IntraAlpha
Create free account Start free

Herbalife Nutrition Ltd HLF

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-21T17:00:53.183Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:59:28.451604109Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:52.816869+00:00

Share price$13.67
1D-0.7%
$13.59$13.65$13.71$13.76$13.825:30 AM6:30 AM9:00 AM1:00 PMHLF
Sold putSold call

Herbalife Nutrition Ltd options

Live interpolated HLF call and put midpoint premiums by absolute delta.Herbalife Nutrition Ltd$0.14$2.01$3.88$5.74$7.61$9.53$11.62$13.71$15.81$17.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HLF spot · $13.67HLF PRICE$0.49$0.88$0.38$0.34$1.07$1.04$1.00$0.96$1.43$1.73$1.62$1.52$1.42$0.79$0.79$0.53$0.61$0.69$0.77$0.86$1.06$1.93$3.53$5.30$7.07$2.55
PutsExpensive5.49×
CallsExpensive6.48×
SkewBullish-8.57 pp
Implied moveBullish±$1.86
TiltBearish31.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.38503.2%52.7%10.53545.8%28.7%
25Δ23.08722.6%75.2%11.50444.5%21.7%
30Δ15.10211.9%13.3%12.61241.0%11.6%
35Δ14.31143.8%7.2%12.93226.7%9.8%
40Δ15.70432.4%22.8%13.26212.4%8.0%
45Δ14.96363.0%17.0%13.56199.6%6.4%
50Δ14.31297.7%12.0%13.80191.0%5.3%
55Δ13.67232.3%7.0%14.12198.1%4.5%
60Δ13.21299.1%7.1%14.85288.7%5.4%
65Δ12.96337.2%7.4%16.44380.4%5.5%
70Δ12.86288.7%6.0%18.23472.2%5.4%
75Δ12.77240.2%4.5%20.03562.9%5.2%
80Δ12.68191.7%3.1%16.03189.1%1.4%

20Δ

Calls
Pseudo strike
20.38
IV
503.2%
B/E move
52.7%
Puts
Pseudo strike
10.53
IV
545.8%
B/E move
28.7%

25Δ

Calls
Pseudo strike
23.08
IV
722.6%
B/E move
75.2%
Puts
Pseudo strike
11.50
IV
444.5%
B/E move
21.7%

30Δ

Calls
Pseudo strike
15.10
IV
211.9%
B/E move
13.3%
Puts
Pseudo strike
12.61
IV
241.0%
B/E move
11.6%

35Δ

Calls
Pseudo strike
14.31
IV
143.8%
B/E move
7.2%
Puts
Pseudo strike
12.93
IV
226.7%
B/E move
9.8%

40Δ

Calls
Pseudo strike
15.70
IV
432.4%
B/E move
22.8%
Puts
Pseudo strike
13.26
IV
212.4%
B/E move
8.0%

45Δ

Calls
Pseudo strike
14.96
IV
363.0%
B/E move
17.0%
Puts
Pseudo strike
13.56
IV
199.6%
B/E move
6.4%

50Δ

Calls
Pseudo strike
14.31
IV
297.7%
B/E move
12.0%
Puts
Pseudo strike
13.80
IV
191.0%
B/E move
5.3%

55Δ

Calls
Pseudo strike
13.67
IV
232.3%
B/E move
7.0%
Puts
Pseudo strike
14.12
IV
198.1%
B/E move
4.5%

60Δ

Calls
Pseudo strike
13.21
IV
299.1%
B/E move
7.1%
Puts
Pseudo strike
14.85
IV
288.7%
B/E move
5.4%

65Δ

Calls
Pseudo strike
12.96
IV
337.2%
B/E move
7.4%
Puts
Pseudo strike
16.44
IV
380.4%
B/E move
5.5%

70Δ

Calls
Pseudo strike
12.86
IV
288.7%
B/E move
6.0%
Puts
Pseudo strike
18.23
IV
472.2%
B/E move
5.4%

75Δ

Calls
Pseudo strike
12.77
IV
240.2%
B/E move
4.5%
Puts
Pseudo strike
20.03
IV
562.9%
B/E move
5.2%

80Δ

Calls
Pseudo strike
12.68
IV
191.7%
B/E move
3.1%
Puts
Pseudo strike
16.03
IV
189.1%
B/E move
1.4%

Options history

HLF99.91117.04134.162026-10-19: 102.27%2026-10-20: 131.80%Oct 19Oct 20
Table
DateIV
102.27%
131.80%