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Hawaiian Electric Industries, Inc. HE

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-06T22:29:06.476Z

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 · 2026-11-06T22:16:34.837679192Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T22:29:06.010979+00:00

Share price$8.54
1D+2.4%
AH$8.19$8.32$8.44$8.57$8.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHE
Sold putSold callAH

Hawaiian Electric Industries, Inc. options

Live interpolated HE call and put midpoint premiums by absolute delta.Hawaiian Electric Industries, Inc.$0.08$0.46$0.84$1.23$1.61$7.22$7.85$8.47$9.10$9.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HE spot · $8.54HE PRICE$0.12$0.15$0.19$0.22$0.29$0.37$0.44$0.51$0.59$0.66$0.73$0.81$0.88$0.15$0.21$0.27$0.33$0.39$0.45$0.51$0.56$0.62$0.70$0.97$1.24$1.50
PutsExpensive1.29×
CallsExpensive1.05×
SkewBearish+7.80 pp
Implied moveBearish±$0.95
TiltBearish14.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.7166.1%15.1%7.7063.3%11.7%
25Δ9.4864.1%12.8%7.8463.0%10.6%
30Δ9.2562.1%10.5%7.9962.7%9.6%
35Δ9.0260.1%8.2%8.1462.3%8.6%
40Δ8.8858.9%7.4%8.2862.0%7.6%
45Δ8.7557.7%6.8%8.4361.7%6.5%
50Δ8.6256.5%6.1%8.5861.4%5.5%
55Δ8.4955.3%5.4%8.7261.1%4.5%
60Δ8.3654.1%4.8%8.8760.8%3.4%
65Δ8.2353.0%4.1%9.0361.2%2.5%
70Δ8.1051.8%3.5%9.3367.5%2.1%
75Δ7.9750.6%2.8%9.6273.9%1.8%
80Δ7.8449.4%2.2%9.9280.3%1.4%

20Δ

Calls
Pseudo strike
9.71
IV
66.1%
B/E move
15.1%
Puts
Pseudo strike
7.70
IV
63.3%
B/E move
11.7%

25Δ

Calls
Pseudo strike
9.48
IV
64.1%
B/E move
12.8%
Puts
Pseudo strike
7.84
IV
63.0%
B/E move
10.6%

30Δ

Calls
Pseudo strike
9.25
IV
62.1%
B/E move
10.5%
Puts
Pseudo strike
7.99
IV
62.7%
B/E move
9.6%

35Δ

Calls
Pseudo strike
9.02
IV
60.1%
B/E move
8.2%
Puts
Pseudo strike
8.14
IV
62.3%
B/E move
8.6%

40Δ

Calls
Pseudo strike
8.88
IV
58.9%
B/E move
7.4%
Puts
Pseudo strike
8.28
IV
62.0%
B/E move
7.6%

45Δ

Calls
Pseudo strike
8.75
IV
57.7%
B/E move
6.8%
Puts
Pseudo strike
8.43
IV
61.7%
B/E move
6.5%

50Δ

Calls
Pseudo strike
8.62
IV
56.5%
B/E move
6.1%
Puts
Pseudo strike
8.58
IV
61.4%
B/E move
5.5%

55Δ

Calls
Pseudo strike
8.49
IV
55.3%
B/E move
5.4%
Puts
Pseudo strike
8.72
IV
61.1%
B/E move
4.5%

60Δ

Calls
Pseudo strike
8.36
IV
54.1%
B/E move
4.8%
Puts
Pseudo strike
8.87
IV
60.8%
B/E move
3.4%

65Δ

Calls
Pseudo strike
8.23
IV
53.0%
B/E move
4.1%
Puts
Pseudo strike
9.03
IV
61.2%
B/E move
2.5%

70Δ

Calls
Pseudo strike
8.10
IV
51.8%
B/E move
3.5%
Puts
Pseudo strike
9.33
IV
67.5%
B/E move
2.1%

75Δ

Calls
Pseudo strike
7.97
IV
50.6%
B/E move
2.8%
Puts
Pseudo strike
9.62
IV
73.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
7.84
IV
49.4%
B/E move
2.2%
Puts
Pseudo strike
9.92
IV
80.3%
B/E move
1.4%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations