IntraAlpha
Create free account Start free

Health Catalyst, Inc Common Stock HCAT

HEALTHCARE · HEALTH INFORMATION SERVICES
i

Market dataready · fetched 2026-11-06T20:47:08.877Z

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 · 2026-11-06T20:46:42.728372115Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T20:47:08.378135+00:00

Share price$1.47
1D-2.0%
$1.39$1.42$1.45$1.48$1.515:30 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$0.37$0.45$0.54$0.62$0.71$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ 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 —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEHCAT PRICE$0.37$0.42$0.47$0.49$0.55$0.62$0.69$0.39$0.43$0.47$0.51$0.57$0.63
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.97625.8%60.6%
25Δ1.16558.5%50.7%
30Δ1.34491.2%40.8%
35Δ1.51429.4%31.6%
40Δ1.61408.5%28.7%
45Δ1.72387.6%25.7%
50Δ2.12476.7%69.6%
55Δ2.06514.2%69.0%
60Δ2.00551.7%68.4%
65Δ1.62480.9%43.9%
70Δ1.38458.1%31.2%
75Δ1.21458.5%24.2%
80Δ1.04458.8%17.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.97
IV
625.8%
B/E move
60.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.16
IV
558.5%
B/E move
50.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.34
IV
491.2%
B/E move
40.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.51
IV
429.4%
B/E move
31.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.61
IV
408.5%
B/E move
28.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.72
IV
387.6%
B/E move
25.7%

50Δ

Calls
Pseudo strike
2.12
IV
476.7%
B/E move
69.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.06
IV
514.2%
B/E move
69.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.00
IV
551.7%
B/E move
68.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.62
IV
480.9%
B/E move
43.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.38
IV
458.1%
B/E move
31.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.21
IV
458.5%
B/E move
24.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.04
IV
458.8%
B/E move
17.1%
Puts
Pseudo strike
IV
B/E move

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%