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Hexcel Corporation HXL

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-08T00:51:35.267Z

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 · 2026-11-07T00:00:00.002285527Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-08T00:51:34.875168+00:00

Share price$80.40
1D-0.3%
AH$78.84$79.58$80.31$81.05$81.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHXL
Sold putSold callAH

Hexcel Corporation options

Live interpolated HXL call and put midpoint premiums by absolute delta.Hexcel Corporation$0.48$2.51$4.53$6.56$8.59$70.93$75.51$80.10$84.68$89.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HXL spot · $80.40HXL PRICE$0.70$0.89$1.23$1.58$1.93$2.28$2.62$3.01$3.93$4.86$5.79$6.71$8.01$1.24$1.59$1.82$2.02$2.22$2.41$3.00$3.60$4.21$4.81$5.42$6.37$7.54
PutsExpensive1.43×
CallsExpensive1.17×
SkewBearish+4.03 pp
Implied moveBearish±$5.62
TiltBearish3.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.7041.9%8.7%72.5868.4%11.3%
25Δ85.0840.8%6.9%74.5365.9%9.3%
30Δ84.1941.4%6.2%75.9961.1%7.7%
35Δ83.3442.0%5.6%77.3055.6%6.4%
40Δ82.4942.7%5.0%78.6150.1%5.0%
45Δ81.6543.3%4.4%79.9244.6%3.6%
50Δ80.8043.9%3.8%80.8844.6%3.1%
55Δ79.9344.8%3.2%81.8245.0%2.7%
60Δ78.7448.1%2.8%82.7645.3%2.3%
65Δ77.5551.4%2.5%83.7045.7%1.9%
70Δ76.3654.7%2.2%84.6446.0%1.5%
75Δ75.1758.0%1.9%85.8746.0%1.1%
80Δ73.5758.5%1.5%87.2845.7%0.8%

20Δ

Calls
Pseudo strike
86.70
IV
41.9%
B/E move
8.7%
Puts
Pseudo strike
72.58
IV
68.4%
B/E move
11.3%

25Δ

Calls
Pseudo strike
85.08
IV
40.8%
B/E move
6.9%
Puts
Pseudo strike
74.53
IV
65.9%
B/E move
9.3%

30Δ

Calls
Pseudo strike
84.19
IV
41.4%
B/E move
6.2%
Puts
Pseudo strike
75.99
IV
61.1%
B/E move
7.7%

35Δ

Calls
Pseudo strike
83.34
IV
42.0%
B/E move
5.6%
Puts
Pseudo strike
77.30
IV
55.6%
B/E move
6.4%

40Δ

Calls
Pseudo strike
82.49
IV
42.7%
B/E move
5.0%
Puts
Pseudo strike
78.61
IV
50.1%
B/E move
5.0%

45Δ

Calls
Pseudo strike
81.65
IV
43.3%
B/E move
4.4%
Puts
Pseudo strike
79.92
IV
44.6%
B/E move
3.6%

50Δ

Calls
Pseudo strike
80.80
IV
43.9%
B/E move
3.8%
Puts
Pseudo strike
80.88
IV
44.6%
B/E move
3.1%

55Δ

Calls
Pseudo strike
79.93
IV
44.8%
B/E move
3.2%
Puts
Pseudo strike
81.82
IV
45.0%
B/E move
2.7%

60Δ

Calls
Pseudo strike
78.74
IV
48.1%
B/E move
2.8%
Puts
Pseudo strike
82.76
IV
45.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
77.55
IV
51.4%
B/E move
2.5%
Puts
Pseudo strike
83.70
IV
45.7%
B/E move
1.9%

70Δ

Calls
Pseudo strike
76.36
IV
54.7%
B/E move
2.2%
Puts
Pseudo strike
84.64
IV
46.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
75.17
IV
58.0%
B/E move
1.9%
Puts
Pseudo strike
85.87
IV
46.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
73.57
IV
58.5%
B/E move
1.5%
Puts
Pseudo strike
87.28
IV
45.7%
B/E move
0.8%

Options history

IV · four-Friday blend35.28%
Daily close
HXL32.3%37.9%43.4%2026-08-10: 38.93%2026-08-11: 40.35%2026-08-12: 36.91%2026-08-13: 36.95%2026-08-14: 35.51%2026-08-17: 38.97%2026-08-19: 42.64%2026-08-21: 37.22%2026-08-24: 36.76%2026-08-25: 35.46%2026-08-26: 34.29%2026-08-27: 35.68%2026-08-28: 34.65%2026-08-31: 34.64%2026-09-01: 33.87%2026-09-02: 34.37%2026-09-03: 34.06%2026-09-04: 34.42%2026-09-08: 36.14%2026-09-09: 38.06%2026-09-10: 36.90%2026-09-18: 35.68%2026-09-21: 36.61%2026-09-22: 35.58%2026-09-23: 37.48%2026-09-24: 36.33%2026-09-25: 35.57%2026-09-28: 36.74%2026-09-29: 37.26%2026-09-30: 37.39%2026-10-01: 36.16%2026-10-02: 36.08%2026-10-05: 36.87%2026-10-06: 37.72%2026-10-07: 37.16%2026-10-08: 36.42%2026-10-09: 36.04%2026-10-13: 39.64%2026-10-16: 35.27%2026-10-19: 35.95%2026-10-20: 35.88%2026-10-21: 36.35%2026-10-22: 34.79%2026-10-23: 34.10%2026-10-26: 33.43%2026-10-27: 34.11%2026-10-28: 33.09%2026-10-29: 33.49%2026-10-30: 35.28%Aug 10Sep 23Oct 30
49 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
38.93%
40.35%
36.91%
36.95%
35.51%
38.97%
42.64%
37.22%
36.76%
35.46%
34.29%
35.68%
34.65%
34.64%
33.87%
34.37%
34.06%
34.42%
36.14%
38.06%
36.90%
35.68%
36.61%
35.58%
37.48%
36.33%
35.57%
36.74%
37.26%
37.39%
36.16%
36.08%
36.87%
37.72%
37.16%
36.42%
36.04%
39.64%
35.27%
35.95%
35.88%
36.35%
34.79%
34.10%
33.43%
34.11%
33.09%
33.49%
35.28%