IntraAlpha
Create free account Start free

HealthStream, Inc. Common Stock HSTM

i

Market datapartial · fetched 2026-10-22T22:09:17.110Z

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 · 2026-10-22T20:35:00.074197472Z

FundamentalsAlpha Vantage · unavailable

Share price$34.59
1D+2.3%
AH$33.67$33.93$34.19$34.44$34.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHSTM
Sold putSold callAH

HealthStream, Inc. Common Stock options

Live interpolated HSTM call and put midpoint premiums by absolute delta.HealthStream, Inc. Common Stock$0.97$2.23$3.49$4.76$6.02$27.22$30.79$34.36$37.93$41.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HSTM spot · $34.59HSTM PRICE$1.12$1.25$1.39$1.52$1.65$2.25$2.85$3.45$4.05$4.66$5.26$1.10$1.20$1.35$1.50$1.65$1.80$1.95$2.68$3.43$4.17$4.91$5.66
PutsExpensive1.63×
CallsExpensive1.40×
SkewBearish+4.13 pp
Implied moveBearish±$3.60
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.6293.5%20.5%
25Δ30.4876.7%15.4%
30Δ39.3968.2%17.1%31.3870.6%13.2%
35Δ38.3062.6%14.3%32.2864.5%11.0%
40Δ37.2057.0%11.6%33.1858.3%8.8%
45Δ36.1051.5%8.8%34.0852.2%6.7%
50Δ35.0145.9%6.0%34.9946.1%4.5%
55Δ34.2048.9%5.4%35.9048.6%4.0%
60Δ33.4052.0%4.8%36.8251.3%3.5%
65Δ32.6055.1%4.2%37.7453.9%2.9%
70Δ31.8058.2%3.6%38.6656.6%2.4%
75Δ30.9961.3%3.1%39.5859.2%1.9%
80Δ30.1964.4%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.62
IV
93.5%
B/E move
20.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.48
IV
76.7%
B/E move
15.4%

30Δ

Calls
Pseudo strike
39.39
IV
68.2%
B/E move
17.1%
Puts
Pseudo strike
31.38
IV
70.6%
B/E move
13.2%

35Δ

Calls
Pseudo strike
38.30
IV
62.6%
B/E move
14.3%
Puts
Pseudo strike
32.28
IV
64.5%
B/E move
11.0%

40Δ

Calls
Pseudo strike
37.20
IV
57.0%
B/E move
11.6%
Puts
Pseudo strike
33.18
IV
58.3%
B/E move
8.8%

45Δ

Calls
Pseudo strike
36.10
IV
51.5%
B/E move
8.8%
Puts
Pseudo strike
34.08
IV
52.2%
B/E move
6.7%

50Δ

Calls
Pseudo strike
35.01
IV
45.9%
B/E move
6.0%
Puts
Pseudo strike
34.99
IV
46.1%
B/E move
4.5%

55Δ

Calls
Pseudo strike
34.20
IV
48.9%
B/E move
5.4%
Puts
Pseudo strike
35.90
IV
48.6%
B/E move
4.0%

60Δ

Calls
Pseudo strike
33.40
IV
52.0%
B/E move
4.8%
Puts
Pseudo strike
36.82
IV
51.3%
B/E move
3.5%

65Δ

Calls
Pseudo strike
32.60
IV
55.1%
B/E move
4.2%
Puts
Pseudo strike
37.74
IV
53.9%
B/E move
2.9%

70Δ

Calls
Pseudo strike
31.80
IV
58.2%
B/E move
3.6%
Puts
Pseudo strike
38.66
IV
56.6%
B/E move
2.4%

75Δ

Calls
Pseudo strike
30.99
IV
61.3%
B/E move
3.1%
Puts
Pseudo strike
39.58
IV
59.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
30.19
IV
64.4%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations