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Hexcel Corporation HXL

INDUSTRIALS · AEROSPACE & DEFENSE
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Market dataready · fetched 2026-10-15T20:04:58.975Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:03.313799992Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:58.576596+00:00

Share price$89.86
1D+2.2%
AH$87.46$88.16$88.86$89.55$90.255:30 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$0.28$2.14$3.99$5.85$7.70$83.05$85.78$88.51$91.23$93.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $89.86OPTION PRICELive HXL spot · $89.86HXL PRICE$0.48$0.60$0.72$0.84$0.96$1.08$1.20$1.32$1.44$1.56$1.67$1.79$1.91$0.76$0.94$1.12$1.30$1.48$1.66$1.84$2.56$3.29$4.02$4.76$5.49$7.17
PutsExpensive4.04×
CallsExpensive1.40×
SkewBearish+57.73 pp
Implied moveBearish±$3.04
TiltBearish40.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.3296.8%5.5%82.60154.3%8.9%
25Δ93.5791.5%4.8%83.83144.5%7.8%
30Δ92.8386.2%4.1%85.05134.6%6.6%
35Δ92.0980.9%3.4%86.28124.8%5.4%
40Δ91.3475.6%2.7%87.51115.0%4.3%
45Δ90.6070.2%2.0%88.73105.2%3.1%
50Δ89.8564.9%1.3%89.9695.4%1.9%
55Δ89.1159.6%0.6%90.87101.6%1.7%
60Δ88.3654.3%0.1%91.78108.4%1.5%
65Δ87.6249.0%0.8%92.68115.2%1.3%
70Δ86.8843.7%1.5%93.59122.0%1.1%
75Δ86.1338.4%2.2%94.49128.8%1.0%
80Δ85.3933.1%2.8%96.32145.1%0.8%

20Δ

Calls
Pseudo strike
94.32
IV
96.8%
B/E move
5.5%
Puts
Pseudo strike
82.60
IV
154.3%
B/E move
8.9%

25Δ

Calls
Pseudo strike
93.57
IV
91.5%
B/E move
4.8%
Puts
Pseudo strike
83.83
IV
144.5%
B/E move
7.8%

30Δ

Calls
Pseudo strike
92.83
IV
86.2%
B/E move
4.1%
Puts
Pseudo strike
85.05
IV
134.6%
B/E move
6.6%

35Δ

Calls
Pseudo strike
92.09
IV
80.9%
B/E move
3.4%
Puts
Pseudo strike
86.28
IV
124.8%
B/E move
5.4%

40Δ

Calls
Pseudo strike
91.34
IV
75.6%
B/E move
2.7%
Puts
Pseudo strike
87.51
IV
115.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
90.60
IV
70.2%
B/E move
2.0%
Puts
Pseudo strike
88.73
IV
105.2%
B/E move
3.1%

50Δ

Calls
Pseudo strike
89.85
IV
64.9%
B/E move
1.3%
Puts
Pseudo strike
89.96
IV
95.4%
B/E move
1.9%

55Δ

Calls
Pseudo strike
89.11
IV
59.6%
B/E move
0.6%
Puts
Pseudo strike
90.87
IV
101.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
88.36
IV
54.3%
B/E move
0.1%
Puts
Pseudo strike
91.78
IV
108.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
87.62
IV
49.0%
B/E move
0.8%
Puts
Pseudo strike
92.68
IV
115.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
86.88
IV
43.7%
B/E move
1.5%
Puts
Pseudo strike
93.59
IV
122.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
86.13
IV
38.4%
B/E move
2.2%
Puts
Pseudo strike
94.49
IV
128.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
85.39
IV
33.1%
B/E move
2.8%
Puts
Pseudo strike
96.32
IV
145.1%
B/E move
0.8%