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HealthStream Inc HSTM

HEALTHCARE · HEALTH INFORMATION SERVICES
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Market dataready · fetched 2026-10-24T04:23:00.659Z

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 · 2026-10-23T20:00:00.359348902Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:23:00.966185+00:00

Share price$35.16
1D+1.4%
AH$34.22$34.47$34.72$34.98$35.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHSTM
Sold putSold callAH

HealthStream Inc options

Live interpolated HSTM call and put midpoint premiums by absolute delta.HealthStream Inc$0.96$2.21$3.46$4.71$5.96$27.15$30.95$34.76$38.57$42.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HSTM spot · $35.16HSTM PRICE$1.11$1.29$1.47$1.65$1.83$2.02$2.73$3.45$4.16$4.88$5.60$1.09$1.20$1.33$1.46$1.59$1.72$2.36$3.00$3.65$4.30$4.94
PutsExpensive1.67×
CallsExpensive1.43×
SkewBearish+3.19 pp
Implied moveBearish±$4.18
TiltBullish6.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.3991.2%19.5%
25Δ30.8479.1%15.7%
30Δ39.6666.7%16.0%31.8771.6%13.1%
35Δ38.7363.2%13.8%32.9164.0%10.6%
40Δ37.7959.6%11.7%33.9456.5%8.0%
45Δ36.8556.1%9.5%34.9849.0%5.4%
50Δ35.9152.6%7.3%35.8250.9%4.8%
55Δ34.9849.2%5.2%36.6753.2%4.2%
60Δ34.0753.2%4.7%37.5255.4%3.7%
65Δ33.1757.2%4.1%38.3657.6%3.1%
70Δ32.2661.1%3.6%39.2159.8%2.6%
75Δ31.3565.1%3.1%
80Δ30.4569.0%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.39
IV
91.2%
B/E move
19.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.84
IV
79.1%
B/E move
15.7%

30Δ

Calls
Pseudo strike
39.66
IV
66.7%
B/E move
16.0%
Puts
Pseudo strike
31.87
IV
71.6%
B/E move
13.1%

35Δ

Calls
Pseudo strike
38.73
IV
63.2%
B/E move
13.8%
Puts
Pseudo strike
32.91
IV
64.0%
B/E move
10.6%

40Δ

Calls
Pseudo strike
37.79
IV
59.6%
B/E move
11.7%
Puts
Pseudo strike
33.94
IV
56.5%
B/E move
8.0%

45Δ

Calls
Pseudo strike
36.85
IV
56.1%
B/E move
9.5%
Puts
Pseudo strike
34.98
IV
49.0%
B/E move
5.4%

50Δ

Calls
Pseudo strike
35.91
IV
52.6%
B/E move
7.3%
Puts
Pseudo strike
35.82
IV
50.9%
B/E move
4.8%

55Δ

Calls
Pseudo strike
34.98
IV
49.2%
B/E move
5.2%
Puts
Pseudo strike
36.67
IV
53.2%
B/E move
4.2%

60Δ

Calls
Pseudo strike
34.07
IV
53.2%
B/E move
4.7%
Puts
Pseudo strike
37.52
IV
55.4%
B/E move
3.7%

65Δ

Calls
Pseudo strike
33.17
IV
57.2%
B/E move
4.1%
Puts
Pseudo strike
38.36
IV
57.6%
B/E move
3.1%

70Δ

Calls
Pseudo strike
32.26
IV
61.1%
B/E move
3.6%
Puts
Pseudo strike
39.21
IV
59.8%
B/E move
2.6%

75Δ

Calls
Pseudo strike
31.35
IV
65.1%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.45
IV
69.0%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations