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HealthStream, Inc. Common Stock HSTM

i

Market dataready · fetched 2026-11-12T16:18:38.954Z

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 · 2026-11-12T16:15:16.756632197Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T16:18:38.250702+00:00

Share price$28.42
1D-1.2%
$28.34$28.56$28.77$28.98$29.205:30 AM6:30 AM9:00 AM1:00 PMHSTM
Sold putSold call

HealthStream, Inc. Common Stock options

Live interpolated HSTM call and put midpoint premiums by absolute delta.HealthStream, Inc. Common Stock$0.30$1.68$3.05$4.42$5.79$24.94$27.21$29.48$31.75$34.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive HSTM spot · $28.41HSTM PRICE$0.45$0.57$0.70$0.82$1.18$1.64$2.10$2.56$3.02$3.47$3.93$4.39$5.39$0.72$0.81$0.94$1.07$1.20$1.33$1.46$1.59$1.72$1.84$1.97
Puts——
CallsExpensive2.44×
Skew——
Implied moveBullish±$3.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.4177.4%15.6%24.31139.7%17.0%
25Δ31.6780.1%13.5%25.33120.7%13.7%
30Δ30.9482.7%11.3%25.84114.1%12.4%
35Δ30.2085.4%9.2%26.35107.6%11.0%
40Δ29.5491.9%8.1%26.86101.0%9.7%
45Δ28.9099.9%7.5%27.3694.5%8.4%
50Δ28.27107.9%6.9%27.8787.9%7.0%
55Δ27.63115.9%6.2%28.3881.3%5.7%
60Δ26.99123.9%5.6%28.8874.8%4.4%
65Δ26.35132.0%5.0%29.3968.2%3.1%
70Δ25.72140.0%4.4%29.9061.7%1.7%
75Δ25.08148.0%3.7%
80Δ23.88158.1%3.0%

20Δ

Calls
Pseudo strike
32.41
IV
77.4%
B/E move
15.6%
Puts
Pseudo strike
24.31
IV
139.7%
B/E move
17.0%

25Δ

Calls
Pseudo strike
31.67
IV
80.1%
B/E move
13.5%
Puts
Pseudo strike
25.33
IV
120.7%
B/E move
13.7%

30Δ

Calls
Pseudo strike
30.94
IV
82.7%
B/E move
11.3%
Puts
Pseudo strike
25.84
IV
114.1%
B/E move
12.4%

35Δ

Calls
Pseudo strike
30.20
IV
85.4%
B/E move
9.2%
Puts
Pseudo strike
26.35
IV
107.6%
B/E move
11.0%

40Δ

Calls
Pseudo strike
29.54
IV
91.9%
B/E move
8.1%
Puts
Pseudo strike
26.86
IV
101.0%
B/E move
9.7%

45Δ

Calls
Pseudo strike
28.90
IV
99.9%
B/E move
7.5%
Puts
Pseudo strike
27.36
IV
94.5%
B/E move
8.4%

50Δ

Calls
Pseudo strike
28.27
IV
107.9%
B/E move
6.9%
Puts
Pseudo strike
27.87
IV
87.9%
B/E move
7.0%

55Δ

Calls
Pseudo strike
27.63
IV
115.9%
B/E move
6.2%
Puts
Pseudo strike
28.38
IV
81.3%
B/E move
5.7%

60Δ

Calls
Pseudo strike
26.99
IV
123.9%
B/E move
5.6%
Puts
Pseudo strike
28.88
IV
74.8%
B/E move
4.4%

65Δ

Calls
Pseudo strike
26.35
IV
132.0%
B/E move
5.0%
Puts
Pseudo strike
29.39
IV
68.2%
B/E move
3.1%

70Δ

Calls
Pseudo strike
25.72
IV
140.0%
B/E move
4.4%
Puts
Pseudo strike
29.90
IV
61.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
25.08
IV
148.0%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
23.88
IV
158.1%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend42.38%
Daily close
HSTM34.2%54.2%74.3%2026-08-14: 71.52%2026-08-21: 48.57%2026-08-24: 54.01%2026-08-25: 50.15%2026-08-26: 52.87%2026-08-27: 50.82%2026-08-28: 51.90%2026-08-31: 51.48%2026-09-01: 42.11%2026-09-02: 43.24%2026-09-04: 64.92%2026-09-18: 53.74%2026-09-21: 54.52%2026-09-22: 45.46%2026-09-24: 41.82%2026-09-25: 40.89%2026-09-28: 42.00%2026-09-29: 42.68%2026-09-30: 40.51%2026-10-01: 42.77%2026-10-16: 36.94%2026-10-19: 38.46%2026-10-20: 38.14%2026-10-21: 39.24%2026-10-22: 37.85%2026-10-23: 39.32%2026-10-26: 38.86%2026-10-27: 39.22%2026-10-28: 41.33%2026-10-29: 40.83%2026-10-30: 42.38%Aug 14Sep 25Oct 30
31 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
71.52%
48.57%
54.01%
50.15%
52.87%
50.82%
51.90%
51.48%
42.11%
43.24%
64.92%
53.74%
54.52%
45.46%
41.82%
40.89%
42.00%
42.68%
40.51%
42.77%
36.94%
38.46%
38.14%
39.24%
37.85%
39.32%
38.86%
39.22%
41.33%
40.83%
42.38%