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Hawaiian Electric Industries, Inc. HE

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Market datapartial · fetched 2026-10-22T22:58:53.292Z

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 · 2026-10-22T22:30:00.002178267Z

FundamentalsAlpha Vantage · unavailable

Share price$8.75
1D+2.4%
AH$8.62$8.71$8.79$8.87$8.965:30 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.$0.13$0.42$0.71$1.00$1.29$6.10$7.15$8.19$9.24$10.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HE spot · $8.75HE PRICE$0.17$0.25$0.34$0.43$0.51$0.60$0.69$0.77$0.86$0.95$1.03$1.12$1.21$0.31$0.37$0.44$0.50$0.57$0.64$0.70$0.77$0.84$0.90$0.97$1.03$1.10
PutsExpensive2.11×
CallsExpensive1.07×
SkewBearish+45.38 pp
Implied moveBalanced±$1.39
TiltBalanced1.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.8242.5%14.2%5.80133.7%37.2%
25Δ9.6543.1%13.2%6.10126.6%34.6%
30Δ9.4843.6%12.2%6.39119.5%32.0%
35Δ9.3144.2%11.3%6.68112.5%29.4%
40Δ9.1444.8%10.3%6.98105.4%26.8%
45Δ8.9745.3%9.4%7.2798.3%24.2%
50Δ8.8045.9%8.4%7.5791.3%21.5%
55Δ8.6346.4%7.5%7.8684.2%18.9%
60Δ8.4647.0%6.5%8.1677.1%16.3%
65Δ8.2947.6%5.6%8.4570.1%13.7%
70Δ8.1248.1%4.6%8.7463.0%11.1%
75Δ7.9548.7%3.7%9.0455.9%8.5%
80Δ7.7849.3%2.7%9.3348.9%5.9%

20Δ

Calls
Pseudo strike
9.82
IV
42.5%
B/E move
14.2%
Puts
Pseudo strike
5.80
IV
133.7%
B/E move
37.2%

25Δ

Calls
Pseudo strike
9.65
IV
43.1%
B/E move
13.2%
Puts
Pseudo strike
6.10
IV
126.6%
B/E move
34.6%

30Δ

Calls
Pseudo strike
9.48
IV
43.6%
B/E move
12.2%
Puts
Pseudo strike
6.39
IV
119.5%
B/E move
32.0%

35Δ

Calls
Pseudo strike
9.31
IV
44.2%
B/E move
11.3%
Puts
Pseudo strike
6.68
IV
112.5%
B/E move
29.4%

40Δ

Calls
Pseudo strike
9.14
IV
44.8%
B/E move
10.3%
Puts
Pseudo strike
6.98
IV
105.4%
B/E move
26.8%

45Δ

Calls
Pseudo strike
8.97
IV
45.3%
B/E move
9.4%
Puts
Pseudo strike
7.27
IV
98.3%
B/E move
24.2%

50Δ

Calls
Pseudo strike
8.80
IV
45.9%
B/E move
8.4%
Puts
Pseudo strike
7.57
IV
91.3%
B/E move
21.5%

55Δ

Calls
Pseudo strike
8.63
IV
46.4%
B/E move
7.5%
Puts
Pseudo strike
7.86
IV
84.2%
B/E move
18.9%

60Δ

Calls
Pseudo strike
8.46
IV
47.0%
B/E move
6.5%
Puts
Pseudo strike
8.16
IV
77.1%
B/E move
16.3%

65Δ

Calls
Pseudo strike
8.29
IV
47.6%
B/E move
5.6%
Puts
Pseudo strike
8.45
IV
70.1%
B/E move
13.7%

70Δ

Calls
Pseudo strike
8.12
IV
48.1%
B/E move
4.6%
Puts
Pseudo strike
8.74
IV
63.0%
B/E move
11.1%

75Δ

Calls
Pseudo strike
7.95
IV
48.7%
B/E move
3.7%
Puts
Pseudo strike
9.04
IV
55.9%
B/E move
8.5%

80Δ

Calls
Pseudo strike
7.78
IV
49.3%
B/E move
2.7%
Puts
Pseudo strike
9.33
IV
48.9%
B/E move
5.9%

Options history

No recorded observations