IntraAlpha
Create free account Start free

Helen of Troy Limited Common Stock HELE

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
i

Market dataready · fetched 2026-11-04T04:36:40.373Z

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 · 2026-11-03T21:00:07.758531292Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-04T04:35:39.844124+00:00

Share price$29.54
1D-0.3%
AH$29.32$29.50$29.68$29.86$30.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHELE
Sold putSold callAH

Helen of Troy Limited Common Stock options

Live interpolated HELE call and put midpoint premiums by absolute delta.Helen of Troy Limited Common Stock$0.38$1.48$2.58$3.69$4.79$25.67$27.98$30.28$32.58$34.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ 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 PRICELive HELE spot · $29.54HELE PRICE$0.50$0.67$0.83$1.00$1.17$1.34$1.58$2.06$2.54$3.02$3.51$3.99$4.47$0.54$0.66$0.78$0.90$1.02$1.14$1.26
Puts——
CallsExpensive1.45×
Skew——
Implied moveBullish±$2.84
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.3571.3%18.0%25.7374.4%14.7%
25Δ33.6070.3%16.0%26.3670.0%13.0%
30Δ32.8569.2%14.0%26.9965.5%11.3%
35Δ32.1068.2%12.1%27.6261.1%9.5%
40Δ31.3567.1%10.1%28.2656.6%7.8%
45Δ30.5966.1%8.1%28.8952.2%6.1%
50Δ29.8665.7%6.4%29.5247.7%4.3%
55Δ29.1767.8%5.7%
60Δ28.4969.9%5.0%
65Δ27.8072.0%4.4%
70Δ27.1274.1%3.7%
75Δ26.4376.2%3.0%
80Δ25.7578.2%2.3%

20Δ

Calls
Pseudo strike
34.35
IV
71.3%
B/E move
18.0%
Puts
Pseudo strike
25.73
IV
74.4%
B/E move
14.7%

25Δ

Calls
Pseudo strike
33.60
IV
70.3%
B/E move
16.0%
Puts
Pseudo strike
26.36
IV
70.0%
B/E move
13.0%

30Δ

Calls
Pseudo strike
32.85
IV
69.2%
B/E move
14.0%
Puts
Pseudo strike
26.99
IV
65.5%
B/E move
11.3%

35Δ

Calls
Pseudo strike
32.10
IV
68.2%
B/E move
12.1%
Puts
Pseudo strike
27.62
IV
61.1%
B/E move
9.5%

40Δ

Calls
Pseudo strike
31.35
IV
67.1%
B/E move
10.1%
Puts
Pseudo strike
28.26
IV
56.6%
B/E move
7.8%

45Δ

Calls
Pseudo strike
30.59
IV
66.1%
B/E move
8.1%
Puts
Pseudo strike
28.89
IV
52.2%
B/E move
6.1%

50Δ

Calls
Pseudo strike
29.86
IV
65.7%
B/E move
6.4%
Puts
Pseudo strike
29.52
IV
47.7%
B/E move
4.3%

55Δ

Calls
Pseudo strike
29.17
IV
67.8%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
28.49
IV
69.9%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
27.80
IV
72.0%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
27.12
IV
74.1%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
26.43
IV
76.2%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.75
IV
78.2%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend64.27%
Daily EOD
HELE60.2%63.3%66.4%2026-10-19: 64.09%2026-10-20: 62.31%2026-10-21: 63.80%2026-10-22: 65.70%2026-10-23: 63.74%2026-10-26: 66.00%2026-10-27: 64.68%2026-10-28: 63.38%2026-10-29: 60.61%2026-10-30: 64.27%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
64.09%
62.31%
63.80%
65.70%
63.74%
66.00%
64.68%
63.38%
60.61%
64.27%