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Helius Medical Technologies Inc Class A HSDT

FINANCIAL SERVICES · ASSET MANAGEMENT
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Market dataready · fetched 2026-10-22T16:58:27.204Z

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 · 2026-10-22T16:56:21.639680778Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:58:26.601908+00:00

Share price$2.27
1D+0.7%
$2.24$2.26$2.29$2.31$2.335:30 AM6:30 AM9:00 AM1:00 PMHSDT
Sold putSold call

Helius Medical Technologies Inc Class A options

Live interpolated HSDT call and put midpoint premiums by absolute delta.Helius Medical Technologies Inc Class A$0.04$0.66$1.28$1.90$2.52$-0.53$0.88$2.29$3.69$5.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HSDT spot · $2.27HSDT PRICE$0.11$0.19$0.30$0.42$0.53$0.65$0.76$0.88$0.99$1.11$1.22$1.34$1.45$1.18$1.26$1.34$1.42$1.49$1.57$1.65$1.73$1.81$1.89$2.00$2.17$2.34
PutsExpensive2.49×
CallsExpensive2.71×
SkewBullish-6.87 pp
Implied moveBearish±$2.42
TiltBearish37.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.15188.4%88.0%2.10575.2%59.6%
25Δ3.88209.2%79.7%2.34524.0%52.4%
30Δ3.66238.9%75.1%2.58472.8%45.3%
35Δ3.44268.6%70.5%2.82421.6%38.1%
40Δ3.23298.3%65.9%3.04377.1%31.7%
45Δ3.01328.0%61.3%3.21353.5%27.8%
50Δ2.79357.7%56.7%3.38329.9%23.9%
55Δ2.57387.4%52.1%3.55306.3%20.0%
60Δ2.35417.1%47.5%3.71282.7%16.1%
65Δ2.13446.8%42.9%3.88259.0%12.2%
70Δ1.91476.5%38.3%4.07237.9%8.9%
75Δ1.69506.2%33.7%4.28222.4%7.0%
80Δ1.47535.9%29.1%4.49206.8%5.2%

20Δ

Calls
Pseudo strike
4.15
IV
188.4%
B/E move
88.0%
Puts
Pseudo strike
2.10
IV
575.2%
B/E move
59.6%

25Δ

Calls
Pseudo strike
3.88
IV
209.2%
B/E move
79.7%
Puts
Pseudo strike
2.34
IV
524.0%
B/E move
52.4%

30Δ

Calls
Pseudo strike
3.66
IV
238.9%
B/E move
75.1%
Puts
Pseudo strike
2.58
IV
472.8%
B/E move
45.3%

35Δ

Calls
Pseudo strike
3.44
IV
268.6%
B/E move
70.5%
Puts
Pseudo strike
2.82
IV
421.6%
B/E move
38.1%

40Δ

Calls
Pseudo strike
3.23
IV
298.3%
B/E move
65.9%
Puts
Pseudo strike
3.04
IV
377.1%
B/E move
31.7%

45Δ

Calls
Pseudo strike
3.01
IV
328.0%
B/E move
61.3%
Puts
Pseudo strike
3.21
IV
353.5%
B/E move
27.8%

50Δ

Calls
Pseudo strike
2.79
IV
357.7%
B/E move
56.7%
Puts
Pseudo strike
3.38
IV
329.9%
B/E move
23.9%

55Δ

Calls
Pseudo strike
2.57
IV
387.4%
B/E move
52.1%
Puts
Pseudo strike
3.55
IV
306.3%
B/E move
20.0%

60Δ

Calls
Pseudo strike
2.35
IV
417.1%
B/E move
47.5%
Puts
Pseudo strike
3.71
IV
282.7%
B/E move
16.1%

65Δ

Calls
Pseudo strike
2.13
IV
446.8%
B/E move
42.9%
Puts
Pseudo strike
3.88
IV
259.0%
B/E move
12.2%

70Δ

Calls
Pseudo strike
1.91
IV
476.5%
B/E move
38.3%
Puts
Pseudo strike
4.07
IV
237.9%
B/E move
8.9%

75Δ

Calls
Pseudo strike
1.69
IV
506.2%
B/E move
33.7%
Puts
Pseudo strike
4.28
IV
222.4%
B/E move
7.0%

80Δ

Calls
Pseudo strike
1.47
IV
535.9%
B/E move
29.1%
Puts
Pseudo strike
4.49
IV
206.8%
B/E move
5.2%

Options history

No recorded observations