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HealthEquity, Inc. Common Stock HQY

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Market datapartial · fetched 2026-10-23T17:43:55.607Z

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 · 2026-10-23T17:43:52.606461712Z

FundamentalsAlpha Vantage · unavailable

Share price$104.03
1D+4.6%
$99$101$102$103$1055:30 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$0.79$4.06$7.33$10.60$13.87$82.57$91.59$100.61$109.63$118.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HQY spot · $104.03HQY PRICE$1.14$1.29$1.55$1.91$2.26$2.62$3.01$3.45$3.89$4.34$4.78$5.22$6.96$1.61$1.93$2.26$2.70$3.25$3.79$4.33$5.18$6.06$6.94$8.15$10.27$12.92
PutsExpensive1.31×
CallsCheap0.72×
SkewBearish+10.91 pp
Implied moveBearish±$7.34
TiltBearish24.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.6237.4%11.3%93.1149.1%12.0%
25Δ111.3831.8%8.3%95.9344.3%9.6%
30Δ109.3229.1%6.6%98.7539.6%7.2%
35Δ108.1428.6%5.8%100.7637.1%5.7%
40Δ106.9528.2%5.0%102.1236.5%5.0%
45Δ105.7727.8%4.2%103.4735.9%4.2%
50Δ104.6827.2%3.5%104.8335.3%3.4%
55Δ103.7826.4%3.1%106.2135.3%2.9%
60Δ102.8725.5%2.6%107.5935.4%2.4%
65Δ101.9724.7%2.2%108.9835.5%1.9%
70Δ101.0623.9%1.7%110.6336.2%1.5%
75Δ100.1623.0%1.3%113.0738.7%1.2%
80Δ98.1925.8%1.1%116.0342.2%0.9%

20Δ

Calls
Pseudo strike
114.62
IV
37.4%
B/E move
11.3%
Puts
Pseudo strike
93.11
IV
49.1%
B/E move
12.0%

25Δ

Calls
Pseudo strike
111.38
IV
31.8%
B/E move
8.3%
Puts
Pseudo strike
95.93
IV
44.3%
B/E move
9.6%

30Δ

Calls
Pseudo strike
109.32
IV
29.1%
B/E move
6.6%
Puts
Pseudo strike
98.75
IV
39.6%
B/E move
7.2%

35Δ

Calls
Pseudo strike
108.14
IV
28.6%
B/E move
5.8%
Puts
Pseudo strike
100.76
IV
37.1%
B/E move
5.7%

40Δ

Calls
Pseudo strike
106.95
IV
28.2%
B/E move
5.0%
Puts
Pseudo strike
102.12
IV
36.5%
B/E move
5.0%

45Δ

Calls
Pseudo strike
105.77
IV
27.8%
B/E move
4.2%
Puts
Pseudo strike
103.47
IV
35.9%
B/E move
4.2%

50Δ

Calls
Pseudo strike
104.68
IV
27.2%
B/E move
3.5%
Puts
Pseudo strike
104.83
IV
35.3%
B/E move
3.4%

55Δ

Calls
Pseudo strike
103.78
IV
26.4%
B/E move
3.1%
Puts
Pseudo strike
106.21
IV
35.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
102.87
IV
25.5%
B/E move
2.6%
Puts
Pseudo strike
107.59
IV
35.4%
B/E move
2.4%

65Δ

Calls
Pseudo strike
101.97
IV
24.7%
B/E move
2.2%
Puts
Pseudo strike
108.98
IV
35.5%
B/E move
1.9%

70Δ

Calls
Pseudo strike
101.06
IV
23.9%
B/E move
1.7%
Puts
Pseudo strike
110.63
IV
36.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
100.16
IV
23.0%
B/E move
1.3%
Puts
Pseudo strike
113.07
IV
38.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
98.19
IV
25.8%
B/E move
1.1%
Puts
Pseudo strike
116.03
IV
42.2%
B/E move
0.9%

Options history

No recorded observations