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Herbalife Ltd. HLF

i

Market datapartial · fetched 2026-11-03T23:23:45.797Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T22:18:09.134275397Z

FundamentalsAlpha Vantage · unavailable

Share price$14.00
1D+6.7%
AH$13.50$13.91$14.31$14.72$15.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHLF
Sold putSold callAH

Herbalife Ltd. options

Live interpolated HLF call and put midpoint premiums by absolute delta.Herbalife Ltd.$0.00$0.27$0.54$0.81$1.08$-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/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEHLF PRICE
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
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend122.41%
Daily close
HLF36.5%123.3%210.0%2026-08-05: 198.03%2026-08-06: 134.44%2026-08-07: 70.91%2026-08-10: 78.75%2026-08-11: 88.53%2026-08-12: 63.29%2026-08-14: 56.07%2026-08-17: 59.51%2026-08-18: 61.60%2026-08-19: 62.15%2026-08-20: 112.79%2026-08-21: 64.61%2026-08-24: 79.77%2026-08-25: 71.47%2026-08-26: 73.54%2026-08-27: 74.61%2026-08-28: 48.48%2026-08-31: 87.21%2026-09-01: 53.73%2026-09-02: 121.87%2026-09-03: 88.16%2026-09-04: 49.04%2026-09-08: 59.18%2026-09-09: 109.47%2026-09-10: 120.40%2026-09-11: 62.62%2026-09-14: 58.94%2026-09-15: 83.25%2026-09-16: 77.48%2026-09-18: 72.29%2026-09-21: 52.11%2026-09-22: 88.05%2026-09-23: 56.17%2026-09-24: 83.84%2026-09-25: 63.02%2026-09-28: 100.66%2026-09-29: 72.77%2026-09-30: 96.95%2026-10-01: 121.05%2026-10-02: 71.15%2026-10-05: 94.27%2026-10-06: 83.87%2026-10-07: 129.78%2026-10-08: 109.95%2026-10-09: 88.99%2026-10-12: 89.63%2026-10-13: 99.90%2026-10-14: 81.56%2026-10-15: 97.75%2026-10-16: 107.19%2026-10-19: 102.23%2026-10-20: 132.62%2026-10-21: 157.78%2026-10-22: 186.10%2026-10-23: 115.09%2026-10-26: 119.47%2026-10-27: 143.08%2026-10-28: 156.40%2026-10-29: 139.12%2026-10-30: 122.41%Aug 5Sep 18Oct 30
60 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
198.03%
134.44%
70.91%
78.75%
88.53%
63.29%
56.07%
59.51%
61.60%
62.15%
112.79%
64.61%
79.77%
71.47%
73.54%
74.61%
48.48%
87.21%
53.73%
121.87%
88.16%
49.04%
59.18%
109.47%
120.40%
62.62%
58.94%
83.25%
77.48%
72.29%
52.11%
88.05%
56.17%
83.84%
63.02%
100.66%
72.77%
96.95%
121.05%
71.15%
94.27%
83.87%
129.78%
109.95%
88.99%
89.63%
99.90%
81.56%
97.75%
107.19%
102.23%
132.62%
157.78%
186.10%
115.09%
119.47%
143.08%
156.40%
139.12%
122.41%