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HealthEquity, Inc. Common Stock HQY

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Market datapartial · fetched 2026-10-22T06:28:46.010Z

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 · 2026-10-21T23:48:33.192104045Z

FundamentalsAlpha Vantage · unavailable

Share price$97.00
1D+1.1%
AH$96.69$97.24$97.80$98.35$98.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHQY
Sold putSold callAH

HealthEquity, Inc. Common Stock options

Live interpolated HQY call and put midpoint premiums by absolute delta.HealthEquity, Inc. Common Stock$0.67$3.72$6.77$9.81$12.86$83.54$90.07$96.60$103.14$109.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HQY spot · $97.00HQY PRICE$1.00$1.26$1.62$1.97$2.35$3.04$3.73$4.42$5.10$6.38$7.81$9.24$11.98$1.35$1.50$1.67$1.84$2.29$2.83$3.37$3.91$4.44$5.02$5.61$6.21$6.80
PutsFair0.98×
CallsExpensive1.06×
SkewBullish-7.78 pp
Implied moveBullish±$7.10
TiltBullish12.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ106.7235.0%11.0%88.4942.1%10.2%
25Δ103.9131.2%8.4%91.0935.7%7.6%
30Δ102.5731.3%7.4%92.8531.7%6.0%
35Δ101.2331.4%6.4%94.6127.6%4.4%
40Δ99.9131.6%5.4%95.7526.9%3.6%
45Δ98.7432.9%4.9%96.7227.2%3.2%
50Δ97.5834.2%4.4%97.6927.5%2.8%
55Δ96.4135.5%3.9%98.6627.8%2.3%
60Δ95.2536.8%3.5%99.6328.1%1.9%
65Δ93.5939.4%3.1%100.5527.4%1.5%
70Δ91.8042.3%2.7%101.4626.1%1.2%
75Δ90.0145.3%2.3%102.3624.8%0.9%
80Δ86.9350.8%2.0%103.2623.5%0.6%

20Δ

Calls
Pseudo strike
106.72
IV
35.0%
B/E move
11.0%
Puts
Pseudo strike
88.49
IV
42.1%
B/E move
10.2%

25Δ

Calls
Pseudo strike
103.91
IV
31.2%
B/E move
8.4%
Puts
Pseudo strike
91.09
IV
35.7%
B/E move
7.6%

30Δ

Calls
Pseudo strike
102.57
IV
31.3%
B/E move
7.4%
Puts
Pseudo strike
92.85
IV
31.7%
B/E move
6.0%

35Δ

Calls
Pseudo strike
101.23
IV
31.4%
B/E move
6.4%
Puts
Pseudo strike
94.61
IV
27.6%
B/E move
4.4%

40Δ

Calls
Pseudo strike
99.91
IV
31.6%
B/E move
5.4%
Puts
Pseudo strike
95.75
IV
26.9%
B/E move
3.6%

45Δ

Calls
Pseudo strike
98.74
IV
32.9%
B/E move
4.9%
Puts
Pseudo strike
96.72
IV
27.2%
B/E move
3.2%

50Δ

Calls
Pseudo strike
97.58
IV
34.2%
B/E move
4.4%
Puts
Pseudo strike
97.69
IV
27.5%
B/E move
2.8%

55Δ

Calls
Pseudo strike
96.41
IV
35.5%
B/E move
3.9%
Puts
Pseudo strike
98.66
IV
27.8%
B/E move
2.3%

60Δ

Calls
Pseudo strike
95.25
IV
36.8%
B/E move
3.5%
Puts
Pseudo strike
99.63
IV
28.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
93.59
IV
39.4%
B/E move
3.1%
Puts
Pseudo strike
100.55
IV
27.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
91.80
IV
42.3%
B/E move
2.7%
Puts
Pseudo strike
101.46
IV
26.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
90.01
IV
45.3%
B/E move
2.3%
Puts
Pseudo strike
102.36
IV
24.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
86.93
IV
50.8%
B/E move
2.0%
Puts
Pseudo strike
103.26
IV
23.5%
B/E move
0.6%

Options history

No recorded observations