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Horizon Technology Finance Corporation Common Stock HRZN

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Market datapartial · fetched 2026-10-22T21:54:58.169Z

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 · 2026-10-22T21:15:25.202972387Z

FundamentalsAlpha Vantage · unavailable

Share price$4.04
1D+0.3%
AH$3.97$4.00$4.04$4.07$4.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHRZN
Sold putSold callAH

Horizon Technology Finance Corporation Common Stock options

Live interpolated HRZN call and put midpoint premiums by absolute delta.Horizon Technology Finance Corporation Common Stock$0.18$0.48$0.78$1.08$1.38$2.79$3.39$3.99$4.59$5.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HRZN spot · $4.04HRZN PRICE$0.22$0.31$0.40$0.49$0.58$0.67$0.76$0.85$0.94$1.03$1.12$1.21$1.30$0.23$0.29$0.36$0.42$0.49$0.55$0.62$0.68$0.75$0.81$0.88$0.94$1.01
PutsExpensive1.81×
CallsExpensive1.83×
SkewBearish+8.79 pp
Implied moveBullish±$1.38
TiltBullish9.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.6960.5%21.5%3.01103.0%31.2%
25Δ4.5563.9%20.1%3.17100.8%28.7%
30Δ4.4067.2%18.7%3.3498.5%26.3%
35Δ4.2670.6%17.4%3.5096.2%23.9%
40Δ4.1173.9%16.0%3.6694.0%21.5%
45Δ3.9777.3%14.7%3.8291.7%19.1%
50Δ3.8280.6%13.3%3.9989.4%16.7%
55Δ3.6884.0%11.9%4.1587.2%14.3%
60Δ3.5387.3%10.6%4.3184.9%11.8%
65Δ3.3990.7%9.2%4.4782.6%9.4%
70Δ3.2494.0%7.8%4.6480.3%7.0%
75Δ3.1097.4%6.5%4.8078.1%4.6%
80Δ2.95100.8%5.1%4.9675.8%2.2%

20Δ

Calls
Pseudo strike
4.69
IV
60.5%
B/E move
21.5%
Puts
Pseudo strike
3.01
IV
103.0%
B/E move
31.2%

25Δ

Calls
Pseudo strike
4.55
IV
63.9%
B/E move
20.1%
Puts
Pseudo strike
3.17
IV
100.8%
B/E move
28.7%

30Δ

Calls
Pseudo strike
4.40
IV
67.2%
B/E move
18.7%
Puts
Pseudo strike
3.34
IV
98.5%
B/E move
26.3%

35Δ

Calls
Pseudo strike
4.26
IV
70.6%
B/E move
17.4%
Puts
Pseudo strike
3.50
IV
96.2%
B/E move
23.9%

40Δ

Calls
Pseudo strike
4.11
IV
73.9%
B/E move
16.0%
Puts
Pseudo strike
3.66
IV
94.0%
B/E move
21.5%

45Δ

Calls
Pseudo strike
3.97
IV
77.3%
B/E move
14.7%
Puts
Pseudo strike
3.82
IV
91.7%
B/E move
19.1%

50Δ

Calls
Pseudo strike
3.82
IV
80.6%
B/E move
13.3%
Puts
Pseudo strike
3.99
IV
89.4%
B/E move
16.7%

55Δ

Calls
Pseudo strike
3.68
IV
84.0%
B/E move
11.9%
Puts
Pseudo strike
4.15
IV
87.2%
B/E move
14.3%

60Δ

Calls
Pseudo strike
3.53
IV
87.3%
B/E move
10.6%
Puts
Pseudo strike
4.31
IV
84.9%
B/E move
11.8%

65Δ

Calls
Pseudo strike
3.39
IV
90.7%
B/E move
9.2%
Puts
Pseudo strike
4.47
IV
82.6%
B/E move
9.4%

70Δ

Calls
Pseudo strike
3.24
IV
94.0%
B/E move
7.8%
Puts
Pseudo strike
4.64
IV
80.3%
B/E move
7.0%

75Δ

Calls
Pseudo strike
3.10
IV
97.4%
B/E move
6.5%
Puts
Pseudo strike
4.80
IV
78.1%
B/E move
4.6%

80Δ

Calls
Pseudo strike
2.95
IV
100.8%
B/E move
5.1%
Puts
Pseudo strike
4.96
IV
75.8%
B/E move
2.2%

Options history

No recorded observations