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

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Market datapartial · fetched 2026-10-22T20:25:25.404Z

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 · 2026-10-22T20:10:00.002086699Z

FundamentalsAlpha Vantage · unavailable

Share price$10.37
1D+2.7%
AH$10.08$10.16$10.24$10.33$10.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHLN
Sold putSold callAH

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)$0.29$1.06$1.83$2.61$3.38$7.43$9.07$10.72$12.36$14.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HLN spot · $10.37HLN PRICE$0.39$0.40$0.42$0.43$0.45$0.47$0.48$0.50$0.51$0.53$0.55$0.38$0.38$0.38$0.38$0.56$0.80$1.04$1.28$1.52$1.75$1.99$2.23$3.15
PutsExpensive3.35×
CallsExpensive3.50×
SkewBullish-23.65 pp
Implied moveBearish±$1.52
TiltBearish51.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.32175.0%90.0%7.12164.3%34.9%
25Δ18.40160.5%81.4%8.02128.2%26.3%
30Δ17.49146.0%72.7%8.9292.0%17.6%
35Δ16.58131.5%64.1%9.8255.8%9.0%
40Δ15.67117.0%55.4%10.2451.0%6.7%
45Δ14.76102.6%46.8%10.5454.2%6.1%
50Δ13.8588.1%38.2%10.8457.5%5.5%
55Δ12.9373.6%29.5%11.1460.8%4.9%
60Δ12.0259.1%20.9%11.4464.0%4.3%
65Δ11.1144.7%12.3%11.7467.3%3.7%
70Δ10.2030.2%3.6%12.0570.6%3.0%
75Δ12.3573.8%2.4%
80Δ13.3286.5%2.0%

20Δ

Calls
Pseudo strike
19.32
IV
175.0%
B/E move
90.0%
Puts
Pseudo strike
7.12
IV
164.3%
B/E move
34.9%

25Δ

Calls
Pseudo strike
18.40
IV
160.5%
B/E move
81.4%
Puts
Pseudo strike
8.02
IV
128.2%
B/E move
26.3%

30Δ

Calls
Pseudo strike
17.49
IV
146.0%
B/E move
72.7%
Puts
Pseudo strike
8.92
IV
92.0%
B/E move
17.6%

35Δ

Calls
Pseudo strike
16.58
IV
131.5%
B/E move
64.1%
Puts
Pseudo strike
9.82
IV
55.8%
B/E move
9.0%

40Δ

Calls
Pseudo strike
15.67
IV
117.0%
B/E move
55.4%
Puts
Pseudo strike
10.24
IV
51.0%
B/E move
6.7%

45Δ

Calls
Pseudo strike
14.76
IV
102.6%
B/E move
46.8%
Puts
Pseudo strike
10.54
IV
54.2%
B/E move
6.1%

50Δ

Calls
Pseudo strike
13.85
IV
88.1%
B/E move
38.2%
Puts
Pseudo strike
10.84
IV
57.5%
B/E move
5.5%

55Δ

Calls
Pseudo strike
12.93
IV
73.6%
B/E move
29.5%
Puts
Pseudo strike
11.14
IV
60.8%
B/E move
4.9%

60Δ

Calls
Pseudo strike
12.02
IV
59.1%
B/E move
20.9%
Puts
Pseudo strike
11.44
IV
64.0%
B/E move
4.3%

65Δ

Calls
Pseudo strike
11.11
IV
44.7%
B/E move
12.3%
Puts
Pseudo strike
11.74
IV
67.3%
B/E move
3.7%

70Δ

Calls
Pseudo strike
10.20
IV
30.2%
B/E move
3.6%
Puts
Pseudo strike
12.05
IV
70.6%
B/E move
3.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.35
IV
73.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.32
IV
86.5%
B/E move
2.0%

Options history

No recorded observations