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Heartflow, Inc. Common Stock HTFL

HEALTHCARE · HEALTH INFORMATION SERVICES
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Market dataready · fetched 2026-10-20T06:05:19.731Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:45:59.991319828Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:05:18.779727+00:00

Share price$51.33
1D+5.5%
AH$48.29$49.22$50.15$51.08$52.015:30 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$0.72$6.09$11.47$16.84$22.21$33.37$42.12$50.88$59.63$68.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HTFL spot · $51.33HTFL PRICE$1.30$1.75$2.23$2.76$3.33$3.89$4.51$5.13$5.81$7.21$8.60$10.11$11.75$1.98$2.55$3.28$4.09$4.90$5.69$6.48$7.27$9.31$11.41$13.28$15.15$20.66
PutsExpensive1.42×
CallsExpensive1.42×
SkewBearish+6.02 pp
Implied moveBearish±$10.99
TiltBearish21.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.9687.0%31.0%41.78101.6%22.5%
25Δ63.3287.4%26.8%44.1698.0%18.9%
30Δ61.0488.4%23.3%46.1996.7%16.4%
35Δ58.9388.9%20.2%48.0496.7%14.4%
40Δ56.9888.9%17.5%49.8996.7%12.4%
45Δ55.0288.9%14.8%51.5893.8%10.6%
50Δ53.3087.2%12.6%53.2690.6%8.9%
55Δ51.5885.4%10.5%54.9387.5%7.1%
60Δ49.8584.3%8.4%57.4292.8%6.3%
65Δ47.9690.5%7.5%59.9598.5%5.4%
70Δ46.0896.6%6.5%62.3897.6%4.3%
75Δ44.02100.9%5.4%64.8196.6%3.3%
80Δ41.74102.6%4.2%70.66108.3%2.6%

20Δ

Calls
Pseudo strike
65.96
IV
87.0%
B/E move
31.0%
Puts
Pseudo strike
41.78
IV
101.6%
B/E move
22.5%

25Δ

Calls
Pseudo strike
63.32
IV
87.4%
B/E move
26.8%
Puts
Pseudo strike
44.16
IV
98.0%
B/E move
18.9%

30Δ

Calls
Pseudo strike
61.04
IV
88.4%
B/E move
23.3%
Puts
Pseudo strike
46.19
IV
96.7%
B/E move
16.4%

35Δ

Calls
Pseudo strike
58.93
IV
88.9%
B/E move
20.2%
Puts
Pseudo strike
48.04
IV
96.7%
B/E move
14.4%

40Δ

Calls
Pseudo strike
56.98
IV
88.9%
B/E move
17.5%
Puts
Pseudo strike
49.89
IV
96.7%
B/E move
12.4%

45Δ

Calls
Pseudo strike
55.02
IV
88.9%
B/E move
14.8%
Puts
Pseudo strike
51.58
IV
93.8%
B/E move
10.6%

50Δ

Calls
Pseudo strike
53.30
IV
87.2%
B/E move
12.6%
Puts
Pseudo strike
53.26
IV
90.6%
B/E move
8.9%

55Δ

Calls
Pseudo strike
51.58
IV
85.4%
B/E move
10.5%
Puts
Pseudo strike
54.93
IV
87.5%
B/E move
7.1%

60Δ

Calls
Pseudo strike
49.85
IV
84.3%
B/E move
8.4%
Puts
Pseudo strike
57.42
IV
92.8%
B/E move
6.3%

65Δ

Calls
Pseudo strike
47.96
IV
90.5%
B/E move
7.5%
Puts
Pseudo strike
59.95
IV
98.5%
B/E move
5.4%

70Δ

Calls
Pseudo strike
46.08
IV
96.6%
B/E move
6.5%
Puts
Pseudo strike
62.38
IV
97.6%
B/E move
4.3%

75Δ

Calls
Pseudo strike
44.02
IV
100.9%
B/E move
5.4%
Puts
Pseudo strike
64.81
IV
96.6%
B/E move
3.3%

80Δ

Calls
Pseudo strike
41.74
IV
102.6%
B/E move
4.2%
Puts
Pseudo strike
70.66
IV
108.3%
B/E move
2.6%

Options history

HTFL87.4287.5187.592026-10-19T19:55:03.728000+00:00: 87.51%Oct 19Oct 19
Table
ObservationIVSkewImplied move
87.51%10.43 pp21.42%