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Holley Inc. HLLY

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-11-13T01:31:44.675Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-05-21

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 · 2026-11-13T00:00:00.00272873Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:31:41.548133+00:00

Share price$2.36
1D-5.0%
AH$2.34$2.39$2.44$2.49$2.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHLLY
Sold putSold callAH

Holley Inc. options

Live interpolated HLLY call and put midpoint premiums by absolute delta.Holley Inc.$0.11$0.62$1.13$1.63$2.14$0.94$1.63$2.33$3.03$3.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive HLLY spot · $2.36HLLY PRICE$0.16$0.24$0.31$0.38$0.45$0.52$0.59$0.66$0.73$0.80$0.46$0.77$1.08$1.38$1.69$2.00
Puts——
Calls——
Skew——
Implied moveBearish±$1.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.41121.2%220.9%
25Δ6.96127.8%204.9%
30Δ6.51134.3%188.9%
35Δ6.06140.9%172.9%
40Δ5.61147.5%156.8%
45Δ5.16154.1%140.8%2.5159.3%13.1%
50Δ4.59152.1%119.9%2.8663.0%11.3%
55Δ3.97145.5%96.2%3.2166.8%9.5%
60Δ3.34138.8%72.5%3.5670.5%7.8%
65Δ2.71132.2%48.8%3.9174.2%6.0%
70Δ4.2677.9%4.2%
75Δ
80Δ

20Δ

Calls
Pseudo strike
7.41
IV
121.2%
B/E move
220.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.96
IV
127.8%
B/E move
204.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.51
IV
134.3%
B/E move
188.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
6.06
IV
140.9%
B/E move
172.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
5.61
IV
147.5%
B/E move
156.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
5.16
IV
154.1%
B/E move
140.8%
Puts
Pseudo strike
2.51
IV
59.3%
B/E move
13.1%

50Δ

Calls
Pseudo strike
4.59
IV
152.1%
B/E move
119.9%
Puts
Pseudo strike
2.86
IV
63.0%
B/E move
11.3%

55Δ

Calls
Pseudo strike
3.97
IV
145.5%
B/E move
96.2%
Puts
Pseudo strike
3.21
IV
66.8%
B/E move
9.5%

60Δ

Calls
Pseudo strike
3.34
IV
138.8%
B/E move
72.5%
Puts
Pseudo strike
3.56
IV
70.5%
B/E move
7.8%

65Δ

Calls
Pseudo strike
2.71
IV
132.2%
B/E move
48.8%
Puts
Pseudo strike
3.91
IV
74.2%
B/E move
6.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.26
IV
77.9%
B/E move
4.2%

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

IV · four-Friday blend151.18%
Daily close
HLLY106.5%154.9%203.3%2026-09-22: 135.54%2026-09-24: 117.65%2026-09-25: 122.97%2026-09-29: 120.47%2026-10-08: 154.56%2026-10-13: 196.62%2026-10-19: 116.91%2026-10-20: 113.19%2026-10-22: 140.79%2026-10-23: 121.02%2026-10-26: 155.66%2026-10-27: 158.22%2026-10-28: 151.18%Sep 22Oct 19Oct 28
13 observations2026-09-22 — 2026-10-28
Table
DateIV (%)
135.54%
117.65%
122.97%
120.47%
154.56%
196.62%
116.91%
113.19%
140.79%
121.02%
155.66%
158.22%
151.18%