IntraAlpha
Create free account Start free

Herbalife Ltd. HLF

i

Market datapartial · fetched 2026-11-10T22:25:30.744Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:10:00.001862832Z

FundamentalsAlpha Vantage · unavailable

Share price$15.59
1D-0.8%
AH$15.48$15.58$15.69$15.79$15.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHLF
Sold putSold callAH

Herbalife Ltd. options

Live interpolated HLF call and put midpoint premiums by absolute delta.Herbalife Ltd.$0.10$0.58$1.07$1.56$2.05$15.09$15.35$15.60$15.86$16.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive HLF spot · $15.59HLF PRICE$0.27$0.34$0.41$0.48$0.55$0.62$0.69$1.91$0.15$0.17$0.19$0.22$0.28$0.34
Puts——
Calls——
Skew——
Implied moveBullish±$0.69
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ15.1656.6%3.7%
35Δ15.2951.8%3.0%
40Δ15.8464.8%3.3%15.4246.9%2.3%
45Δ15.7268.5%3.0%15.5344.3%1.8%
50Δ15.6172.2%2.8%15.6245.1%1.6%
55Δ15.5075.7%2.5%15.7145.9%1.4%
60Δ15.3774.0%2.1%
65Δ15.2472.2%1.7%
70Δ15.1170.4%1.3%
75Δ
80Δ13.96158.8%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.16
IV
56.6%
B/E move
3.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.29
IV
51.8%
B/E move
3.0%

40Δ

Calls
Pseudo strike
15.84
IV
64.8%
B/E move
3.3%
Puts
Pseudo strike
15.42
IV
46.9%
B/E move
2.3%

45Δ

Calls
Pseudo strike
15.72
IV
68.5%
B/E move
3.0%
Puts
Pseudo strike
15.53
IV
44.3%
B/E move
1.8%

50Δ

Calls
Pseudo strike
15.61
IV
72.2%
B/E move
2.8%
Puts
Pseudo strike
15.62
IV
45.1%
B/E move
1.6%

55Δ

Calls
Pseudo strike
15.50
IV
75.7%
B/E move
2.5%
Puts
Pseudo strike
15.71
IV
45.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
15.37
IV
74.0%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
15.24
IV
72.2%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
15.11
IV
70.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
13.96
IV
158.8%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend122.41%
Daily close
HLF37.5%117.3%197.1%2026-08-12: 63.29%2026-08-14: 56.07%2026-08-17: 59.51%2026-08-18: 61.60%2026-08-19: 62.15%2026-08-20: 112.79%2026-08-21: 64.61%2026-08-24: 79.77%2026-08-25: 71.47%2026-08-26: 73.54%2026-08-27: 74.61%2026-08-28: 48.48%2026-08-31: 87.21%2026-09-01: 53.73%2026-09-02: 121.87%2026-09-03: 88.16%2026-09-04: 49.04%2026-09-08: 59.18%2026-09-09: 109.47%2026-09-10: 120.40%2026-09-11: 62.62%2026-09-14: 58.94%2026-09-15: 83.25%2026-09-16: 77.48%2026-09-18: 72.29%2026-09-21: 52.11%2026-09-22: 88.05%2026-09-23: 56.17%2026-09-24: 83.84%2026-09-25: 63.02%2026-09-28: 100.66%2026-09-29: 72.77%2026-09-30: 96.95%2026-10-01: 121.05%2026-10-02: 71.15%2026-10-05: 94.27%2026-10-06: 83.87%2026-10-07: 129.78%2026-10-08: 109.95%2026-10-09: 88.99%2026-10-12: 89.63%2026-10-13: 99.90%2026-10-14: 81.56%2026-10-15: 97.75%2026-10-16: 107.19%2026-10-19: 102.23%2026-10-20: 132.62%2026-10-21: 157.78%2026-10-22: 186.10%2026-10-23: 115.09%2026-10-26: 119.47%2026-10-27: 143.08%2026-10-28: 156.40%2026-10-29: 139.12%2026-10-30: 122.41%Aug 12Sep 23Oct 30
55 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
63.29%
56.07%
59.51%
61.60%
62.15%
112.79%
64.61%
79.77%
71.47%
73.54%
74.61%
48.48%
87.21%
53.73%
121.87%
88.16%
49.04%
59.18%
109.47%
120.40%
62.62%
58.94%
83.25%
77.48%
72.29%
52.11%
88.05%
56.17%
83.84%
63.02%
100.66%
72.77%
96.95%
121.05%
71.15%
94.27%
83.87%
129.78%
109.95%
88.99%
89.63%
99.90%
81.56%
97.75%
107.19%
102.23%
132.62%
157.78%
186.10%
115.09%
119.47%
143.08%
156.40%
139.12%
122.41%