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Herbalife Nutrition Ltd HLF

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-21T17:52:33.922Z

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

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 · 2026-10-21T17:52:01.193607469Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:49:38.693616+00:00

Share price$13.71
1D-0.4%
$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$0.17$1.70$3.22$4.75$6.28$9.43$11.58$13.73$15.88$18.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HLF spot · $13.71HLF PRICE$0.49$0.67$0.33$0.60$1.07$1.04$1.00$0.97$1.35$1.84$2.00$2.17$2.33$0.65$0.65$0.68$0.71$0.73$0.79$0.87$1.47$2.93$4.38$5.84$4.47$4.71
PutsExpensive6.39×
CallsExpensive6.62×
SkewBullish-4.37 pp
Implied moveBullish±$1.88
TiltBearish29.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.41506.3%52.5%10.84466.2%25.7%
25Δ20.24542.2%52.6%11.51395.1%20.8%
30Δ15.53214.0%15.7%12.06342.8%17.0%
35Δ15.25272.0%15.6%12.62290.6%13.1%
40Δ15.74434.6%22.7%13.18238.4%9.3%
45Δ15.00365.1%17.0%13.60204.1%6.5%
50Δ14.38300.6%12.2%13.85194.8%5.4%
55Δ13.76236.0%7.4%14.54223.9%4.7%
60Δ13.26279.0%6.5%15.96315.9%4.9%
65Δ12.88344.1%7.3%17.39407.9%5.1%
70Δ12.55319.2%6.1%18.81500.0%5.4%
75Δ12.22294.3%4.9%17.69376.4%3.6%
80Δ11.89269.4%3.7%18.05363.8%2.7%

20Δ

Calls
Pseudo strike
20.41
IV
506.3%
B/E move
52.5%
Puts
Pseudo strike
10.84
IV
466.2%
B/E move
25.7%

25Δ

Calls
Pseudo strike
20.24
IV
542.2%
B/E move
52.6%
Puts
Pseudo strike
11.51
IV
395.1%
B/E move
20.8%

30Δ

Calls
Pseudo strike
15.53
IV
214.0%
B/E move
15.7%
Puts
Pseudo strike
12.06
IV
342.8%
B/E move
17.0%

35Δ

Calls
Pseudo strike
15.25
IV
272.0%
B/E move
15.6%
Puts
Pseudo strike
12.62
IV
290.6%
B/E move
13.1%

40Δ

Calls
Pseudo strike
15.74
IV
434.6%
B/E move
22.7%
Puts
Pseudo strike
13.18
IV
238.4%
B/E move
9.3%

45Δ

Calls
Pseudo strike
15.00
IV
365.1%
B/E move
17.0%
Puts
Pseudo strike
13.60
IV
204.1%
B/E move
6.5%

50Δ

Calls
Pseudo strike
14.38
IV
300.6%
B/E move
12.2%
Puts
Pseudo strike
13.85
IV
194.8%
B/E move
5.4%

55Δ

Calls
Pseudo strike
13.76
IV
236.0%
B/E move
7.4%
Puts
Pseudo strike
14.54
IV
223.9%
B/E move
4.7%

60Δ

Calls
Pseudo strike
13.26
IV
279.0%
B/E move
6.5%
Puts
Pseudo strike
15.96
IV
315.9%
B/E move
4.9%

65Δ

Calls
Pseudo strike
12.88
IV
344.1%
B/E move
7.3%
Puts
Pseudo strike
17.39
IV
407.9%
B/E move
5.1%

70Δ

Calls
Pseudo strike
12.55
IV
319.2%
B/E move
6.1%
Puts
Pseudo strike
18.81
IV
500.0%
B/E move
5.4%

75Δ

Calls
Pseudo strike
12.22
IV
294.3%
B/E move
4.9%
Puts
Pseudo strike
17.69
IV
376.4%
B/E move
3.6%

80Δ

Calls
Pseudo strike
11.89
IV
269.4%
B/E move
3.7%
Puts
Pseudo strike
18.05
IV
363.8%
B/E move
2.7%

Options history

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