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Heritage Financial Corporation Common Stock HFWA

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Market datapartial · fetched 2026-10-23T14:12:11.508Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T14:08:12.138781223Z

FundamentalsAlpha Vantage · unavailable

Share price$28.48
1D-0.0%
$28.45$28.51$28.56$28.62$28.675:30 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$0.07$3.06$6.05$9.04$12.02$22.45$25.96$29.47$32.98$36.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HFWA spot · $28.48HFWA PRICE$0.40$0.42$0.45$1.38$2.47$3.56$4.64$5.73$6.82$7.90$8.99$10.08$11.16$0.60$0.87$1.14$1.41$1.68$1.96$2.23$2.50$3.00$3.81$4.61$5.42$6.23
PutsExpensive1.96×
CallsExpensive2.66×
SkewBullish-17.72 pp
Implied moveBullish±$6.87
TiltBullish28.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.4738.2%18.9%25.5038.1%12.6%
25Δ31.8530.4%13.3%26.0938.6%11.4%
30Δ30.2322.5%7.7%26.6939.1%10.3%
35Δ28.9729.0%6.6%27.2839.6%9.2%
40Δ27.7837.7%6.2%27.8840.1%8.0%
45Δ26.5946.4%5.8%28.4740.6%6.9%
50Δ25.3955.2%5.5%29.0741.1%5.8%
55Δ24.2063.9%5.1%29.6641.6%4.6%
60Δ23.0072.7%4.7%30.4342.5%3.7%
65Δ21.8181.4%4.3%31.4143.7%3.1%
70Δ20.6290.2%4.0%32.3945.0%2.5%
75Δ19.4298.9%3.6%33.3846.2%1.8%
80Δ18.23107.6%3.2%34.3647.5%1.2%

20Δ

Calls
Pseudo strike
33.47
IV
38.2%
B/E move
18.9%
Puts
Pseudo strike
25.50
IV
38.1%
B/E move
12.6%

25Δ

Calls
Pseudo strike
31.85
IV
30.4%
B/E move
13.3%
Puts
Pseudo strike
26.09
IV
38.6%
B/E move
11.4%

30Δ

Calls
Pseudo strike
30.23
IV
22.5%
B/E move
7.7%
Puts
Pseudo strike
26.69
IV
39.1%
B/E move
10.3%

35Δ

Calls
Pseudo strike
28.97
IV
29.0%
B/E move
6.6%
Puts
Pseudo strike
27.28
IV
39.6%
B/E move
9.2%

40Δ

Calls
Pseudo strike
27.78
IV
37.7%
B/E move
6.2%
Puts
Pseudo strike
27.88
IV
40.1%
B/E move
8.0%

45Δ

Calls
Pseudo strike
26.59
IV
46.4%
B/E move
5.8%
Puts
Pseudo strike
28.47
IV
40.6%
B/E move
6.9%

50Δ

Calls
Pseudo strike
25.39
IV
55.2%
B/E move
5.5%
Puts
Pseudo strike
29.07
IV
41.1%
B/E move
5.8%

55Δ

Calls
Pseudo strike
24.20
IV
63.9%
B/E move
5.1%
Puts
Pseudo strike
29.66
IV
41.6%
B/E move
4.6%

60Δ

Calls
Pseudo strike
23.00
IV
72.7%
B/E move
4.7%
Puts
Pseudo strike
30.43
IV
42.5%
B/E move
3.7%

65Δ

Calls
Pseudo strike
21.81
IV
81.4%
B/E move
4.3%
Puts
Pseudo strike
31.41
IV
43.7%
B/E move
3.1%

70Δ

Calls
Pseudo strike
20.62
IV
90.2%
B/E move
4.0%
Puts
Pseudo strike
32.39
IV
45.0%
B/E move
2.5%

75Δ

Calls
Pseudo strike
19.42
IV
98.9%
B/E move
3.6%
Puts
Pseudo strike
33.38
IV
46.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
18.23
IV
107.6%
B/E move
3.2%
Puts
Pseudo strike
34.36
IV
47.5%
B/E move
1.2%

Options history

No recorded observations