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Hyliion Holdings Corp. HYLN

i

Market dataready · fetched 2026-11-12T17:27:10.605Z

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 · 2026-11-12T17:26:46.760680381Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T17:27:09.914905+00:00

Share price$2.78
1D+0.9%
$2.60$2.65$2.70$2.75$2.805:30 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.$0.06$0.48$0.91$1.33$1.76$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEHYLN PRICE$0.11$0.11$0.12$0.12$0.56$0.91$1.27$1.64
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.35333.4%96.7%
25Δ4.69275.9%73.1%
30Δ4.03218.3%49.5%
35Δ3.37160.7%25.9%
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ3.21159.5%4.5%
70Δ3.56207.7%4.5%
75Δ3.92255.9%4.5%
80Δ4.31271.1%3.7%

20Δ

Calls
Pseudo strike
5.35
IV
333.4%
B/E move
96.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.69
IV
275.9%
B/E move
73.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.03
IV
218.3%
B/E move
49.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.37
IV
160.7%
B/E move
25.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.21
IV
159.5%
B/E move
4.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.56
IV
207.7%
B/E move
4.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.92
IV
255.9%
B/E move
4.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.31
IV
271.1%
B/E move
3.7%

Options history

IV · four-Friday blend108.91%
Daily EOD
HYLN99.9%111.3%122.8%2026-10-19: 105.87%2026-10-20: 104.46%2026-10-21: 109.87%2026-10-22: 101.46%2026-10-23: 109.47%2026-10-26: 121.22%2026-10-27: 117.88%2026-10-28: 114.79%2026-10-29: 106.42%2026-10-30: 108.91%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
105.87%
104.46%
109.87%
101.46%
109.47%
121.22%
117.88%
114.79%
106.42%
108.91%