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Helen of Troy Limited Common Stock HELE

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Market datapartial · fetched 2026-10-22T23:28:21.266Z

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 · 2026-10-22T20:00:09.312159353Z

FundamentalsAlpha Vantage · unavailable

Share price$28.96
1D+0.6%
AH$28.30$28.55$28.80$29.04$29.295:30 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$0.42$2.48$4.53$6.59$8.65$21.25$25.39$29.53$33.67$37.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HELE spot · $28.96HELE PRICE$0.64$0.81$0.97$1.13$1.30$1.46$1.88$2.32$2.77$3.21$3.65$4.09$4.53$0.94$1.20$1.42$1.64$1.87$2.09$2.31$2.64$3.48$4.32$5.16$6.00$8.06
PutsFair0.98×
CallsCheap0.74×
SkewBearish+7.77 pp
Implied moveBearish±$4.20
TiltBearish17.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.5880.0%32.0%24.1590.1%19.8%
25Δ36.0975.7%27.4%25.2687.1%16.9%
30Δ34.5971.3%22.8%26.0782.5%14.9%
35Δ33.1066.9%18.2%26.8977.9%12.8%
40Δ31.6162.5%13.6%27.7073.3%10.8%
45Δ30.1258.2%9.0%28.5168.7%8.8%
50Δ29.3659.0%7.9%29.3264.1%6.7%
55Δ28.6660.3%7.0%30.1760.7%4.9%
60Δ27.9761.5%6.1%31.2063.5%4.3%
65Δ27.2762.8%5.2%32.2266.3%3.7%
70Δ26.5864.1%4.4%33.2569.1%3.0%
75Δ25.8865.3%3.5%34.2771.9%2.4%
80Δ25.1966.6%2.6%36.4980.0%1.8%

20Δ

Calls
Pseudo strike
37.58
IV
80.0%
B/E move
32.0%
Puts
Pseudo strike
24.15
IV
90.1%
B/E move
19.8%

25Δ

Calls
Pseudo strike
36.09
IV
75.7%
B/E move
27.4%
Puts
Pseudo strike
25.26
IV
87.1%
B/E move
16.9%

30Δ

Calls
Pseudo strike
34.59
IV
71.3%
B/E move
22.8%
Puts
Pseudo strike
26.07
IV
82.5%
B/E move
14.9%

35Δ

Calls
Pseudo strike
33.10
IV
66.9%
B/E move
18.2%
Puts
Pseudo strike
26.89
IV
77.9%
B/E move
12.8%

40Δ

Calls
Pseudo strike
31.61
IV
62.5%
B/E move
13.6%
Puts
Pseudo strike
27.70
IV
73.3%
B/E move
10.8%

45Δ

Calls
Pseudo strike
30.12
IV
58.2%
B/E move
9.0%
Puts
Pseudo strike
28.51
IV
68.7%
B/E move
8.8%

50Δ

Calls
Pseudo strike
29.36
IV
59.0%
B/E move
7.9%
Puts
Pseudo strike
29.32
IV
64.1%
B/E move
6.7%

55Δ

Calls
Pseudo strike
28.66
IV
60.3%
B/E move
7.0%
Puts
Pseudo strike
30.17
IV
60.7%
B/E move
4.9%

60Δ

Calls
Pseudo strike
27.97
IV
61.5%
B/E move
6.1%
Puts
Pseudo strike
31.20
IV
63.5%
B/E move
4.3%

65Δ

Calls
Pseudo strike
27.27
IV
62.8%
B/E move
5.2%
Puts
Pseudo strike
32.22
IV
66.3%
B/E move
3.7%

70Δ

Calls
Pseudo strike
26.58
IV
64.1%
B/E move
4.4%
Puts
Pseudo strike
33.25
IV
69.1%
B/E move
3.0%

75Δ

Calls
Pseudo strike
25.88
IV
65.3%
B/E move
3.5%
Puts
Pseudo strike
34.27
IV
71.9%
B/E move
2.4%

80Δ

Calls
Pseudo strike
25.19
IV
66.6%
B/E move
2.6%
Puts
Pseudo strike
36.49
IV
80.0%
B/E move
1.8%

Options history

No recorded observations