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Horizon Technology Finance Corporation Common Stock HRZN

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Market datapartial · fetched 2026-10-22T22:45:07.410Z

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 · 2026-10-22T22:30:31.530431301Z

FundamentalsAlpha Vantage · unavailable

Share price$4.00
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$0.49$0.81$1.12$1.44$2.82$3.45$4.07$4.70$5.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HRZN spot · $4.00HRZN PRICE$0.23$0.32$0.41$0.51$0.60$0.69$0.79$0.88$0.98$1.07$1.16$1.26$1.35$0.21$0.27$0.33$0.39$0.45$0.51$0.57$0.63$0.69$0.75$0.81$0.87$0.93
PutsExpensive1.68×
CallsExpensive2.19×
SkewBullish-12.81 pp
Implied moveBullish±$1.36
TiltBullish15.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.6766.2%22.5%2.97100.0%31.1%
25Δ4.5271.2%21.1%3.1297.2%28.8%
30Δ4.3776.3%19.7%3.2794.5%26.6%
35Δ4.2281.3%18.2%3.4291.7%24.3%
40Δ4.0786.3%16.8%3.5789.0%22.1%
45Δ3.9291.3%15.4%3.7286.2%19.8%
50Δ3.7796.3%13.9%3.8783.5%17.6%
55Δ3.62101.3%12.5%4.0280.7%15.3%
60Δ3.47106.3%11.1%4.1778.0%13.1%
65Δ3.32111.3%9.6%4.3275.2%10.8%
70Δ3.17116.3%8.2%4.4772.5%8.6%
75Δ3.01121.4%6.8%4.6269.8%6.3%
80Δ2.86126.4%5.3%4.7767.0%4.0%

20Δ

Calls
Pseudo strike
4.67
IV
66.2%
B/E move
22.5%
Puts
Pseudo strike
2.97
IV
100.0%
B/E move
31.1%

25Δ

Calls
Pseudo strike
4.52
IV
71.2%
B/E move
21.1%
Puts
Pseudo strike
3.12
IV
97.2%
B/E move
28.8%

30Δ

Calls
Pseudo strike
4.37
IV
76.3%
B/E move
19.7%
Puts
Pseudo strike
3.27
IV
94.5%
B/E move
26.6%

35Δ

Calls
Pseudo strike
4.22
IV
81.3%
B/E move
18.2%
Puts
Pseudo strike
3.42
IV
91.7%
B/E move
24.3%

40Δ

Calls
Pseudo strike
4.07
IV
86.3%
B/E move
16.8%
Puts
Pseudo strike
3.57
IV
89.0%
B/E move
22.1%

45Δ

Calls
Pseudo strike
3.92
IV
91.3%
B/E move
15.4%
Puts
Pseudo strike
3.72
IV
86.2%
B/E move
19.8%

50Δ

Calls
Pseudo strike
3.77
IV
96.3%
B/E move
13.9%
Puts
Pseudo strike
3.87
IV
83.5%
B/E move
17.6%

55Δ

Calls
Pseudo strike
3.62
IV
101.3%
B/E move
12.5%
Puts
Pseudo strike
4.02
IV
80.7%
B/E move
15.3%

60Δ

Calls
Pseudo strike
3.47
IV
106.3%
B/E move
11.1%
Puts
Pseudo strike
4.17
IV
78.0%
B/E move
13.1%

65Δ

Calls
Pseudo strike
3.32
IV
111.3%
B/E move
9.6%
Puts
Pseudo strike
4.32
IV
75.2%
B/E move
10.8%

70Δ

Calls
Pseudo strike
3.17
IV
116.3%
B/E move
8.2%
Puts
Pseudo strike
4.47
IV
72.5%
B/E move
8.6%

75Δ

Calls
Pseudo strike
3.01
IV
121.4%
B/E move
6.8%
Puts
Pseudo strike
4.62
IV
69.8%
B/E move
6.3%

80Δ

Calls
Pseudo strike
2.86
IV
126.4%
B/E move
5.3%
Puts
Pseudo strike
4.77
IV
67.0%
B/E move
4.0%

Options history

No recorded observations