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Heritage Financial Corporation Common Stock HFWA

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-07T13:27:00.370Z

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 · 2026-11-06T21:00:02.591828868Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T13:26:59.985431+00:00

Share price$28.39
1D-0.2%
AH$28.30$28.41$28.51$28.62$28.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHFWA
Sold putSold callAH

Heritage Financial Corporation Common Stock options

Live interpolated HFWA call and put midpoint premiums by absolute delta.Heritage Financial Corporation Common Stock$0.36$1.73$3.11$4.48$5.86$24.81$26.21$27.60$29.00$30.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HFWA spot · $28.39HFWA PRICE$0.94$1.24$1.60$1.97$2.33$2.69$3.05$3.41$3.77$4.13$5.46$0.51$0.61$0.71$0.80$0.90$1.00$1.10$1.20$1.30$1.39$1.49$1.59$1.69
PutsExpensive2.80×
Calls——
Skew——
Implied moveBullish±$3.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.48158.1%38.8%25.1380.2%13.3%
25Δ25.5376.2%12.2%
30Δ25.9272.2%11.2%
35Δ28.7251.8%5.5%26.3168.1%10.1%
40Δ28.2858.4%5.3%26.7164.1%9.1%
45Δ27.8364.9%5.0%27.1060.1%8.1%
50Δ27.3971.5%4.7%27.4956.0%7.0%
55Δ26.9578.1%4.4%27.8952.0%6.0%
60Δ26.5084.6%4.1%28.2848.0%4.9%
65Δ26.0691.2%3.8%28.6744.0%3.9%
70Δ25.6297.8%3.5%29.0739.9%2.9%
75Δ25.17104.3%3.2%29.4635.9%1.8%
80Δ23.80127.0%3.1%29.8531.9%0.8%

20Δ

Calls
Pseudo strike
38.48
IV
158.1%
B/E move
38.8%
Puts
Pseudo strike
25.13
IV
80.2%
B/E move
13.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.53
IV
76.2%
B/E move
12.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.92
IV
72.2%
B/E move
11.2%

35Δ

Calls
Pseudo strike
28.72
IV
51.8%
B/E move
5.5%
Puts
Pseudo strike
26.31
IV
68.1%
B/E move
10.1%

40Δ

Calls
Pseudo strike
28.28
IV
58.4%
B/E move
5.3%
Puts
Pseudo strike
26.71
IV
64.1%
B/E move
9.1%

45Δ

Calls
Pseudo strike
27.83
IV
64.9%
B/E move
5.0%
Puts
Pseudo strike
27.10
IV
60.1%
B/E move
8.1%

50Δ

Calls
Pseudo strike
27.39
IV
71.5%
B/E move
4.7%
Puts
Pseudo strike
27.49
IV
56.0%
B/E move
7.0%

55Δ

Calls
Pseudo strike
26.95
IV
78.1%
B/E move
4.4%
Puts
Pseudo strike
27.89
IV
52.0%
B/E move
6.0%

60Δ

Calls
Pseudo strike
26.50
IV
84.6%
B/E move
4.1%
Puts
Pseudo strike
28.28
IV
48.0%
B/E move
4.9%

65Δ

Calls
Pseudo strike
26.06
IV
91.2%
B/E move
3.8%
Puts
Pseudo strike
28.67
IV
44.0%
B/E move
3.9%

70Δ

Calls
Pseudo strike
25.62
IV
97.8%
B/E move
3.5%
Puts
Pseudo strike
29.07
IV
39.9%
B/E move
2.9%

75Δ

Calls
Pseudo strike
25.17
IV
104.3%
B/E move
3.2%
Puts
Pseudo strike
29.46
IV
35.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
23.80
IV
127.0%
B/E move
3.1%
Puts
Pseudo strike
29.85
IV
31.9%
B/E move
0.8%

Options history

IV · four-Friday blend44.43%
Daily close
HFWA39.9%55.3%70.8%2026-08-10: 59.69%2026-08-11: 47.05%2026-08-12: 64.60%2026-08-13: 50.21%2026-08-14: 67.06%2026-08-21: 44.03%2026-08-25: 50.60%2026-08-27: 52.97%2026-09-03: 57.20%2026-09-10: 68.68%2026-09-18: 48.04%2026-09-21: 51.92%2026-09-22: 45.67%2026-09-25: 53.45%2026-09-29: 41.99%2026-10-21: 47.13%2026-10-26: 43.99%2026-10-29: 44.92%2026-10-30: 44.43%Aug 10Sep 10Oct 30
19 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
59.69%
47.05%
64.60%
50.21%
67.06%
44.03%
50.60%
52.97%
57.20%
68.68%
48.04%
51.92%
45.67%
53.45%
41.99%
47.13%
43.99%
44.92%
44.43%