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Heartflow, Inc. Common Stock HTFL

HEALTHCARE · HEALTH INFORMATION SERVICES
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Market dataready · fetched 2026-10-15T20:02:19.461Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:01.637813694Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:02:19.045411+00:00

Share price$50.91
1D+4.4%
AH$48$49$50$51$525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHTFL
Sold putSold callAH

Heartflow, Inc. Common Stock options

Live interpolated HTFL call and put midpoint premiums by absolute delta.Heartflow, Inc. Common Stock$0.27$1.59$2.91$4.23$5.55$46.18$48.81$51.45$54.08$56.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $50.91OPTION PRICELive HTFL spot · $50.91HTFL PRICE$0.60$0.71$0.82$0.93$1.04$1.15$1.26$1.37$1.48$1.67$2.51$3.34$4.17$0.42$0.52$0.63$0.74$1.07$1.52$1.97$2.42$2.87$3.32$3.76$4.21$5.17
PutsExpensive1.63×
CallsExpensive1.70×
SkewBullish-40.62 pp
Implied moveBearish±$3.23
TiltBearish15.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.15290.8%23.3%47.23138.5%8.0%
25Δ60.78269.4%20.8%48.06130.4%6.6%
30Δ59.42248.0%18.3%48.88122.4%5.2%
35Δ58.05226.5%15.9%49.71114.3%3.8%
40Δ56.68205.1%13.4%50.38116.1%3.1%
45Δ55.31183.7%10.9%50.97123.1%2.9%
50Δ53.94162.2%8.4%51.56130.1%2.6%
55Δ52.58140.8%6.0%52.15137.2%2.3%
60Δ51.21119.4%3.5%52.73144.2%2.0%
65Δ49.89102.1%1.3%53.32151.2%1.8%
70Δ48.97116.3%1.1%53.91158.3%1.5%
75Δ48.05130.5%1.0%54.50165.3%1.2%
80Δ47.13144.6%0.8%55.58180.1%1.0%

20Δ

Calls
Pseudo strike
62.15
IV
290.8%
B/E move
23.3%
Puts
Pseudo strike
47.23
IV
138.5%
B/E move
8.0%

25Δ

Calls
Pseudo strike
60.78
IV
269.4%
B/E move
20.8%
Puts
Pseudo strike
48.06
IV
130.4%
B/E move
6.6%

30Δ

Calls
Pseudo strike
59.42
IV
248.0%
B/E move
18.3%
Puts
Pseudo strike
48.88
IV
122.4%
B/E move
5.2%

35Δ

Calls
Pseudo strike
58.05
IV
226.5%
B/E move
15.9%
Puts
Pseudo strike
49.71
IV
114.3%
B/E move
3.8%

40Δ

Calls
Pseudo strike
56.68
IV
205.1%
B/E move
13.4%
Puts
Pseudo strike
50.38
IV
116.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
55.31
IV
183.7%
B/E move
10.9%
Puts
Pseudo strike
50.97
IV
123.1%
B/E move
2.9%

50Δ

Calls
Pseudo strike
53.94
IV
162.2%
B/E move
8.4%
Puts
Pseudo strike
51.56
IV
130.1%
B/E move
2.6%

55Δ

Calls
Pseudo strike
52.58
IV
140.8%
B/E move
6.0%
Puts
Pseudo strike
52.15
IV
137.2%
B/E move
2.3%

60Δ

Calls
Pseudo strike
51.21
IV
119.4%
B/E move
3.5%
Puts
Pseudo strike
52.73
IV
144.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
49.89
IV
102.1%
B/E move
1.3%
Puts
Pseudo strike
53.32
IV
151.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
48.97
IV
116.3%
B/E move
1.1%
Puts
Pseudo strike
53.91
IV
158.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
48.05
IV
130.5%
B/E move
1.0%
Puts
Pseudo strike
54.50
IV
165.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
47.13
IV
144.6%
B/E move
0.8%
Puts
Pseudo strike
55.58
IV
180.1%
B/E move
1.0%