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Hyliion Holdings Corp. HYLN

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Market datapartial · fetched 2026-10-23T13:12:58.046Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T13:08:10.913996548Z

FundamentalsAlpha Vantage · unavailable

Share price$3.04
1D+0.3%
$3.03$3.03$3.04$3.04$3.055:30 AM6:30 AM9:00 AM1:00 PMHYLN
Sold putSold call

Hyliion Holdings Corp. options

Live interpolated HYLN call and put midpoint premiums by absolute delta.Hyliion Holdings Corp.$0.10$0.36$0.62$0.88$1.14$1.81$2.57$3.33$4.09$4.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HYLN spot · $3.04HYLN PRICE$0.16$0.13$0.16$0.19$0.23$0.26$0.30$0.33$0.42$0.58$0.75$0.91$1.07$0.21$0.23$0.24$0.25$0.27$0.32$0.40$0.49$0.58$0.66$0.75$0.83$0.92
PutsFair1.05×
CallsExpensive1.40×
SkewBullish-18.73 pp
Implied moveBearish±$0.70
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.73203.0%93.8%2.16193.3%35.9%
25Δ4.00116.6%35.6%2.35170.3%30.2%
30Δ3.84113.7%31.7%2.53147.3%24.5%
35Δ3.69110.9%27.8%2.72124.3%18.8%
40Δ3.54108.0%24.0%2.91101.3%13.2%
45Δ3.39105.1%20.1%3.0689.7%9.8%
50Δ3.24102.3%16.2%3.1889.2%8.7%
55Δ3.0899.4%12.3%3.3088.7%7.7%
60Δ2.92106.5%9.9%3.4288.2%6.6%
65Δ2.73125.7%9.1%3.5387.7%5.5%
70Δ2.55145.0%8.3%3.6587.3%4.5%
75Δ2.36164.2%7.6%3.7786.8%3.4%
80Δ2.18183.5%6.8%3.8986.3%2.3%

20Δ

Calls
Pseudo strike
5.73
IV
203.0%
B/E move
93.8%
Puts
Pseudo strike
2.16
IV
193.3%
B/E move
35.9%

25Δ

Calls
Pseudo strike
4.00
IV
116.6%
B/E move
35.6%
Puts
Pseudo strike
2.35
IV
170.3%
B/E move
30.2%

30Δ

Calls
Pseudo strike
3.84
IV
113.7%
B/E move
31.7%
Puts
Pseudo strike
2.53
IV
147.3%
B/E move
24.5%

35Δ

Calls
Pseudo strike
3.69
IV
110.9%
B/E move
27.8%
Puts
Pseudo strike
2.72
IV
124.3%
B/E move
18.8%

40Δ

Calls
Pseudo strike
3.54
IV
108.0%
B/E move
24.0%
Puts
Pseudo strike
2.91
IV
101.3%
B/E move
13.2%

45Δ

Calls
Pseudo strike
3.39
IV
105.1%
B/E move
20.1%
Puts
Pseudo strike
3.06
IV
89.7%
B/E move
9.8%

50Δ

Calls
Pseudo strike
3.24
IV
102.3%
B/E move
16.2%
Puts
Pseudo strike
3.18
IV
89.2%
B/E move
8.7%

55Δ

Calls
Pseudo strike
3.08
IV
99.4%
B/E move
12.3%
Puts
Pseudo strike
3.30
IV
88.7%
B/E move
7.7%

60Δ

Calls
Pseudo strike
2.92
IV
106.5%
B/E move
9.9%
Puts
Pseudo strike
3.42
IV
88.2%
B/E move
6.6%

65Δ

Calls
Pseudo strike
2.73
IV
125.7%
B/E move
9.1%
Puts
Pseudo strike
3.53
IV
87.7%
B/E move
5.5%

70Δ

Calls
Pseudo strike
2.55
IV
145.0%
B/E move
8.3%
Puts
Pseudo strike
3.65
IV
87.3%
B/E move
4.5%

75Δ

Calls
Pseudo strike
2.36
IV
164.2%
B/E move
7.6%
Puts
Pseudo strike
3.77
IV
86.8%
B/E move
3.4%

80Δ

Calls
Pseudo strike
2.18
IV
183.5%
B/E move
6.8%
Puts
Pseudo strike
3.89
IV
86.3%
B/E move
2.3%

Options history

No recorded observations