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Helen of Troy Limited Common Stock HELE

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Market dataready · fetched 2026-11-12T02:34:26.885Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T21:00:02.481722334Z

FundamentalsSEC EDGAR · ready · as of 2026-08-31 · fetched 2026-11-12T02:34:26.005089+00:00

Share price$37.99
1D+0.5%
AH$37.30$37.60$37.90$38.21$38.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHELE
Sold putSold callAH

Helen of Troy Limited Common Stock options

Live interpolated HELE call and put midpoint premiums by absolute delta.Helen of Troy Limited Common Stock$0.79$2.10$3.40$4.71$6.01$21.73$29.50$37.27$45.04$52.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive HELE spot · $37.98HELE PRICE$0.93$1.36$1.78$2.20$2.62$3.05$3.47$3.89$4.54$5.63$0.93$1.21$1.47$1.67$1.87$2.07$2.28$2.48$2.68
Puts——
Calls——
Skew——
Implied moveBalanced±$4.48
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.8259.1%16.1%
25Δ34.0459.0%13.6%
30Δ35.1558.2%11.3%
35Δ39.7731.8%7.2%35.8654.9%10.0%
40Δ39.1534.1%6.6%36.5751.7%8.7%
45Δ38.5236.4%6.1%37.2848.4%7.3%
50Δ37.9038.7%5.6%37.9945.1%6.0%
55Δ37.2841.0%5.1%38.7041.8%4.6%
60Δ36.6643.3%4.5%39.4138.5%3.3%
65Δ36.0445.6%4.0%
70Δ35.4247.9%3.5%
75Δ34.5650.0%2.9%
80Δ33.2551.8%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.82
IV
59.1%
B/E move
16.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.04
IV
59.0%
B/E move
13.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.15
IV
58.2%
B/E move
11.3%

35Δ

Calls
Pseudo strike
39.77
IV
31.8%
B/E move
7.2%
Puts
Pseudo strike
35.86
IV
54.9%
B/E move
10.0%

40Δ

Calls
Pseudo strike
39.15
IV
34.1%
B/E move
6.6%
Puts
Pseudo strike
36.57
IV
51.7%
B/E move
8.7%

45Δ

Calls
Pseudo strike
38.52
IV
36.4%
B/E move
6.1%
Puts
Pseudo strike
37.28
IV
48.4%
B/E move
7.3%

50Δ

Calls
Pseudo strike
37.90
IV
38.7%
B/E move
5.6%
Puts
Pseudo strike
37.99
IV
45.1%
B/E move
6.0%

55Δ

Calls
Pseudo strike
37.28
IV
41.0%
B/E move
5.1%
Puts
Pseudo strike
38.70
IV
41.8%
B/E move
4.6%

60Δ

Calls
Pseudo strike
36.66
IV
43.3%
B/E move
4.5%
Puts
Pseudo strike
39.41
IV
38.5%
B/E move
3.3%

65Δ

Calls
Pseudo strike
36.04
IV
45.6%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
35.42
IV
47.9%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
34.56
IV
50.0%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
33.25
IV
51.8%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend64.27%
Daily EOD
HELE60.2%63.3%66.4%2026-10-19: 64.09%2026-10-20: 62.31%2026-10-21: 63.80%2026-10-22: 65.70%2026-10-23: 63.74%2026-10-26: 66.00%2026-10-27: 64.68%2026-10-28: 63.38%2026-10-29: 60.61%2026-10-30: 64.27%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
64.09%
62.31%
63.80%
65.70%
63.74%
66.00%
64.68%
63.38%
60.61%
64.27%