IntraAlpha
Create free account Start free

Haleon plc American Depositary Shares (Each representing two Ordinary Shares) HLN

i

Market datapartial · fetched 2026-10-23T18:36:26.546Z

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 · 2026-10-23T18:35:53.56102891Z

FundamentalsAlpha Vantage · unavailable

Share price$10.28
1D+0.4%
$10.22$10.25$10.28$10.30$10.335:30 AM6:30 AM9:00 AM1:00 PMHLN
Sold putSold call

Haleon plc American Depositary Shares (Each representing two Ordinary Shares) options

Live interpolated HLN call and put midpoint premiums by absolute delta.Haleon plc American Depositary Shares (Each representing two Ordinary Shares)$0.37$0.41$0.45$0.50$0.54$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEHLN PRICE$0.39$0.40$0.42$0.43$0.45$0.46$0.48$0.49$0.51$0.52$0.38$0.38$0.38$0.38
PutsExpensive5.12×
CallsExpensive3.61×
SkewBearish+13.83 pp
Implied move——
TiltBullish50.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.23178.8%90.9%6.96171.1%35.9%
25Δ18.21162.5%81.1%7.80136.5%27.7%
30Δ17.19146.2%71.3%8.64101.9%19.5%
35Δ16.17129.9%61.5%9.4867.3%11.4%
40Δ15.14113.6%51.7%
45Δ14.1297.2%41.9%
50Δ13.1080.9%32.1%
55Δ12.0864.6%22.3%
60Δ11.0548.3%12.5%
65Δ10.0332.0%2.7%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
19.23
IV
178.8%
B/E move
90.9%
Puts
Pseudo strike
6.96
IV
171.1%
B/E move
35.9%

25Δ

Calls
Pseudo strike
18.21
IV
162.5%
B/E move
81.1%
Puts
Pseudo strike
7.80
IV
136.5%
B/E move
27.7%

30Δ

Calls
Pseudo strike
17.19
IV
146.2%
B/E move
71.3%
Puts
Pseudo strike
8.64
IV
101.9%
B/E move
19.5%

35Δ

Calls
Pseudo strike
16.17
IV
129.9%
B/E move
61.5%
Puts
Pseudo strike
9.48
IV
67.3%
B/E move
11.4%

40Δ

Calls
Pseudo strike
15.14
IV
113.6%
B/E move
51.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
14.12
IV
97.2%
B/E move
41.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
13.10
IV
80.9%
B/E move
32.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
12.08
IV
64.6%
B/E move
22.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.05
IV
48.3%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.03
IV
32.0%
B/E move
2.7%
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