IntraAlpha
Create free account Start free

Hillman Solutions Corp. Common Stock HLMN

INDUSTRIALS · TOOLS & ACCESSORIES
i

Market dataready · fetched 2026-11-12T03:13:28.336Z

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: 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 · 2026-11-11T21:11:53.236015741Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:07:19.970520+00:00

Share price$8.08
1D-1.5%
AH$7.99$8.05$8.11$8.16$8.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHLMN
Sold putSold callAH

Hillman Solutions Corp. Common Stock options

Live interpolated HLMN call and put midpoint premiums by absolute delta.Hillman Solutions Corp. Common Stock$0.37$0.42$0.47$0.52$0.57$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEHLMN PRICE$0.38$0.40$0.41$0.43$0.45$0.47$0.49$0.50$0.52$0.54$0.56
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ9.95190.2%27.9%
35Δ9.75177.7%25.7%
40Δ9.56165.2%23.5%
45Δ9.36152.6%21.2%
50Δ9.16140.1%19.0%
55Δ8.97127.6%16.8%
60Δ8.77115.1%14.6%
65Δ8.57102.6%12.4%
70Δ8.3890.0%10.2%
75Δ8.1877.5%7.9%
80Δ7.9865.0%5.7%

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
9.95
IV
190.2%
B/E move
27.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
9.75
IV
177.7%
B/E move
25.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
9.56
IV
165.2%
B/E move
23.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
9.36
IV
152.6%
B/E move
21.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
9.16
IV
140.1%
B/E move
19.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
8.97
IV
127.6%
B/E move
16.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
8.77
IV
115.1%
B/E move
14.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
8.57
IV
102.6%
B/E move
12.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
8.38
IV
90.0%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.18
IV
77.5%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.98
IV
65.0%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend75.63%
Daily close
HLMN44.4%61.2%77.9%2026-09-18: 60.06%2026-10-16: 46.69%2026-10-19: 54.47%2026-10-21: 56.44%2026-10-22: 51.86%2026-10-23: 56.68%2026-10-27: 53.09%2026-10-28: 69.32%2026-10-29: 75.63%Sep 18Oct 22Oct 29
9 observations2026-09-18 — 2026-10-29
Table
DateIV (%)
60.06%
46.69%
54.47%
56.44%
51.86%
56.68%
53.09%
69.32%
75.63%