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Heritage Financial Corporation Common Stock HFWA

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Market datapartial · fetched 2026-10-22T22:59:56.281Z

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 · 2026-10-22T20:00:00.422463277Z

FundamentalsAlpha Vantage · unavailable

Share price$28.52
1D+1.7%
AH$27.95$28.13$28.31$28.50$28.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHFWA
Sold putSold callAH

Heritage Financial Corporation Common Stock options

Live interpolated HFWA call and put midpoint premiums by absolute delta.Heritage Financial Corporation Common Stock$0.21$3.39$6.57$9.75$12.93$23.28$26.34$29.40$32.47$35.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HFWA spot · $28.52HFWA PRICE$0.62$0.90$1.17$1.45$1.73$2.01$2.28$2.55$2.82$3.09$3.37$3.64$3.91$0.56$0.67$0.79$0.90$1.02$1.13$1.25$1.36$1.47$1.59$1.70$5.90$12.01
PutsExpensive2.16×
CallsExpensive2.87×
SkewBullish-22.07 pp
Implied moveBullish±$3.52
TiltBalanced1.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.5670.3%23.3%25.1358.5%13.8%
25Δ33.7072.8%21.3%25.6055.5%12.6%
30Δ32.8575.2%19.3%26.0752.5%11.4%
35Δ32.0077.7%17.3%26.5449.4%10.1%
40Δ31.1480.2%15.3%27.0046.4%8.9%
45Δ30.2982.7%13.2%27.4743.4%7.6%
50Δ29.5481.0%11.6%27.9440.4%6.4%
55Δ28.8477.1%10.1%28.4137.4%5.2%
60Δ28.1573.2%8.6%28.8834.4%3.9%
65Δ27.4569.3%7.1%29.3431.3%2.7%
70Δ26.7565.4%5.6%29.8128.3%1.4%
75Δ26.0661.6%4.1%33.9363.4%1.7%
80Δ25.3657.7%2.6%39.75116.3%2.8%

20Δ

Calls
Pseudo strike
34.56
IV
70.3%
B/E move
23.3%
Puts
Pseudo strike
25.13
IV
58.5%
B/E move
13.8%

25Δ

Calls
Pseudo strike
33.70
IV
72.8%
B/E move
21.3%
Puts
Pseudo strike
25.60
IV
55.5%
B/E move
12.6%

30Δ

Calls
Pseudo strike
32.85
IV
75.2%
B/E move
19.3%
Puts
Pseudo strike
26.07
IV
52.5%
B/E move
11.4%

35Δ

Calls
Pseudo strike
32.00
IV
77.7%
B/E move
17.3%
Puts
Pseudo strike
26.54
IV
49.4%
B/E move
10.1%

40Δ

Calls
Pseudo strike
31.14
IV
80.2%
B/E move
15.3%
Puts
Pseudo strike
27.00
IV
46.4%
B/E move
8.9%

45Δ

Calls
Pseudo strike
30.29
IV
82.7%
B/E move
13.2%
Puts
Pseudo strike
27.47
IV
43.4%
B/E move
7.6%

50Δ

Calls
Pseudo strike
29.54
IV
81.0%
B/E move
11.6%
Puts
Pseudo strike
27.94
IV
40.4%
B/E move
6.4%

55Δ

Calls
Pseudo strike
28.84
IV
77.1%
B/E move
10.1%
Puts
Pseudo strike
28.41
IV
37.4%
B/E move
5.2%

60Δ

Calls
Pseudo strike
28.15
IV
73.2%
B/E move
8.6%
Puts
Pseudo strike
28.88
IV
34.4%
B/E move
3.9%

65Δ

Calls
Pseudo strike
27.45
IV
69.3%
B/E move
7.1%
Puts
Pseudo strike
29.34
IV
31.3%
B/E move
2.7%

70Δ

Calls
Pseudo strike
26.75
IV
65.4%
B/E move
5.6%
Puts
Pseudo strike
29.81
IV
28.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
26.06
IV
61.6%
B/E move
4.1%
Puts
Pseudo strike
33.93
IV
63.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
25.36
IV
57.7%
B/E move
2.6%
Puts
Pseudo strike
39.75
IV
116.3%
B/E move
2.8%

Options history

No recorded observations