IntraAlpha
Create free account Start free

HealthEquity, Inc. Common Stock HQY

HEALTHCARE · HEALTH INFORMATION SERVICES
i

Market dataready · fetched 2026-11-11T15:26:31.518Z

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: 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 · 2026-11-11T15:26:03.376040717Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-11T15:21:48.467142+00:00

Share price$102.15
1D-0.9%
$102.00$102.30$102.60$102.90$103.205:30 AM6:30 AM9:00 AM1:00 PMHQY
Sold putSold call

HealthEquity, Inc. Common Stock options

Live interpolated HQY call and put midpoint premiums by absolute delta.HealthEquity, Inc. Common Stock$0.68$2.47$4.26$6.05$7.84$93.65$98.26$102.87$107.48$112.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HQY spot · $102.15HQY PRICE$0.87$1.21$1.56$1.90$2.27$2.74$3.21$3.68$4.15$4.79$5.64$6.48$7.32$0.88$1.18$1.48$1.77$2.15$2.56$2.96$3.37$3.78$4.18$4.80$5.42$6.04
PutsExpensive1.06×
CallsExpensive1.08×
SkewBullish-8.84 pp
Implied moveBullish±$6.18
TiltBullish6.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ109.4848.8%8.0%96.4743.4%6.4%
25Δ108.2849.6%7.2%97.5643.8%5.6%
30Δ107.0950.3%6.4%98.6444.2%4.9%
35Δ105.8951.1%5.5%99.7244.7%4.1%
40Δ104.7351.5%4.7%100.6444.2%3.6%
45Δ103.6951.1%4.2%101.5143.3%3.1%
50Δ102.6450.8%3.6%102.3742.5%2.7%
55Δ101.6050.4%3.1%103.2441.7%2.2%
60Δ100.5650.0%2.5%104.1040.9%1.8%
65Δ99.4549.8%2.0%104.9640.1%1.3%
70Δ98.2649.7%1.7%105.8238.2%1.1%
75Δ97.0749.7%1.4%106.6736.3%0.9%
80Δ95.8849.6%1.0%107.5234.3%0.7%

20Δ

Calls
Pseudo strike
109.48
IV
48.8%
B/E move
8.0%
Puts
Pseudo strike
96.47
IV
43.4%
B/E move
6.4%

25Δ

Calls
Pseudo strike
108.28
IV
49.6%
B/E move
7.2%
Puts
Pseudo strike
97.56
IV
43.8%
B/E move
5.6%

30Δ

Calls
Pseudo strike
107.09
IV
50.3%
B/E move
6.4%
Puts
Pseudo strike
98.64
IV
44.2%
B/E move
4.9%

35Δ

Calls
Pseudo strike
105.89
IV
51.1%
B/E move
5.5%
Puts
Pseudo strike
99.72
IV
44.7%
B/E move
4.1%

40Δ

Calls
Pseudo strike
104.73
IV
51.5%
B/E move
4.7%
Puts
Pseudo strike
100.64
IV
44.2%
B/E move
3.6%

45Δ

Calls
Pseudo strike
103.69
IV
51.1%
B/E move
4.2%
Puts
Pseudo strike
101.51
IV
43.3%
B/E move
3.1%

50Δ

Calls
Pseudo strike
102.64
IV
50.8%
B/E move
3.6%
Puts
Pseudo strike
102.37
IV
42.5%
B/E move
2.7%

55Δ

Calls
Pseudo strike
101.60
IV
50.4%
B/E move
3.1%
Puts
Pseudo strike
103.24
IV
41.7%
B/E move
2.2%

60Δ

Calls
Pseudo strike
100.56
IV
50.0%
B/E move
2.5%
Puts
Pseudo strike
104.10
IV
40.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
99.45
IV
49.8%
B/E move
2.0%
Puts
Pseudo strike
104.96
IV
40.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
98.26
IV
49.7%
B/E move
1.7%
Puts
Pseudo strike
105.82
IV
38.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
97.07
IV
49.7%
B/E move
1.4%
Puts
Pseudo strike
106.67
IV
36.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
95.88
IV
49.6%
B/E move
1.0%
Puts
Pseudo strike
107.52
IV
34.3%
B/E move
0.7%

Options history

IV · four-Friday blend36.66%
Daily close
HQY29.6%40.7%51.8%2026-08-13: 39.56%2026-08-14: 39.14%2026-08-17: 42.56%2026-08-18: 44.85%2026-08-19: 48.23%2026-08-20: 50.28%2026-08-21: 39.94%2026-08-24: 40.48%2026-08-25: 40.59%2026-08-26: 41.46%2026-08-27: 33.80%2026-08-28: 32.43%2026-08-31: 31.13%2026-09-01: 33.64%2026-09-02: 32.85%2026-09-03: 32.86%2026-09-04: 33.31%2026-09-08: 36.87%2026-09-09: 35.47%2026-09-11: 37.20%2026-09-15: 37.77%2026-09-17: 46.06%2026-09-18: 35.38%2026-09-21: 35.35%2026-09-22: 34.96%2026-09-23: 34.15%2026-09-24: 34.69%2026-09-25: 33.26%2026-09-28: 34.03%2026-09-29: 34.52%2026-09-30: 34.87%2026-10-01: 35.06%2026-10-02: 33.05%2026-10-05: 32.57%2026-10-06: 33.21%2026-10-07: 34.25%2026-10-13: 41.01%2026-10-14: 38.80%2026-10-16: 35.92%2026-10-19: 35.88%2026-10-20: 34.33%2026-10-21: 34.52%2026-10-22: 34.85%2026-10-23: 34.37%2026-10-26: 35.42%2026-10-27: 35.50%2026-10-28: 34.96%2026-10-29: 36.21%2026-10-30: 36.66%Aug 13Sep 22Oct 30
49 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
39.56%
39.14%
42.56%
44.85%
48.23%
50.28%
39.94%
40.48%
40.59%
41.46%
33.80%
32.43%
31.13%
33.64%
32.85%
32.86%
33.31%
36.87%
35.47%
37.20%
37.77%
46.06%
35.38%
35.35%
34.96%
34.15%
34.69%
33.26%
34.03%
34.52%
34.87%
35.06%
33.05%
32.57%
33.21%
34.25%
41.01%
38.80%
35.92%
35.88%
34.33%
34.52%
34.85%
34.37%
35.42%
35.50%
34.96%
36.21%
36.66%