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Hillman Solutions Corp HLMN

INDUSTRIALS · TOOLS & ACCESSORIES
i

Market dataready · fetched 2026-10-22T21:57:56.163Z

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 · 2026-10-22T20:00:03.441967223Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:52:32.463056+00:00

Share price$7.36
1D+1.4%
AH$7.11$7.18$7.26$7.33$7.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHLMN
Sold putSold callAH

Hillman Solutions Corp options

Live interpolated HLMN call and put midpoint premiums by absolute delta.Hillman Solutions Corp$0.28$1.17$2.06$2.95$3.83$4.92$6.36$7.81$9.25$10.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HLMN spot · $7.36HLMN PRICE$0.38$0.38$0.39$0.40$0.42$0.49$1.00$1.52$2.03$2.55$3.06$3.58$0.40$0.42$0.44$0.46$0.48$0.50$0.52$0.77$1.06$1.35$1.64$1.93$2.23
PutsExpensive2.07×
CallsExpensive3.19×
SkewBullish-43.13 pp
Implied moveBearish±$1.01
TiltBullish14.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.34162.1%32.9%
25Δ10.88149.7%52.9%5.69144.8%28.4%
30Δ9.64121.9%36.1%6.04127.6%23.9%
35Δ9.08105.4%28.8%6.39110.4%19.4%
40Δ8.5388.8%21.4%6.7493.1%15.0%
45Δ7.9872.3%14.1%7.0975.9%10.5%
50Δ7.4361.4%7.6%7.4458.7%6.0%
55Δ6.8891.8%7.1%7.7858.7%4.7%
60Δ6.33122.3%6.6%8.1162.4%4.1%
65Δ5.78152.7%6.2%8.4566.0%3.6%
70Δ5.23183.1%5.7%8.7869.7%3.0%
75Δ4.68213.5%5.2%9.1273.3%2.4%
80Δ4.13243.9%4.7%9.4677.0%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.34
IV
162.1%
B/E move
32.9%

25Δ

Calls
Pseudo strike
10.88
IV
149.7%
B/E move
52.9%
Puts
Pseudo strike
5.69
IV
144.8%
B/E move
28.4%

30Δ

Calls
Pseudo strike
9.64
IV
121.9%
B/E move
36.1%
Puts
Pseudo strike
6.04
IV
127.6%
B/E move
23.9%

35Δ

Calls
Pseudo strike
9.08
IV
105.4%
B/E move
28.8%
Puts
Pseudo strike
6.39
IV
110.4%
B/E move
19.4%

40Δ

Calls
Pseudo strike
8.53
IV
88.8%
B/E move
21.4%
Puts
Pseudo strike
6.74
IV
93.1%
B/E move
15.0%

45Δ

Calls
Pseudo strike
7.98
IV
72.3%
B/E move
14.1%
Puts
Pseudo strike
7.09
IV
75.9%
B/E move
10.5%

50Δ

Calls
Pseudo strike
7.43
IV
61.4%
B/E move
7.6%
Puts
Pseudo strike
7.44
IV
58.7%
B/E move
6.0%

55Δ

Calls
Pseudo strike
6.88
IV
91.8%
B/E move
7.1%
Puts
Pseudo strike
7.78
IV
58.7%
B/E move
4.7%

60Δ

Calls
Pseudo strike
6.33
IV
122.3%
B/E move
6.6%
Puts
Pseudo strike
8.11
IV
62.4%
B/E move
4.1%

65Δ

Calls
Pseudo strike
5.78
IV
152.7%
B/E move
6.2%
Puts
Pseudo strike
8.45
IV
66.0%
B/E move
3.6%

70Δ

Calls
Pseudo strike
5.23
IV
183.1%
B/E move
5.7%
Puts
Pseudo strike
8.78
IV
69.7%
B/E move
3.0%

75Δ

Calls
Pseudo strike
4.68
IV
213.5%
B/E move
5.2%
Puts
Pseudo strike
9.12
IV
73.3%
B/E move
2.4%

80Δ

Calls
Pseudo strike
4.13
IV
243.9%
B/E move
4.7%
Puts
Pseudo strike
9.46
IV
77.0%
B/E move
1.8%

Options history

No recorded observations