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Hewlett Packard Enterprise Co HPE

TECHNOLOGY · COMMUNICATION EQUIPMENT
i

Market dataready · fetched 2026-10-21T17:00:26.689Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:22.873303169Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-21T17:00:25.860043+00:00

Share price$57.96
1D-1.6%
$57.08$57.60$58.11$58.62$59.135:30 AM6:30 AM9:00 AM1:00 PMHPE
Sold putSold call

Hewlett Packard Enterprise Co options

Live interpolated HPE call and put midpoint premiums by absolute delta.Hewlett Packard Enterprise Co$0.22$1.30$2.39$3.48$4.56$53.08$55.58$58.09$60.59$63.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HPE spot · $57.96HPE PRICE$0.33$0.44$0.57$0.71$0.87$1.06$1.25$1.47$1.70$1.97$2.31$2.65$3.01$0.38$0.49$0.63$0.78$0.94$1.12$1.30$1.53$1.75$2.50$3.54$2.85$4.25
PutsExpensive1.12×
CallsCheap0.79×
SkewBearish+4.81 pp
Implied moveBearish±$2.54
TiltBearish9.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.6970.4%5.3%55.3276.8%5.2%
25Δ60.1470.4%4.5%55.9374.7%4.4%
30Δ59.6971.0%4.0%56.3974.4%3.8%
35Δ59.2771.7%3.5%56.8374.4%3.3%
40Δ58.8572.7%3.0%57.2574.0%2.9%
45Δ58.4673.9%2.7%57.6673.5%2.5%
50Δ58.0675.1%2.3%58.0673.1%2.1%
55Δ57.6575.5%2.0%58.4672.9%1.8%
60Δ57.2475.7%1.7%58.8672.7%1.5%
65Δ56.8076.3%1.4%59.6685.9%1.4%
70Δ56.3277.7%1.2%60.69106.5%1.4%
75Δ55.8478.0%0.9%60.3774.9%0.8%
80Δ55.3576.3%0.7%61.8193.1%0.7%

20Δ

Calls
Pseudo strike
60.69
IV
70.4%
B/E move
5.3%
Puts
Pseudo strike
55.32
IV
76.8%
B/E move
5.2%

25Δ

Calls
Pseudo strike
60.14
IV
70.4%
B/E move
4.5%
Puts
Pseudo strike
55.93
IV
74.7%
B/E move
4.4%

30Δ

Calls
Pseudo strike
59.69
IV
71.0%
B/E move
4.0%
Puts
Pseudo strike
56.39
IV
74.4%
B/E move
3.8%

35Δ

Calls
Pseudo strike
59.27
IV
71.7%
B/E move
3.5%
Puts
Pseudo strike
56.83
IV
74.4%
B/E move
3.3%

40Δ

Calls
Pseudo strike
58.85
IV
72.7%
B/E move
3.0%
Puts
Pseudo strike
57.25
IV
74.0%
B/E move
2.9%

45Δ

Calls
Pseudo strike
58.46
IV
73.9%
B/E move
2.7%
Puts
Pseudo strike
57.66
IV
73.5%
B/E move
2.5%

50Δ

Calls
Pseudo strike
58.06
IV
75.1%
B/E move
2.3%
Puts
Pseudo strike
58.06
IV
73.1%
B/E move
2.1%

55Δ

Calls
Pseudo strike
57.65
IV
75.5%
B/E move
2.0%
Puts
Pseudo strike
58.46
IV
72.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
57.24
IV
75.7%
B/E move
1.7%
Puts
Pseudo strike
58.86
IV
72.7%
B/E move
1.5%

65Δ

Calls
Pseudo strike
56.80
IV
76.3%
B/E move
1.4%
Puts
Pseudo strike
59.66
IV
85.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
56.32
IV
77.7%
B/E move
1.2%
Puts
Pseudo strike
60.69
IV
106.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
55.84
IV
78.0%
B/E move
0.9%
Puts
Pseudo strike
60.37
IV
74.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
55.35
IV
76.3%
B/E move
0.7%
Puts
Pseudo strike
61.81
IV
93.1%
B/E move
0.7%

Options history

HPE66.3967.5568.702026-10-19: 66.55%2026-10-20: 68.54%Oct 19Oct 20
Table
DateIV
66.55%
68.54%