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Helios Technologies, Inc. HLIO

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Market datapartial · fetched 2026-10-22T21:45:47.511Z

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 · 2026-10-22T20:10:00.003966147Z

FundamentalsAlpha Vantage · unavailable

Share price$66.59
1D-2.1%
AH$64.85$65.70$66.55$67.40$68.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHLIO
Sold putSold callAH

Helios Technologies, Inc. options

Live interpolated HLIO call and put midpoint premiums by absolute delta.Helios Technologies, Inc.$1.95$4.52$7.09$9.67$12.24$52.27$59.04$65.81$72.58$79.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HLIO spot · $66.59HLIO PRICE$2.45$2.47$2.23$2.28$2.81$3.35$3.89$4.43$5.15$5.88$6.62$7.36$2.45$2.47$2.68$2.97$3.27$3.99$4.72$5.44$6.27$7.48$8.69$9.95$11.50
PutsExpensive1.44×
CallsExpensive1.41×
SkewBearish+8.30 pp
Implied moveBearish±$8.07
TiltBearish19.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.69101.8%21.6%
25Δ84.24100.5%30.2%58.7379.8%15.5%
30Δ76.9377.7%19.2%61.2668.6%12.0%
35Δ72.2456.3%11.8%63.1262.2%9.7%
40Δ69.4944.5%7.8%64.9955.7%7.3%
45Δ68.4145.3%7.0%66.3255.5%6.4%
50Δ67.3246.1%6.1%67.6455.3%5.5%
55Δ66.2346.9%5.3%68.9755.1%4.6%
60Δ65.1447.7%4.5%70.3755.1%3.7%
65Δ63.9847.2%3.8%72.0055.6%3.1%
70Δ62.8046.5%3.1%73.6356.0%2.5%
75Δ61.6345.8%2.5%75.3156.2%1.8%
80Δ60.4645.0%1.8%77.2254.8%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.69
IV
101.8%
B/E move
21.6%

25Δ

Calls
Pseudo strike
84.24
IV
100.5%
B/E move
30.2%
Puts
Pseudo strike
58.73
IV
79.8%
B/E move
15.5%

30Δ

Calls
Pseudo strike
76.93
IV
77.7%
B/E move
19.2%
Puts
Pseudo strike
61.26
IV
68.6%
B/E move
12.0%

35Δ

Calls
Pseudo strike
72.24
IV
56.3%
B/E move
11.8%
Puts
Pseudo strike
63.12
IV
62.2%
B/E move
9.7%

40Δ

Calls
Pseudo strike
69.49
IV
44.5%
B/E move
7.8%
Puts
Pseudo strike
64.99
IV
55.7%
B/E move
7.3%

45Δ

Calls
Pseudo strike
68.41
IV
45.3%
B/E move
7.0%
Puts
Pseudo strike
66.32
IV
55.5%
B/E move
6.4%

50Δ

Calls
Pseudo strike
67.32
IV
46.1%
B/E move
6.1%
Puts
Pseudo strike
67.64
IV
55.3%
B/E move
5.5%

55Δ

Calls
Pseudo strike
66.23
IV
46.9%
B/E move
5.3%
Puts
Pseudo strike
68.97
IV
55.1%
B/E move
4.6%

60Δ

Calls
Pseudo strike
65.14
IV
47.7%
B/E move
4.5%
Puts
Pseudo strike
70.37
IV
55.1%
B/E move
3.7%

65Δ

Calls
Pseudo strike
63.98
IV
47.2%
B/E move
3.8%
Puts
Pseudo strike
72.00
IV
55.6%
B/E move
3.1%

70Δ

Calls
Pseudo strike
62.80
IV
46.5%
B/E move
3.1%
Puts
Pseudo strike
73.63
IV
56.0%
B/E move
2.5%

75Δ

Calls
Pseudo strike
61.63
IV
45.8%
B/E move
2.5%
Puts
Pseudo strike
75.31
IV
56.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
60.46
IV
45.0%
B/E move
1.8%
Puts
Pseudo strike
77.22
IV
54.8%
B/E move
1.3%

Options history

No recorded observations