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Holley Inc. HLLY

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Market datapartial · fetched 2026-10-23T03:50:40.875Z

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 · 2026-10-22T23:00:00.003436295Z

FundamentalsAlpha Vantage · unavailable

Share price$2.60
1D+5.1%
AH$2.47$2.50$2.54$2.57$2.615:30 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.$0.14$1.37$2.60$3.83$5.07$0.64$1.76$2.88$4.00$5.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HLLY spot · $2.60HLLY PRICE$0.27$0.39$0.42$0.45$0.49$0.52$0.55$0.39$0.78$1.16$1.55$1.93$2.31$2.87$4.71
PutsExpensive2.76×
CallsExpensive3.72×
SkewBullish-76.26 pp
Implied moveBearish±$1.65
TiltBearish67.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ5.40277.6%118.1%
35Δ7.16370.4%190.3%
40Δ6.34337.4%160.0%2.63122.7%14.2%
45Δ5.51304.4%129.6%3.03146.7%13.4%
50Δ4.69271.4%99.2%3.43170.8%12.6%
55Δ3.87238.4%68.8%3.84194.9%11.9%
60Δ3.05205.4%38.4%4.24219.0%11.1%
65Δ4.65243.0%10.3%
70Δ5.23269.6%9.4%
75Δ7.10314.4%8.0%
80Δ

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
5.40
IV
277.6%
B/E move
118.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.16
IV
370.4%
B/E move
190.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.34
IV
337.4%
B/E move
160.0%
Puts
Pseudo strike
2.63
IV
122.7%
B/E move
14.2%

45Δ

Calls
Pseudo strike
5.51
IV
304.4%
B/E move
129.6%
Puts
Pseudo strike
3.03
IV
146.7%
B/E move
13.4%

50Δ

Calls
Pseudo strike
4.69
IV
271.4%
B/E move
99.2%
Puts
Pseudo strike
3.43
IV
170.8%
B/E move
12.6%

55Δ

Calls
Pseudo strike
3.87
IV
238.4%
B/E move
68.8%
Puts
Pseudo strike
3.84
IV
194.9%
B/E move
11.9%

60Δ

Calls
Pseudo strike
3.05
IV
205.4%
B/E move
38.4%
Puts
Pseudo strike
4.24
IV
219.0%
B/E move
11.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.65
IV
243.0%
B/E move
10.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.23
IV
269.6%
B/E move
9.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.10
IV
314.4%
B/E move
8.0%

80Δ

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

Options history

No recorded observations