Share price$58.32
1D-1.0%
Sold putSold call
Hewlett Packard Enterprise Co HPE
TECHNOLOGY · COMMUNICATION EQUIPMENTi
Market dataready · fetched 2026-10-21T17:48:09.569Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:48:07.187755855Z
FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-21T17:48:08.201418+00:00
Hewlett Packard Enterprise Co options
PutsExpensive1.19×
CallsCheap0.80×
SkewBearish+9.84 pp
Implied moveBearish±$2.52
TiltBearish13.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 60.96 | 68.6% | 5.1% | 55.71 | 75.5% | 5.1% |
| 25Δ | 60.48 | 69.0% | 4.5% | 56.28 | 74.0% | 4.3% |
| 30Δ | 60.00 | 69.3% | 3.8% | 56.78 | 72.5% | 3.7% |
| 35Δ | 59.60 | 69.9% | 3.4% | 57.22 | 72.2% | 3.2% |
| 40Δ | 59.20 | 70.4% | 3.0% | 57.62 | 72.9% | 2.8% |
| 45Δ | 58.80 | 71.1% | 2.6% | 58.02 | 73.6% | 2.4% |
| 50Δ | 58.41 | 71.8% | 2.2% | 58.41 | 72.6% | 2.1% |
| 55Δ | 58.02 | 72.6% | 1.9% | 58.80 | 71.7% | 1.7% |
| 60Δ | 57.61 | 72.9% | 1.6% | 59.43 | 80.0% | 1.6% |
| 65Δ | 57.20 | 73.1% | 1.3% | 60.30 | 97.9% | 1.6% |
| 70Δ | 56.77 | 73.0% | 1.1% | 60.07 | 71.0% | 0.9% |
| 75Δ | 56.32 | 72.4% | 0.9% | 62.08 | 107.1% | 1.0% |
| 80Δ | 54.39 | 96.8% | 0.7% | 63.88 | 137.6% | 1.1% |
20Δ
- Pseudo strike
- 60.96
- IV
- 68.6%
- B/E move
- 5.1%
- Pseudo strike
- 55.71
- IV
- 75.5%
- B/E move
- 5.1%
25Δ
- Pseudo strike
- 60.48
- IV
- 69.0%
- B/E move
- 4.5%
- Pseudo strike
- 56.28
- IV
- 74.0%
- B/E move
- 4.3%
30Δ
- Pseudo strike
- 60.00
- IV
- 69.3%
- B/E move
- 3.8%
- Pseudo strike
- 56.78
- IV
- 72.5%
- B/E move
- 3.7%
35Δ
- Pseudo strike
- 59.60
- IV
- 69.9%
- B/E move
- 3.4%
- Pseudo strike
- 57.22
- IV
- 72.2%
- B/E move
- 3.2%
40Δ
- Pseudo strike
- 59.20
- IV
- 70.4%
- B/E move
- 3.0%
- Pseudo strike
- 57.62
- IV
- 72.9%
- B/E move
- 2.8%
45Δ
- Pseudo strike
- 58.80
- IV
- 71.1%
- B/E move
- 2.6%
- Pseudo strike
- 58.02
- IV
- 73.6%
- B/E move
- 2.4%
50Δ
- Pseudo strike
- 58.41
- IV
- 71.8%
- B/E move
- 2.2%
- Pseudo strike
- 58.41
- IV
- 72.6%
- B/E move
- 2.1%
55Δ
- Pseudo strike
- 58.02
- IV
- 72.6%
- B/E move
- 1.9%
- Pseudo strike
- 58.80
- IV
- 71.7%
- B/E move
- 1.7%
60Δ
- Pseudo strike
- 57.61
- IV
- 72.9%
- B/E move
- 1.6%
- Pseudo strike
- 59.43
- IV
- 80.0%
- B/E move
- 1.6%
65Δ
- Pseudo strike
- 57.20
- IV
- 73.1%
- B/E move
- 1.3%
- Pseudo strike
- 60.30
- IV
- 97.9%
- B/E move
- 1.6%
70Δ
- Pseudo strike
- 56.77
- IV
- 73.0%
- B/E move
- 1.1%
- Pseudo strike
- 60.07
- IV
- 71.0%
- B/E move
- 0.9%
75Δ
- Pseudo strike
- 56.32
- IV
- 72.4%
- B/E move
- 0.9%
- Pseudo strike
- 62.08
- IV
- 107.1%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 54.39
- IV
- 96.8%
- B/E move
- 0.7%
- Pseudo strike
- 63.88
- IV
- 137.6%
- B/E move
- 1.1%
Options history
Table
| Date | IV |
|---|---|
| 66.55% | |
| 68.54% |