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Helen of Troy Limited Common Stock HELE

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Market datapartial · fetched 2026-10-22T19:28:15.250Z

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 · 2026-10-22T19:27:52.680025122Z

FundamentalsAlpha Vantage · unavailable

Share price$28.71
1D-0.3%
$28.30$28.55$28.80$29.04$29.295:30 AM6:30 AM9:00 AM1:00 PMHELE
Sold putSold call

Helen of Troy Limited Common Stock options

Live interpolated HELE call and put midpoint premiums by absolute delta.Helen of Troy Limited Common Stock$0.51$1.85$3.19$4.53$5.87$21.06$25.16$29.26$33.37$37.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HELE spot · $28.71HELE PRICE$0.65$0.83$1.00$1.17$1.34$1.55$1.93$2.32$2.70$3.09$3.47$3.86$4.25$0.89$1.16$1.37$1.58$1.79$1.99$2.20$2.41$2.87$3.53$4.18$4.83$5.49
PutsCheap0.89×
CallsCheap0.75×
SkewBearish+0.38 pp
Implied moveBearish±$4.14
TiltBearish9.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.4681.7%32.7%24.2283.9%18.8%
25Δ35.9077.5%27.9%25.1485.4%16.5%
30Δ34.3573.2%23.1%25.8980.8%14.6%
35Δ32.8069.0%18.3%26.6576.2%12.7%
40Δ31.2564.7%13.5%27.4171.6%10.8%
45Δ29.8761.3%9.4%28.1667.1%8.9%
50Δ29.2061.5%8.4%28.9262.5%6.9%
55Δ28.5361.6%7.5%29.6757.9%5.0%
60Δ27.8661.8%6.5%30.4756.0%3.9%
65Δ27.1962.0%5.5%31.3056.1%3.3%
70Δ26.5262.1%4.5%32.1356.2%2.7%
75Δ25.8562.3%3.5%32.9556.3%2.1%
80Δ25.1862.5%2.5%33.7856.4%1.4%

20Δ

Calls
Pseudo strike
37.46
IV
81.7%
B/E move
32.7%
Puts
Pseudo strike
24.22
IV
83.9%
B/E move
18.8%

25Δ

Calls
Pseudo strike
35.90
IV
77.5%
B/E move
27.9%
Puts
Pseudo strike
25.14
IV
85.4%
B/E move
16.5%

30Δ

Calls
Pseudo strike
34.35
IV
73.2%
B/E move
23.1%
Puts
Pseudo strike
25.89
IV
80.8%
B/E move
14.6%

35Δ

Calls
Pseudo strike
32.80
IV
69.0%
B/E move
18.3%
Puts
Pseudo strike
26.65
IV
76.2%
B/E move
12.7%

40Δ

Calls
Pseudo strike
31.25
IV
64.7%
B/E move
13.5%
Puts
Pseudo strike
27.41
IV
71.6%
B/E move
10.8%

45Δ

Calls
Pseudo strike
29.87
IV
61.3%
B/E move
9.4%
Puts
Pseudo strike
28.16
IV
67.1%
B/E move
8.9%

50Δ

Calls
Pseudo strike
29.20
IV
61.5%
B/E move
8.4%
Puts
Pseudo strike
28.92
IV
62.5%
B/E move
6.9%

55Δ

Calls
Pseudo strike
28.53
IV
61.6%
B/E move
7.5%
Puts
Pseudo strike
29.67
IV
57.9%
B/E move
5.0%

60Δ

Calls
Pseudo strike
27.86
IV
61.8%
B/E move
6.5%
Puts
Pseudo strike
30.47
IV
56.0%
B/E move
3.9%

65Δ

Calls
Pseudo strike
27.19
IV
62.0%
B/E move
5.5%
Puts
Pseudo strike
31.30
IV
56.1%
B/E move
3.3%

70Δ

Calls
Pseudo strike
26.52
IV
62.1%
B/E move
4.5%
Puts
Pseudo strike
32.13
IV
56.2%
B/E move
2.7%

75Δ

Calls
Pseudo strike
25.85
IV
62.3%
B/E move
3.5%
Puts
Pseudo strike
32.95
IV
56.3%
B/E move
2.1%

80Δ

Calls
Pseudo strike
25.18
IV
62.5%
B/E move
2.5%
Puts
Pseudo strike
33.78
IV
56.4%
B/E move
1.4%

Options history

No recorded observations