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Helios Technologies, Inc. HLIO

i

Market dataready · fetched 2026-11-12T03:02:31.867Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T00:00:00.001999358Z

FundamentalsSEC EDGAR · ready · as of 2026-10-03 · fetched 2026-11-12T03:02:31.189993+00:00

Share price$48.06
1D-1.5%
AH$47.92$48.25$48.59$48.93$49.275:30 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.$1.74$8.32$14.90$21.48$28.07$32.47$43.45$54.42$65.39$76.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive HLIO spot · $48.06HLIO PRICE$2.45$2.45$2.46$2.48$2.48$2.49$3.02$3.56$4.10$4.64$5.32$6.52$7.72$2.48$2.48$2.49$2.52$2.56$2.60$2.63$2.67$3.54$11.09$18.63$26.17
Puts——
CallsExpensive1.86×
Skew——
Implied moveBullish±$5.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.92187.1%104.7%
25Δ72.11135.6%55.2%40.9994.9%19.9%
30Δ63.30106.6%36.8%43.4677.0%14.7%
35Δ54.8678.5%19.3%45.3063.6%10.9%
40Δ52.4065.5%14.2%46.1057.4%9.3%
45Δ49.9852.8%9.2%46.9051.2%7.7%
50Δ48.9353.0%8.1%47.7045.0%6.2%
55Δ47.8953.2%7.1%48.4938.8%4.6%
60Δ46.8553.5%6.0%49.2932.6%3.0%
65Δ45.8153.7%5.0%50.8629.0%1.6%
70Δ44.6554.5%4.0%58.5345.3%1.3%
75Δ43.1356.9%3.3%66.2061.7%1.0%
80Δ41.6159.3%2.7%73.8778.1%0.8%

20Δ

Calls
Pseudo strike
95.92
IV
187.1%
B/E move
104.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
72.11
IV
135.6%
B/E move
55.2%
Puts
Pseudo strike
40.99
IV
94.9%
B/E move
19.9%

30Δ

Calls
Pseudo strike
63.30
IV
106.6%
B/E move
36.8%
Puts
Pseudo strike
43.46
IV
77.0%
B/E move
14.7%

35Δ

Calls
Pseudo strike
54.86
IV
78.5%
B/E move
19.3%
Puts
Pseudo strike
45.30
IV
63.6%
B/E move
10.9%

40Δ

Calls
Pseudo strike
52.40
IV
65.5%
B/E move
14.2%
Puts
Pseudo strike
46.10
IV
57.4%
B/E move
9.3%

45Δ

Calls
Pseudo strike
49.98
IV
52.8%
B/E move
9.2%
Puts
Pseudo strike
46.90
IV
51.2%
B/E move
7.7%

50Δ

Calls
Pseudo strike
48.93
IV
53.0%
B/E move
8.1%
Puts
Pseudo strike
47.70
IV
45.0%
B/E move
6.2%

55Δ

Calls
Pseudo strike
47.89
IV
53.2%
B/E move
7.1%
Puts
Pseudo strike
48.49
IV
38.8%
B/E move
4.6%

60Δ

Calls
Pseudo strike
46.85
IV
53.5%
B/E move
6.0%
Puts
Pseudo strike
49.29
IV
32.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
45.81
IV
53.7%
B/E move
5.0%
Puts
Pseudo strike
50.86
IV
29.0%
B/E move
1.6%

70Δ

Calls
Pseudo strike
44.65
IV
54.5%
B/E move
4.0%
Puts
Pseudo strike
58.53
IV
45.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
43.13
IV
56.9%
B/E move
3.3%
Puts
Pseudo strike
66.20
IV
61.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
41.61
IV
59.3%
B/E move
2.7%
Puts
Pseudo strike
73.87
IV
78.1%
B/E move
0.8%

Options history

IV · four-Friday blend48.08%
Daily close
HLIO38.3%50.5%62.7%2026-08-13: 43.84%2026-08-17: 51.14%2026-08-18: 51.03%2026-08-21: 40.56%2026-08-24: 41.57%2026-08-25: 40.92%2026-08-26: 40.02%2026-08-27: 40.17%2026-08-28: 41.63%2026-08-31: 41.88%2026-09-01: 42.22%2026-09-02: 42.29%2026-09-03: 42.61%2026-09-04: 43.02%2026-09-08: 45.63%2026-09-10: 50.07%2026-09-11: 49.76%2026-09-16: 60.99%2026-09-18: 42.31%2026-09-21: 43.45%2026-09-22: 43.28%2026-09-23: 42.50%2026-09-24: 43.71%2026-09-25: 43.37%2026-09-28: 44.31%2026-09-29: 44.88%2026-09-30: 46.32%2026-10-01: 45.31%2026-10-02: 43.59%2026-10-05: 47.38%2026-10-06: 47.67%2026-10-07: 47.26%2026-10-08: 51.52%2026-10-12: 57.19%2026-10-13: 58.59%2026-10-16: 44.61%2026-10-19: 44.38%2026-10-20: 45.09%2026-10-21: 43.94%2026-10-22: 45.59%2026-10-23: 46.29%2026-10-26: 46.20%2026-10-27: 46.03%2026-10-28: 46.26%2026-10-29: 46.32%2026-10-30: 48.08%Aug 13Sep 24Oct 30
46 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
43.84%
51.14%
51.03%
40.56%
41.57%
40.92%
40.02%
40.17%
41.63%
41.88%
42.22%
42.29%
42.61%
43.02%
45.63%
50.07%
49.76%
60.99%
42.31%
43.45%
43.28%
42.50%
43.71%
43.37%
44.31%
44.88%
46.32%
45.31%
43.59%
47.38%
47.67%
47.26%
51.52%
57.19%
58.59%
44.61%
44.38%
45.09%
43.94%
45.59%
46.29%
46.20%
46.03%
46.26%
46.32%
48.08%