Himax Technologies Inc HIMX
TECHNOLOGY · SEMICONDUCTORSi
Market dataready · fetched 2026-10-23T01:36:54.446Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:35:13.213232972Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T01:36:53.708000+00:00
Share price$11.03
1D-2.1%
Sold putSold callAH
Himax Technologies Inc options
PutsExpensive1.21×
CallsExpensive1.24×
SkewBearish+5.33 pp
Implied moveBearish±$2.28
TiltBearish29.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.03 | 87.2% | 29.7% | 9.38 | 79.2% | 17.9% |
| 25Δ | 13.24 | 80.0% | 23.1% | 9.72 | 80.7% | 15.8% |
| 30Δ | 12.73 | 77.6% | 19.2% | 10.07 | 81.8% | 13.8% |
| 35Δ | 12.35 | 77.5% | 16.6% | 10.39 | 81.0% | 12.1% |
| 40Δ | 11.98 | 77.8% | 14.2% | 10.71 | 80.2% | 10.4% |
| 45Δ | 11.68 | 83.6% | 13.1% | 11.04 | 80.1% | 8.8% |
| 50Δ | 11.38 | 89.4% | 12.1% | 11.44 | 85.6% | 8.0% |
| 55Δ | 11.08 | 95.3% | 11.1% | 11.84 | 91.0% | 7.2% |
| 60Δ | 10.74 | 93.8% | 9.4% | 12.22 | 91.8% | 6.1% |
| 65Δ | 10.39 | 89.9% | 7.5% | 12.59 | 89.4% | 5.0% |
| 70Δ | 10.04 | 86.0% | 5.6% | 12.97 | 87.0% | 3.8% |
| 75Δ | 9.52 | 96.2% | 4.8% | 15.56 | 122.9% | 3.6% |
| 80Δ | 8.95 | 109.5% | 4.3% | 18.37 | 162.5% | 3.5% |
20Δ
- Pseudo strike
- 14.03
- IV
- 87.2%
- B/E move
- 29.7%
- Pseudo strike
- 9.38
- IV
- 79.2%
- B/E move
- 17.9%
25Δ
- Pseudo strike
- 13.24
- IV
- 80.0%
- B/E move
- 23.1%
- Pseudo strike
- 9.72
- IV
- 80.7%
- B/E move
- 15.8%
30Δ
- Pseudo strike
- 12.73
- IV
- 77.6%
- B/E move
- 19.2%
- Pseudo strike
- 10.07
- IV
- 81.8%
- B/E move
- 13.8%
35Δ
- Pseudo strike
- 12.35
- IV
- 77.5%
- B/E move
- 16.6%
- Pseudo strike
- 10.39
- IV
- 81.0%
- B/E move
- 12.1%
40Δ
- Pseudo strike
- 11.98
- IV
- 77.8%
- B/E move
- 14.2%
- Pseudo strike
- 10.71
- IV
- 80.2%
- B/E move
- 10.4%
45Δ
- Pseudo strike
- 11.68
- IV
- 83.6%
- B/E move
- 13.1%
- Pseudo strike
- 11.04
- IV
- 80.1%
- B/E move
- 8.8%
50Δ
- Pseudo strike
- 11.38
- IV
- 89.4%
- B/E move
- 12.1%
- Pseudo strike
- 11.44
- IV
- 85.6%
- B/E move
- 8.0%
55Δ
- Pseudo strike
- 11.08
- IV
- 95.3%
- B/E move
- 11.1%
- Pseudo strike
- 11.84
- IV
- 91.0%
- B/E move
- 7.2%
60Δ
- Pseudo strike
- 10.74
- IV
- 93.8%
- B/E move
- 9.4%
- Pseudo strike
- 12.22
- IV
- 91.8%
- B/E move
- 6.1%
65Δ
- Pseudo strike
- 10.39
- IV
- 89.9%
- B/E move
- 7.5%
- Pseudo strike
- 12.59
- IV
- 89.4%
- B/E move
- 5.0%
70Δ
- Pseudo strike
- 10.04
- IV
- 86.0%
- B/E move
- 5.6%
- Pseudo strike
- 12.97
- IV
- 87.0%
- B/E move
- 3.8%
75Δ
- Pseudo strike
- 9.52
- IV
- 96.2%
- B/E move
- 4.8%
- Pseudo strike
- 15.56
- IV
- 122.9%
- B/E move
- 3.6%
80Δ
- Pseudo strike
- 8.95
- IV
- 109.5%
- B/E move
- 4.3%
- Pseudo strike
- 18.37
- IV
- 162.5%
- B/E move
- 3.5%
Options history
No recorded observations