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Holley Inc. HLLY

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Market datapartial · fetched 2026-10-22T17:13:22.000Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T17:12:16.410723497Z

FundamentalsAlpha Vantage · unavailable

Share price$2.57
1D+3.6%
$2.47$2.50$2.54$2.57$2.605:30 AM6:30 AM9:00 AM1:00 PMHLLY
Sold putSold call

Holley Inc. options

Live interpolated HLLY call and put midpoint premiums by absolute delta.Holley Inc.$0.16$0.20$0.23$0.26$0.29$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEHLLY PRICE$0.17$0.22$0.28
Puts——
CallsExpensive3.10×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.24205.8%188.8%
25Δ6.45205.7%160.3%
30Δ5.67205.6%131.8%
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
7.24
IV
205.8%
B/E move
188.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.45
IV
205.7%
B/E move
160.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
5.67
IV
205.6%
B/E move
131.8%
Puts
Pseudo strike
IV
B/E move

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

Options history

No recorded observations