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Heartflow, Inc. Common Stock HTFL

HEALTHCARE · HEALTH INFORMATION SERVICES
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Market dataready · fetched 2026-10-15T20:32:42.780Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:14:18.484775078Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:42.250168+00:00

Share price$51.20
1D+5.0%
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$0.16$2.03$3.91$5.78$7.66$46.03$48.25$50.48$52.70$54.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $51.20OPTION PRICELive HTFL spot · $51.20HTFL PRICE$0.36$0.48$0.59$0.71$0.82$0.94$1.06$1.17$1.29$1.40$1.52$1.64$1.75$0.44$0.56$0.68$0.84$1.33$1.81$2.30$2.78$3.27$3.75$4.24$5.11$7.11
PutsExpensive1.89×
CallsCheap0.81×
SkewBearish+74.84 pp
Implied moveBearish±$3.36
TiltBearish42.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.1899.5%6.5%47.45145.3%8.2%
25Δ53.7997.5%6.0%48.34137.1%6.7%
30Δ53.3995.6%5.4%49.24129.0%5.2%
35Δ52.9993.7%4.9%50.09123.4%3.8%
40Δ52.5991.8%4.3%50.72133.2%3.5%
45Δ52.1989.9%3.8%51.36142.9%3.2%
50Δ51.7987.9%3.2%51.99152.6%2.9%
55Δ51.3986.0%2.7%52.63162.4%2.7%
60Δ50.9984.1%2.1%53.26172.1%2.4%
65Δ50.5982.2%1.6%53.89181.8%2.1%
70Δ50.1980.2%1.0%54.53191.6%1.8%
75Δ49.7978.3%0.4%55.54206.7%1.5%
80Δ49.3976.4%0.1%57.68238.0%1.2%

20Δ

Calls
Pseudo strike
54.18
IV
99.5%
B/E move
6.5%
Puts
Pseudo strike
47.45
IV
145.3%
B/E move
8.2%

25Δ

Calls
Pseudo strike
53.79
IV
97.5%
B/E move
6.0%
Puts
Pseudo strike
48.34
IV
137.1%
B/E move
6.7%

30Δ

Calls
Pseudo strike
53.39
IV
95.6%
B/E move
5.4%
Puts
Pseudo strike
49.24
IV
129.0%
B/E move
5.2%

35Δ

Calls
Pseudo strike
52.99
IV
93.7%
B/E move
4.9%
Puts
Pseudo strike
50.09
IV
123.4%
B/E move
3.8%

40Δ

Calls
Pseudo strike
52.59
IV
91.8%
B/E move
4.3%
Puts
Pseudo strike
50.72
IV
133.2%
B/E move
3.5%

45Δ

Calls
Pseudo strike
52.19
IV
89.9%
B/E move
3.8%
Puts
Pseudo strike
51.36
IV
142.9%
B/E move
3.2%

50Δ

Calls
Pseudo strike
51.79
IV
87.9%
B/E move
3.2%
Puts
Pseudo strike
51.99
IV
152.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
51.39
IV
86.0%
B/E move
2.7%
Puts
Pseudo strike
52.63
IV
162.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
50.99
IV
84.1%
B/E move
2.1%
Puts
Pseudo strike
53.26
IV
172.1%
B/E move
2.4%

65Δ

Calls
Pseudo strike
50.59
IV
82.2%
B/E move
1.6%
Puts
Pseudo strike
53.89
IV
181.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
50.19
IV
80.2%
B/E move
1.0%
Puts
Pseudo strike
54.53
IV
191.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
49.79
IV
78.3%
B/E move
0.4%
Puts
Pseudo strike
55.54
IV
206.7%
B/E move
1.5%

80Δ

Calls
Pseudo strike
49.39
IV
76.4%
B/E move
0.1%
Puts
Pseudo strike
57.68
IV
238.0%
B/E move
1.2%