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Heartflow, Inc. Common Stock HTFL

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Market dataready · fetched 2026-11-07T05:15:48.518Z

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 · 2026-11-06T21:31:00.561656371Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-02T05:12:21.593320+00:00

NewsAlpha Vantage · collected 2026-11-06T23:18:18.317668+00:00

Earnings observationsAlpha Vantage · collected 2026-11-06T23:17:18.219588+00:00

Share price$51.36
1D-1.1%
AH$51.23$51.70$52.18$52.66$53.135:30 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$0.93$4.17$7.41$10.65$13.89$35.40$44.11$52.83$61.54$70.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HTFL spot · $51.36HTFL PRICE$1.28$1.86$2.47$3.08$3.80$4.53$5.18$5.74$6.40$7.89$9.38$11.11$12.96$1.90$2.32$2.87$3.45$4.03$4.86$5.72$6.58$7.65$8.85$10.04$11.41$12.85
PutsExpensive1.35×
CallsExpensive1.75×
SkewBullish-29.51 pp
Implied moveBearish±$10.90
TiltBearish4.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.57132.1%30.2%41.85150.8%22.2%
25Δ63.54139.1%27.3%44.49139.7%17.9%
30Δ61.87147.8%25.3%46.38134.3%15.3%
35Δ60.19156.5%23.2%48.09130.2%13.1%
40Δ58.15159.8%20.6%49.79126.2%10.9%
45Δ56.05162.5%18.0%51.35125.0%9.5%
50Δ53.96159.9%15.2%52.89124.2%8.2%
55Δ51.87152.0%12.2%54.43123.4%6.8%
60Δ49.79146.0%9.4%56.07122.4%5.7%
65Δ47.75156.6%8.3%57.78121.3%4.7%
70Δ45.71167.3%7.3%59.48120.2%3.7%
75Δ43.35173.7%6.0%61.29117.0%2.9%
80Δ40.81177.7%4.7%63.14112.9%2.1%

20Δ

Calls
Pseudo strike
65.57
IV
132.1%
B/E move
30.2%
Puts
Pseudo strike
41.85
IV
150.8%
B/E move
22.2%

25Δ

Calls
Pseudo strike
63.54
IV
139.1%
B/E move
27.3%
Puts
Pseudo strike
44.49
IV
139.7%
B/E move
17.9%

30Δ

Calls
Pseudo strike
61.87
IV
147.8%
B/E move
25.3%
Puts
Pseudo strike
46.38
IV
134.3%
B/E move
15.3%

35Δ

Calls
Pseudo strike
60.19
IV
156.5%
B/E move
23.2%
Puts
Pseudo strike
48.09
IV
130.2%
B/E move
13.1%

40Δ

Calls
Pseudo strike
58.15
IV
159.8%
B/E move
20.6%
Puts
Pseudo strike
49.79
IV
126.2%
B/E move
10.9%

45Δ

Calls
Pseudo strike
56.05
IV
162.5%
B/E move
18.0%
Puts
Pseudo strike
51.35
IV
125.0%
B/E move
9.5%

50Δ

Calls
Pseudo strike
53.96
IV
159.9%
B/E move
15.2%
Puts
Pseudo strike
52.89
IV
124.2%
B/E move
8.2%

55Δ

Calls
Pseudo strike
51.87
IV
152.0%
B/E move
12.2%
Puts
Pseudo strike
54.43
IV
123.4%
B/E move
6.8%

60Δ

Calls
Pseudo strike
49.79
IV
146.0%
B/E move
9.4%
Puts
Pseudo strike
56.07
IV
122.4%
B/E move
5.7%

65Δ

Calls
Pseudo strike
47.75
IV
156.6%
B/E move
8.3%
Puts
Pseudo strike
57.78
IV
121.3%
B/E move
4.7%

70Δ

Calls
Pseudo strike
45.71
IV
167.3%
B/E move
7.3%
Puts
Pseudo strike
59.48
IV
120.2%
B/E move
3.7%

75Δ

Calls
Pseudo strike
43.35
IV
173.7%
B/E move
6.0%
Puts
Pseudo strike
61.29
IV
117.0%
B/E move
2.9%

80Δ

Calls
Pseudo strike
40.81
IV
177.7%
B/E move
4.7%
Puts
Pseudo strike
63.14
IV
112.9%
B/E move
2.1%

Options history

IV · four-Friday blend101.55%
Daily close
HTFL64.5%84.4%104.3%2026-08-10: 92.16%2026-08-11: 96.26%2026-08-12: 97.50%2026-08-13: 88.36%2026-08-18: 71.93%2026-08-21: 68.36%2026-08-24: 68.98%2026-08-25: 69.10%2026-08-26: 68.92%2026-08-27: 69.25%2026-08-28: 67.29%2026-08-31: 70.60%2026-09-01: 68.91%2026-09-02: 70.44%2026-09-03: 69.70%2026-09-04: 71.73%2026-09-08: 74.28%2026-09-09: 74.56%2026-09-11: 67.69%2026-09-14: 76.53%2026-09-15: 79.44%2026-09-17: 89.24%2026-09-18: 71.41%2026-09-21: 73.07%2026-09-22: 75.62%2026-09-23: 75.22%2026-09-24: 77.98%2026-09-25: 74.93%2026-09-28: 78.90%2026-09-29: 75.12%2026-09-30: 77.87%2026-10-01: 77.32%2026-10-02: 75.41%2026-10-05: 73.73%2026-10-06: 73.69%2026-10-07: 80.17%2026-10-08: 83.44%2026-10-09: 82.68%2026-10-12: 84.79%2026-10-13: 88.60%2026-10-14: 87.54%2026-10-16: 81.07%2026-10-19: 79.80%2026-10-20: 82.63%2026-10-21: 79.23%2026-10-22: 79.36%2026-10-23: 83.59%2026-10-26: 82.66%2026-10-27: 82.74%2026-10-28: 84.80%2026-10-29: 84.13%2026-10-30: 85.74%2026-11-03: 90.99%2026-11-06: 101.55%Aug 10Sep 24Nov 6
54 observations2026-08-10 — 2026-11-06
Table
DateIV (%)
92.16%
96.26%
97.50%
88.36%
71.93%
68.36%
68.98%
69.10%
68.92%
69.25%
67.29%
70.60%
68.91%
70.44%
69.70%
71.73%
74.28%
74.56%
67.69%
76.53%
79.44%
89.24%
71.41%
73.07%
75.62%
75.22%
77.98%
74.93%
78.90%
75.12%
77.87%
77.32%
75.41%
73.73%
73.69%
80.17%
83.44%
82.68%
84.79%
88.60%
87.54%
81.07%
79.80%
82.63%
79.23%
79.36%
83.59%
82.66%
82.74%
84.80%
84.13%
85.74%
90.99%
101.55%

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