2026-11-12T00:58:37.095233043Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:15:43.888810+00:00

Share price$8.94
1D-0.3%
AH$8.85$8.91$8.98$9.04$9.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHE
Sold putSold callAH

Hawaiian Electric Industries, Inc. options

Live interpolated HE call and put midpoint premiums by absolute delta.Hawaiian Electric Industries, Inc.$0.06$0.27$0.47$0.67$0.87$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEHE PRICE$0.13$0.14$0.15$0.16$0.16$0.17$0.09$0.11$0.13$0.15$0.17$0.19$0.21$0.27$0.38$0.49$0.60$0.71$0.82
PutsCheap0.64×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.72108.3%21.4%7.9662.1%11.9%
25Δ10.4094.8%17.9%8.1258.1%10.4%
30Δ10.0881.4%14.4%8.2754.0%8.9%
35Δ9.7667.9%11.0%8.4350.0%7.4%
40Δ9.4554.5%7.5%8.5945.9%5.8%
45Δ9.1341.0%4.0%8.7541.8%4.3%
50Δ8.9137.8%2.8%
55Δ9.0536.0%1.8%
60Δ9.1837.8%1.5%
65Δ9.3139.6%1.3%
70Δ9.4441.4%1.1%
75Δ9.5743.2%0.9%
80Δ9.6945.0%0.7%

20Δ

Calls
Pseudo strike
10.72
IV
108.3%
B/E move
21.4%
Puts
Pseudo strike
7.96
IV
62.1%
B/E move
11.9%

25Δ

Calls
Pseudo strike
10.40
IV
94.8%
B/E move
17.9%
Puts
Pseudo strike
8.12
IV
58.1%
B/E move
10.4%

30Δ

Calls
Pseudo strike
10.08
IV
81.4%
B/E move
14.4%
Puts
Pseudo strike
8.27
IV
54.0%
B/E move
8.9%

35Δ

Calls
Pseudo strike
9.76
IV
67.9%
B/E move
11.0%
Puts
Pseudo strike
8.43
IV
50.0%
B/E move
7.4%

40Δ

Calls
Pseudo strike
9.45
IV
54.5%
B/E move
7.5%
Puts
Pseudo strike
8.59
IV
45.9%
B/E move
5.8%

45Δ

Calls
Pseudo strike
9.13
IV
41.0%
B/E move
4.0%
Puts
Pseudo strike
8.75
IV
41.8%
B/E move
4.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.91
IV
37.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.05
IV
36.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.18
IV
37.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.31
IV
39.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.44
IV
41.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.57
IV
43.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.69
IV
45.0%
B/E move
0.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations