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Hewlett Packard Enterprise Company HPE

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Market dataready · fetched 2026-11-10T22:22:39.583Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:15:44.935594309Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-10T22:22:39.094966+00:00

Share price$48.25
1D+4.0%
AH$45.97$46.59$47.22$47.85$48.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHPE
Sold putSold callAH

Hewlett Packard Enterprise Company options

Live interpolated HPE call and put midpoint premiums by absolute delta.Hewlett Packard Enterprise Company$0.20$1.75$3.31$4.86$6.41$43.46$45.88$48.30$50.72$53.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive HPE spot · $48.25HPE PRICE$0.37$0.50$0.65$0.82$1.01$1.18$1.39$1.64$1.88$2.18$2.48$2.82$3.20$0.51$0.69$0.87$1.09$1.32$1.55$1.85$2.04$2.48$2.98$3.88$5.96
Puts——
CallsCheap0.90×
Skew——
Implied moveBearish±$3.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.4178.5%7.3%44.9299.4%8.0%
25Δ50.7577.7%6.2%45.58100.4%7.0%
30Δ50.2980.4%5.6%46.2199.8%6.0%
35Δ49.8282.9%5.0%46.80100.3%5.3%
40Δ49.3684.2%4.4%47.36100.2%4.6%
45Δ48.8683.0%3.7%47.9299.0%3.9%
50Δ48.4083.5%3.2%48.4699.7%3.4%
55Δ47.9484.8%2.8%48.9794.9%2.7%
60Δ47.4883.8%2.3%49.5798.7%2.4%
65Δ47.0084.6%1.9%50.25101.8%2.0%
70Δ46.5283.7%1.5%51.24114.0%1.8%
75Δ46.0183.0%1.2%53.26149.3%2.0%
80Δ45.4881.5%0.9%

20Δ

Calls
Pseudo strike
51.41
IV
78.5%
B/E move
7.3%
Puts
Pseudo strike
44.92
IV
99.4%
B/E move
8.0%

25Δ

Calls
Pseudo strike
50.75
IV
77.7%
B/E move
6.2%
Puts
Pseudo strike
45.58
IV
100.4%
B/E move
7.0%

30Δ

Calls
Pseudo strike
50.29
IV
80.4%
B/E move
5.6%
Puts
Pseudo strike
46.21
IV
99.8%
B/E move
6.0%

35Δ

Calls
Pseudo strike
49.82
IV
82.9%
B/E move
5.0%
Puts
Pseudo strike
46.80
IV
100.3%
B/E move
5.3%

40Δ

Calls
Pseudo strike
49.36
IV
84.2%
B/E move
4.4%
Puts
Pseudo strike
47.36
IV
100.2%
B/E move
4.6%

45Δ

Calls
Pseudo strike
48.86
IV
83.0%
B/E move
3.7%
Puts
Pseudo strike
47.92
IV
99.0%
B/E move
3.9%

50Δ

Calls
Pseudo strike
48.40
IV
83.5%
B/E move
3.2%
Puts
Pseudo strike
48.46
IV
99.7%
B/E move
3.4%

55Δ

Calls
Pseudo strike
47.94
IV
84.8%
B/E move
2.8%
Puts
Pseudo strike
48.97
IV
94.9%
B/E move
2.7%

60Δ

Calls
Pseudo strike
47.48
IV
83.8%
B/E move
2.3%
Puts
Pseudo strike
49.57
IV
98.7%
B/E move
2.4%

65Δ

Calls
Pseudo strike
47.00
IV
84.6%
B/E move
1.9%
Puts
Pseudo strike
50.25
IV
101.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
46.52
IV
83.7%
B/E move
1.5%
Puts
Pseudo strike
51.24
IV
114.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
46.01
IV
83.0%
B/E move
1.2%
Puts
Pseudo strike
53.26
IV
149.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
45.48
IV
81.5%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend68.64%
Daily close
HPE51.0%85.1%119.3%2026-08-12: 80.79%2026-08-13: 69.51%2026-08-14: 67.46%2026-08-17: 71.13%2026-08-18: 74.10%2026-08-19: 73.62%2026-08-20: 73.84%2026-08-21: 75.21%2026-08-24: 79.72%2026-08-25: 81.40%2026-08-26: 84.74%2026-08-27: 81.93%2026-08-28: 83.34%2026-08-31: 94.29%2026-09-01: 104.94%2026-09-02: 114.56%2026-09-03: 69.33%2026-09-04: 55.69%2026-09-08: 65.85%2026-09-09: 65.82%2026-09-10: 62.52%2026-09-11: 62.96%2026-09-14: 63.05%2026-09-15: 62.61%2026-09-16: 64.34%2026-09-17: 64.15%2026-09-18: 61.16%2026-09-21: 65.80%2026-09-22: 64.58%2026-09-23: 67.28%2026-09-24: 68.38%2026-09-25: 61.63%2026-09-28: 66.68%2026-09-29: 67.44%2026-09-30: 65.46%2026-10-01: 61.51%2026-10-02: 60.85%2026-10-05: 60.11%2026-10-06: 58.27%2026-10-07: 59.42%2026-10-08: 60.70%2026-10-09: 57.78%2026-10-12: 58.79%2026-10-13: 62.88%2026-10-14: 68.99%2026-10-15: 70.34%2026-10-16: 68.55%2026-10-19: 66.49%2026-10-20: 68.24%2026-10-21: 65.83%2026-10-22: 69.35%2026-10-23: 64.77%2026-10-26: 66.61%2026-10-27: 66.71%2026-10-28: 68.99%2026-10-29: 65.98%2026-10-30: 68.64%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
80.79%
69.51%
67.46%
71.13%
74.10%
73.62%
73.84%
75.21%
79.72%
81.40%
84.74%
81.93%
83.34%
94.29%
104.94%
114.56%
69.33%
55.69%
65.85%
65.82%
62.52%
62.96%
63.05%
62.61%
64.34%
64.15%
61.16%
65.80%
64.58%
67.28%
68.38%
61.63%
66.68%
67.44%
65.46%
61.51%
60.85%
60.11%
58.27%
59.42%
60.70%
57.78%
58.79%
62.88%
68.99%
70.34%
68.55%
66.49%
68.24%
65.83%
69.35%
64.77%
66.61%
66.71%
68.99%
65.98%
68.64%