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Health Catalyst, Inc Common Stock HCAT

HEALTHCARE · HEALTH INFORMATION SERVICES
i

Market dataready · fetched 2026-11-03T15:48:12.962Z

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 · 2026-11-03T15:47:06.301389218Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T15:48:11.430080+00:00

Share price$1.51
1D-0.3%
$1.50$1.52$1.54$1.56$1.585:30 AM6:30 AM9:00 AM1:00 PMHCAT
Sold putSold call

Health Catalyst, Inc Common Stock options

Live interpolated HCAT call and put midpoint premiums by absolute delta.Health Catalyst, Inc Common Stock$0.28$1.42$2.56$3.70$4.85$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEHCAT PRICE$0.40$0.45$0.50$0.55$0.46$0.97$1.47$1.98$2.49$3.00$3.50$4.01$4.52
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ1.64259.0%21.4%
45Δ2.18268.9%19.5%
50Δ2.72278.9%17.6%
55Δ3.25288.9%15.6%
60Δ3.79298.8%13.7%
65Δ1.45286.8%22.6%4.32308.8%11.8%
70Δ1.33280.1%18.4%4.86318.7%9.8%
75Δ1.22273.4%14.2%5.40328.7%7.9%
80Δ1.10266.7%10.0%5.93338.6%6.0%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.64
IV
259.0%
B/E move
21.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.18
IV
268.9%
B/E move
19.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.72
IV
278.9%
B/E move
17.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.25
IV
288.9%
B/E move
15.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.79
IV
298.8%
B/E move
13.7%

65Δ

Calls
Pseudo strike
1.45
IV
286.8%
B/E move
22.6%
Puts
Pseudo strike
4.32
IV
308.8%
B/E move
11.8%

70Δ

Calls
Pseudo strike
1.33
IV
280.1%
B/E move
18.4%
Puts
Pseudo strike
4.86
IV
318.7%
B/E move
9.8%

75Δ

Calls
Pseudo strike
1.22
IV
273.4%
B/E move
14.2%
Puts
Pseudo strike
5.40
IV
328.7%
B/E move
7.9%

80Δ

Calls
Pseudo strike
1.10
IV
266.7%
B/E move
10.0%
Puts
Pseudo strike
5.93
IV
338.6%
B/E move
6.0%

Options history

IV · four-Friday blend183.11%
Daily close
HCAT142.0%220.4%298.8%2026-09-03: 186.99%2026-09-04: 202.60%2026-09-09: 165.47%2026-09-10: 223.79%2026-09-11: 223.86%2026-09-14: 231.86%2026-09-16: 288.00%2026-09-18: 158.71%2026-09-21: 167.90%2026-09-22: 169.00%2026-09-23: 180.94%2026-09-24: 180.39%2026-09-25: 162.47%2026-09-28: 169.39%2026-09-29: 176.58%2026-09-30: 176.10%2026-10-01: 204.04%2026-10-02: 216.46%2026-10-05: 216.54%2026-10-06: 211.04%2026-10-07: 221.34%2026-10-08: 202.98%2026-10-09: 205.72%2026-10-12: 238.38%2026-10-13: 274.98%2026-10-14: 283.76%2026-10-16: 165.31%2026-10-19: 166.30%2026-10-20: 174.52%2026-10-21: 171.39%2026-10-22: 171.41%2026-10-23: 167.69%2026-10-28: 152.79%2026-10-29: 180.71%2026-10-30: 183.11%Sep 3Oct 2Oct 30
35 observations2026-09-03 — 2026-10-30
Table
DateIV (%)
186.99%
202.60%
165.47%
223.79%
223.86%
231.86%
288.00%
158.71%
167.90%
169.00%
180.94%
180.39%
162.47%
169.39%
176.58%
176.10%
204.04%
216.46%
216.54%
211.04%
221.34%
202.98%
205.72%
238.38%
274.98%
283.76%
165.31%
166.30%
174.52%
171.39%
171.41%
167.69%
152.79%
180.71%
183.11%