IntraAlpha
Create free account Start free

Hyliion Holdings Corp. HYLN

i

Market datapartial · fetched 2026-10-23T15:22:20.718Z

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 · 2026-10-23T15:22:10.611931097Z

FundamentalsAlpha Vantage · unavailable

Share price$2.97
1D-2.1%
$2.94$2.98$3.03$3.07$3.115:30 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$0.35$0.59$0.83$1.07$1.64$2.44$3.25$4.06$4.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HYLN spot · $2.97HYLN PRICE$0.16$0.13$0.18$0.22$0.27$0.32$0.36$0.41$0.51$0.63$0.75$0.88$1.00$0.21$0.25$0.29$0.33$0.37$0.41$0.48$0.56$0.63$0.70$0.77$0.85$0.92
PutsExpensive1.15×
CallsExpensive1.56×
SkewBullish-21.21 pp
Implied moveBearish±$0.85
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.73209.2%98.3%2.15184.2%34.7%
25Δ3.98123.4%38.5%2.32170.7%30.1%
30Δ3.83124.9%34.8%2.50157.3%25.5%
35Δ3.67126.5%31.1%2.67143.8%21.0%
40Δ3.52128.0%27.5%2.85130.4%16.4%
45Δ3.36129.5%23.8%3.02118.2%12.3%
50Δ3.20131.0%20.1%3.13113.8%11.0%
55Δ3.05132.5%16.5%3.24109.4%9.6%
60Δ2.88138.9%14.1%3.35105.0%8.3%
65Δ2.70147.4%12.3%3.46100.7%7.0%
70Δ2.53156.0%10.6%3.5896.3%5.7%
75Δ2.35164.6%8.8%3.6991.9%4.4%
80Δ2.18173.1%7.0%3.8087.5%3.0%

20Δ

Calls
Pseudo strike
5.73
IV
209.2%
B/E move
98.3%
Puts
Pseudo strike
2.15
IV
184.2%
B/E move
34.7%

25Δ

Calls
Pseudo strike
3.98
IV
123.4%
B/E move
38.5%
Puts
Pseudo strike
2.32
IV
170.7%
B/E move
30.1%

30Δ

Calls
Pseudo strike
3.83
IV
124.9%
B/E move
34.8%
Puts
Pseudo strike
2.50
IV
157.3%
B/E move
25.5%

35Δ

Calls
Pseudo strike
3.67
IV
126.5%
B/E move
31.1%
Puts
Pseudo strike
2.67
IV
143.8%
B/E move
21.0%

40Δ

Calls
Pseudo strike
3.52
IV
128.0%
B/E move
27.5%
Puts
Pseudo strike
2.85
IV
130.4%
B/E move
16.4%

45Δ

Calls
Pseudo strike
3.36
IV
129.5%
B/E move
23.8%
Puts
Pseudo strike
3.02
IV
118.2%
B/E move
12.3%

50Δ

Calls
Pseudo strike
3.20
IV
131.0%
B/E move
20.1%
Puts
Pseudo strike
3.13
IV
113.8%
B/E move
11.0%

55Δ

Calls
Pseudo strike
3.05
IV
132.5%
B/E move
16.5%
Puts
Pseudo strike
3.24
IV
109.4%
B/E move
9.6%

60Δ

Calls
Pseudo strike
2.88
IV
138.9%
B/E move
14.1%
Puts
Pseudo strike
3.35
IV
105.0%
B/E move
8.3%

65Δ

Calls
Pseudo strike
2.70
IV
147.4%
B/E move
12.3%
Puts
Pseudo strike
3.46
IV
100.7%
B/E move
7.0%

70Δ

Calls
Pseudo strike
2.53
IV
156.0%
B/E move
10.6%
Puts
Pseudo strike
3.58
IV
96.3%
B/E move
5.7%

75Δ

Calls
Pseudo strike
2.35
IV
164.6%
B/E move
8.8%
Puts
Pseudo strike
3.69
IV
91.9%
B/E move
4.4%

80Δ

Calls
Pseudo strike
2.18
IV
173.1%
B/E move
7.0%
Puts
Pseudo strike
3.80
IV
87.5%
B/E move
3.0%

Options history

No recorded observations