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Henry Schein Inc HSIC

HEALTHCARE · MEDICAL DISTRIBUTION
i

Market dataready · fetched 2026-10-22T23:45:00.050Z

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 · 2026-10-22T20:00:08.665727698Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:44:59.673011+00:00

Share price$86.00
1D+1.4%
AH$84.75$85.12$85.49$85.87$86.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHSIC
Sold putSold callAH

Henry Schein Inc options

Live interpolated HSIC call and put midpoint premiums by absolute delta.Henry Schein Inc$0.70$2.80$4.91$7.02$9.12$75.69$80.94$86.20$91.46$96.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HSIC spot · $86.00HSIC PRICE$1.24$1.31$1.26$1.66$2.13$2.60$3.06$3.53$4.12$4.92$5.72$6.52$7.42$0.93$1.26$1.59$1.92$2.25$2.73$3.28$3.83$4.37$4.92$5.85$7.18$8.52
PutsCheap0.91×
CallsCheap0.94×
SkewBullish-2.67 pp
Implied moveBearish±$6.34
TiltBearish3.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.8852.2%17.6%80.1732.4%7.9%
25Δ93.7739.2%10.5%81.2932.0%6.9%
30Δ90.3928.7%6.6%82.4231.6%6.0%
35Δ89.2028.3%5.7%83.5431.2%5.1%
40Δ88.2929.3%5.1%84.6630.8%4.2%
45Δ87.3930.3%4.6%85.6730.6%3.6%
50Δ86.4831.3%4.1%86.6330.5%3.1%
55Δ85.5732.2%3.6%87.5930.4%2.6%
60Δ84.5733.0%3.1%88.5530.3%2.1%
65Δ83.4133.3%2.7%89.5130.2%1.6%
70Δ82.2433.7%2.3%90.7730.7%1.3%
75Δ81.0734.1%1.8%92.3631.8%1.0%
80Δ79.8134.6%1.4%93.9533.0%0.7%

20Δ

Calls
Pseudo strike
99.88
IV
52.2%
B/E move
17.6%
Puts
Pseudo strike
80.17
IV
32.4%
B/E move
7.9%

25Δ

Calls
Pseudo strike
93.77
IV
39.2%
B/E move
10.5%
Puts
Pseudo strike
81.29
IV
32.0%
B/E move
6.9%

30Δ

Calls
Pseudo strike
90.39
IV
28.7%
B/E move
6.6%
Puts
Pseudo strike
82.42
IV
31.6%
B/E move
6.0%

35Δ

Calls
Pseudo strike
89.20
IV
28.3%
B/E move
5.7%
Puts
Pseudo strike
83.54
IV
31.2%
B/E move
5.1%

40Δ

Calls
Pseudo strike
88.29
IV
29.3%
B/E move
5.1%
Puts
Pseudo strike
84.66
IV
30.8%
B/E move
4.2%

45Δ

Calls
Pseudo strike
87.39
IV
30.3%
B/E move
4.6%
Puts
Pseudo strike
85.67
IV
30.6%
B/E move
3.6%

50Δ

Calls
Pseudo strike
86.48
IV
31.3%
B/E move
4.1%
Puts
Pseudo strike
86.63
IV
30.5%
B/E move
3.1%

55Δ

Calls
Pseudo strike
85.57
IV
32.2%
B/E move
3.6%
Puts
Pseudo strike
87.59
IV
30.4%
B/E move
2.6%

60Δ

Calls
Pseudo strike
84.57
IV
33.0%
B/E move
3.1%
Puts
Pseudo strike
88.55
IV
30.3%
B/E move
2.1%

65Δ

Calls
Pseudo strike
83.41
IV
33.3%
B/E move
2.7%
Puts
Pseudo strike
89.51
IV
30.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
82.24
IV
33.7%
B/E move
2.3%
Puts
Pseudo strike
90.77
IV
30.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
81.07
IV
34.1%
B/E move
1.8%
Puts
Pseudo strike
92.36
IV
31.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
79.81
IV
34.6%
B/E move
1.4%
Puts
Pseudo strike
93.95
IV
33.0%
B/E move
0.7%

Options history

No recorded observations