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HA Sustainable Infrastructure Capital, Inc. HASI

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-07T21:43:01.033Z

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 · 2026-11-07T00:00:00.002646409Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T21:43:00.598243+00:00

Share price$38.90
1D+0.9%
AH$38.45$38.85$39.24$39.63$40.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHASI
Sold putSold callAH

HA Sustainable Infrastructure Capital, Inc. options

Live interpolated HASI call and put midpoint premiums by absolute delta.HA Sustainable Infrastructure Capital, Inc.$0.30$2.14$3.98$5.81$7.65$34.37$36.59$38.81$41.03$43.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HASI spot · $38.90HASI PRICE$1.07$0.90$1.21$1.53$1.85$2.16$2.48$2.80$3.12$3.43$0.50$0.67$0.84$1.01$1.19$1.36$1.53$1.70$1.87$3.03$4.39$5.75$7.12
PutsExpensive1.55×
Calls——
Skew——
Implied moveBalanced±$3.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.7650.7%9.4%
25Δ45.83108.8%20.6%36.2849.9%8.5%
30Δ36.8049.1%7.6%
35Δ37.3248.3%6.7%
40Δ39.8642.3%4.8%37.8447.5%5.8%
45Δ39.3742.6%4.3%38.3546.7%4.9%
50Δ38.8942.8%3.9%38.8745.9%4.0%
55Δ38.4143.0%3.5%39.3945.1%3.1%
60Δ37.9343.3%3.1%39.9144.4%2.2%
65Δ37.4543.5%2.7%41.2248.3%1.8%
70Δ36.9743.8%2.2%42.6953.3%1.5%
75Δ36.4944.0%1.8%44.1758.3%1.3%
80Δ36.0144.2%1.4%45.6463.2%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.76
IV
50.7%
B/E move
9.4%

25Δ

Calls
Pseudo strike
45.83
IV
108.8%
B/E move
20.6%
Puts
Pseudo strike
36.28
IV
49.9%
B/E move
8.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.80
IV
49.1%
B/E move
7.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.32
IV
48.3%
B/E move
6.7%

40Δ

Calls
Pseudo strike
39.86
IV
42.3%
B/E move
4.8%
Puts
Pseudo strike
37.84
IV
47.5%
B/E move
5.8%

45Δ

Calls
Pseudo strike
39.37
IV
42.6%
B/E move
4.3%
Puts
Pseudo strike
38.35
IV
46.7%
B/E move
4.9%

50Δ

Calls
Pseudo strike
38.89
IV
42.8%
B/E move
3.9%
Puts
Pseudo strike
38.87
IV
45.9%
B/E move
4.0%

55Δ

Calls
Pseudo strike
38.41
IV
43.0%
B/E move
3.5%
Puts
Pseudo strike
39.39
IV
45.1%
B/E move
3.1%

60Δ

Calls
Pseudo strike
37.93
IV
43.3%
B/E move
3.1%
Puts
Pseudo strike
39.91
IV
44.4%
B/E move
2.2%

65Δ

Calls
Pseudo strike
37.45
IV
43.5%
B/E move
2.7%
Puts
Pseudo strike
41.22
IV
48.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
36.97
IV
43.8%
B/E move
2.2%
Puts
Pseudo strike
42.69
IV
53.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
36.49
IV
44.0%
B/E move
1.8%
Puts
Pseudo strike
44.17
IV
58.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
36.01
IV
44.2%
B/E move
1.4%
Puts
Pseudo strike
45.64
IV
63.2%
B/E move
1.0%

Options history

IV · four-Friday blend39.95%
Daily close
HASI28.0%34.4%40.8%2026-08-21: 30.28%2026-08-24: 29.16%2026-08-25: 28.88%2026-08-26: 33.84%2026-08-31: 32.26%2026-09-02: 30.46%2026-09-03: 30.30%2026-10-16: 33.41%2026-10-21: 33.76%2026-10-23: 36.68%2026-10-26: 37.71%2026-10-28: 35.72%2026-10-30: 39.95%Aug 21Sep 3Oct 30
13 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
30.28%
29.16%
28.88%
33.84%
32.26%
30.46%
30.30%
33.41%
33.76%
36.68%
37.71%
35.72%
39.95%