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Heritage Financial Corporation Common Stock HFWA

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Market datapartial · fetched 2026-11-12T15:47:20.469Z

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 · 2026-11-12T15:42:09.958524725Z

FundamentalsAlpha Vantage · unavailable

Share price$28.09
1D-0.6%
$28.03$28.10$28.16$28.22$28.295:30 AM6:30 AM9:00 AM1:00 PMHFWA
Sold putSold call

Heritage Financial Corporation Common Stock options

Live interpolated HFWA call and put midpoint premiums by absolute delta.Heritage Financial Corporation Common Stock$0.38$1.46$2.54$3.61$4.69$23.78$25.39$27.00$28.61$30.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HFWA spot · $28.09HFWA PRICE$0.50$0.82$1.14$1.46$1.79$2.11$2.43$2.75$3.07$3.39$3.72$4.11$0.51$0.71$0.91$1.12$1.32$1.52$1.73$1.93$2.13$2.34$2.67$3.52$4.38
PutsExpensive3.88×
Calls——
Skew——
Implied moveBullish±$3.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.0798.3%12.5%
25Δ29.6556.2%7.3%25.5896.4%11.5%
30Δ29.2162.5%6.9%26.0894.4%10.4%
35Δ28.7668.8%6.5%26.5892.4%9.3%
40Δ28.3175.1%6.0%27.0890.5%8.3%
45Δ27.8781.4%5.6%27.5988.5%7.2%
50Δ27.4287.7%5.1%28.0986.5%6.1%
55Δ26.9794.0%4.7%28.5984.6%5.1%
60Δ26.53100.3%4.2%29.1082.6%4.0%
65Δ26.08106.5%3.8%29.6080.7%3.0%
70Δ25.63112.8%3.3%30.1979.4%2.0%
75Δ25.19119.1%2.9%31.1580.7%1.6%
80Δ24.63116.0%2.3%32.1182.1%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.07
IV
98.3%
B/E move
12.5%

25Δ

Calls
Pseudo strike
29.65
IV
56.2%
B/E move
7.3%
Puts
Pseudo strike
25.58
IV
96.4%
B/E move
11.5%

30Δ

Calls
Pseudo strike
29.21
IV
62.5%
B/E move
6.9%
Puts
Pseudo strike
26.08
IV
94.4%
B/E move
10.4%

35Δ

Calls
Pseudo strike
28.76
IV
68.8%
B/E move
6.5%
Puts
Pseudo strike
26.58
IV
92.4%
B/E move
9.3%

40Δ

Calls
Pseudo strike
28.31
IV
75.1%
B/E move
6.0%
Puts
Pseudo strike
27.08
IV
90.5%
B/E move
8.3%

45Δ

Calls
Pseudo strike
27.87
IV
81.4%
B/E move
5.6%
Puts
Pseudo strike
27.59
IV
88.5%
B/E move
7.2%

50Δ

Calls
Pseudo strike
27.42
IV
87.7%
B/E move
5.1%
Puts
Pseudo strike
28.09
IV
86.5%
B/E move
6.1%

55Δ

Calls
Pseudo strike
26.97
IV
94.0%
B/E move
4.7%
Puts
Pseudo strike
28.59
IV
84.6%
B/E move
5.1%

60Δ

Calls
Pseudo strike
26.53
IV
100.3%
B/E move
4.2%
Puts
Pseudo strike
29.10
IV
82.6%
B/E move
4.0%

65Δ

Calls
Pseudo strike
26.08
IV
106.5%
B/E move
3.8%
Puts
Pseudo strike
29.60
IV
80.7%
B/E move
3.0%

70Δ

Calls
Pseudo strike
25.63
IV
112.8%
B/E move
3.3%
Puts
Pseudo strike
30.19
IV
79.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
25.19
IV
119.1%
B/E move
2.9%
Puts
Pseudo strike
31.15
IV
80.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
24.63
IV
116.0%
B/E move
2.3%
Puts
Pseudo strike
32.11
IV
82.1%
B/E move
1.3%

Options history

IV · four-Friday blend44.43%
Daily close
HFWA39.9%55.3%70.8%2026-08-14: 67.06%2026-08-21: 44.03%2026-08-25: 50.60%2026-08-27: 52.97%2026-09-03: 57.20%2026-09-10: 68.68%2026-09-18: 48.04%2026-09-21: 51.92%2026-09-22: 45.67%2026-09-25: 53.45%2026-09-29: 41.99%2026-10-21: 47.13%2026-10-26: 43.99%2026-10-29: 44.92%2026-10-30: 44.43%Aug 14Sep 21Oct 30
15 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
67.06%
44.03%
50.60%
52.97%
57.20%
68.68%
48.04%
51.92%
45.67%
53.45%
41.99%
47.13%
43.99%
44.92%
44.43%