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Henry Schein, Inc. Common Stock HSIC

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Market dataready · fetched 2026-11-12T01:56:18.431Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:28:25.942266075Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-12T01:56:18.043170+00:00

Share price$88.42
1D-0.0%
AH$87.01$87.40$87.79$88.18$88.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHSIC
Sold putSold callAH

Henry Schein, Inc. Common Stock options

Live interpolated HSIC call and put midpoint premiums by absolute delta.Henry Schein, Inc. Common Stock$0.50$1.98$3.46$4.94$6.42$77.70$82.80$87.91$93.02$98.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HSIC spot · $88.42HSIC PRICE$0.66$0.78$0.90$1.02$1.27$1.64$2.02$2.40$2.77$3.15$3.52$3.90$1.22$1.38$1.54$1.68$1.83$1.97$2.12$2.26$2.41$2.87$3.91$4.95$5.99
PutsCheap0.71×
Calls——
Skew——
Implied moveBearish±$4.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.4245.4%7.5%80.5576.2%10.3%
25Δ93.1541.3%6.2%82.6966.3%8.0%
30Δ91.8837.2%4.9%84.8356.4%5.8%
35Δ90.6133.1%3.6%85.7052.0%5.0%
40Δ89.6831.3%2.9%86.4648.0%4.3%
45Δ89.0731.7%2.6%87.2244.0%3.6%
50Δ88.4532.2%2.3%87.9840.0%2.9%
55Δ87.8332.6%2.0%88.7536.1%2.2%
60Δ87.2233.0%1.8%89.5132.1%1.5%
65Δ86.6033.4%1.5%90.4130.6%1.0%
70Δ85.9833.9%1.2%91.5833.7%0.8%
75Δ85.3734.3%1.0%92.7536.8%0.7%
80Δ93.9239.9%0.6%

20Δ

Calls
Pseudo strike
94.42
IV
45.4%
B/E move
7.5%
Puts
Pseudo strike
80.55
IV
76.2%
B/E move
10.3%

25Δ

Calls
Pseudo strike
93.15
IV
41.3%
B/E move
6.2%
Puts
Pseudo strike
82.69
IV
66.3%
B/E move
8.0%

30Δ

Calls
Pseudo strike
91.88
IV
37.2%
B/E move
4.9%
Puts
Pseudo strike
84.83
IV
56.4%
B/E move
5.8%

35Δ

Calls
Pseudo strike
90.61
IV
33.1%
B/E move
3.6%
Puts
Pseudo strike
85.70
IV
52.0%
B/E move
5.0%

40Δ

Calls
Pseudo strike
89.68
IV
31.3%
B/E move
2.9%
Puts
Pseudo strike
86.46
IV
48.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
89.07
IV
31.7%
B/E move
2.6%
Puts
Pseudo strike
87.22
IV
44.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
88.45
IV
32.2%
B/E move
2.3%
Puts
Pseudo strike
87.98
IV
40.0%
B/E move
2.9%

55Δ

Calls
Pseudo strike
87.83
IV
32.6%
B/E move
2.0%
Puts
Pseudo strike
88.75
IV
36.1%
B/E move
2.2%

60Δ

Calls
Pseudo strike
87.22
IV
33.0%
B/E move
1.8%
Puts
Pseudo strike
89.51
IV
32.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
86.60
IV
33.4%
B/E move
1.5%
Puts
Pseudo strike
90.41
IV
30.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
85.98
IV
33.9%
B/E move
1.2%
Puts
Pseudo strike
91.58
IV
33.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
85.37
IV
34.3%
B/E move
1.0%
Puts
Pseudo strike
92.75
IV
36.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.92
IV
39.9%
B/E move
0.6%

Options history

IV · four-Friday blend30.87%
Daily close
HSIC25.1%31.1%37.1%2026-08-13: 27.29%2026-08-14: 28.02%2026-08-17: 29.14%2026-08-19: 35.60%2026-08-21: 27.23%2026-08-24: 27.24%2026-08-25: 27.96%2026-08-26: 27.29%2026-08-27: 25.92%2026-08-28: 27.58%2026-08-31: 26.98%2026-09-01: 27.75%2026-09-03: 27.28%2026-09-08: 28.22%2026-09-09: 29.36%2026-09-17: 35.18%2026-09-18: 28.25%2026-09-21: 27.81%2026-09-22: 26.69%2026-09-23: 28.59%2026-09-24: 29.32%2026-09-25: 28.44%2026-09-28: 28.24%2026-09-29: 27.56%2026-09-30: 28.07%2026-10-01: 28.99%2026-10-02: 29.37%2026-10-05: 30.44%2026-10-06: 28.89%2026-10-12: 34.77%2026-10-13: 30.59%2026-10-14: 36.25%2026-10-16: 29.28%2026-10-19: 30.07%2026-10-20: 30.36%2026-10-21: 29.86%2026-10-22: 29.06%2026-10-23: 30.28%2026-10-26: 31.34%2026-10-27: 31.03%2026-10-28: 30.19%2026-10-29: 30.10%2026-10-30: 30.87%Aug 13Sep 25Oct 30
43 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
27.29%
28.02%
29.14%
35.60%
27.23%
27.24%
27.96%
27.29%
25.92%
27.58%
26.98%
27.75%
27.28%
28.22%
29.36%
35.18%
28.25%
27.81%
26.69%
28.59%
29.32%
28.44%
28.24%
27.56%
28.07%
28.99%
29.37%
30.44%
28.89%
34.77%
30.59%
36.25%
29.28%
30.07%
30.36%
29.86%
29.06%
30.28%
31.34%
31.03%
30.19%
30.10%
30.87%