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Heartflow, Inc. Common Stock HTFL

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Market dataready · fetched 2026-11-04T02:58:17.499Z

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 · 2026-11-04T00:40:16.682271464Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-02T05:12:21.593320+00:00

NewsAlpha Vantage · collected 2026-11-04T02:39:42.119262+00:00

Earnings observationsAlpha Vantage · collected 2026-11-04T02:38:29.877191+00:00

Share price$53.00
1D-1.2%
AH$53.81$54.51$55.21$55.90$56.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHTFL
Sold putSold callAH

Heartflow, Inc. Common Stock options

Live interpolated HTFL call and put midpoint premiums by absolute delta.Heartflow, Inc. Common Stock$1.07$4.75$8.42$12.10$15.78$38.30$46.82$55.33$63.84$72.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HTFL spot · $53.00HTFL PRICE$1.46$2.08$2.70$3.20$3.72$4.43$5.13$5.97$6.84$7.95$9.82$11.83$14.72$1.72$2.28$2.86$3.44$3.91$4.37$4.83$5.54$6.83$8.11$9.28$10.24$11.19
PutsExpensive1.22×
CallsExpensive1.63×
SkewBullish-41.05 pp
Implied moveBullish±$9.96
TiltBullish3.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.95130.9%34.7%44.19117.6%19.9%
25Δ67.74137.2%31.7%46.17115.8%17.2%
30Δ65.53143.5%28.7%47.99113.4%14.8%
35Δ62.51138.9%24.0%49.81110.9%12.5%
40Δ59.51132.7%19.3%51.25105.3%10.7%
45Δ57.42132.8%16.7%52.6499.3%8.9%
50Δ55.34132.9%14.1%54.0393.3%7.2%
55Δ53.39132.6%12.0%55.5289.9%5.7%
60Δ51.47132.3%10.0%57.2192.8%4.9%
65Δ49.44135.0%8.3%58.9095.7%4.2%
70Δ47.06147.7%7.3%60.4795.8%3.4%
75Δ44.56161.3%6.4%61.8490.6%2.6%
80Δ41.15181.7%5.4%63.2085.5%1.9%

20Δ

Calls
Pseudo strike
69.95
IV
130.9%
B/E move
34.7%
Puts
Pseudo strike
44.19
IV
117.6%
B/E move
19.9%

25Δ

Calls
Pseudo strike
67.74
IV
137.2%
B/E move
31.7%
Puts
Pseudo strike
46.17
IV
115.8%
B/E move
17.2%

30Δ

Calls
Pseudo strike
65.53
IV
143.5%
B/E move
28.7%
Puts
Pseudo strike
47.99
IV
113.4%
B/E move
14.8%

35Δ

Calls
Pseudo strike
62.51
IV
138.9%
B/E move
24.0%
Puts
Pseudo strike
49.81
IV
110.9%
B/E move
12.5%

40Δ

Calls
Pseudo strike
59.51
IV
132.7%
B/E move
19.3%
Puts
Pseudo strike
51.25
IV
105.3%
B/E move
10.7%

45Δ

Calls
Pseudo strike
57.42
IV
132.8%
B/E move
16.7%
Puts
Pseudo strike
52.64
IV
99.3%
B/E move
8.9%

50Δ

Calls
Pseudo strike
55.34
IV
132.9%
B/E move
14.1%
Puts
Pseudo strike
54.03
IV
93.3%
B/E move
7.2%

55Δ

Calls
Pseudo strike
53.39
IV
132.6%
B/E move
12.0%
Puts
Pseudo strike
55.52
IV
89.9%
B/E move
5.7%

60Δ

Calls
Pseudo strike
51.47
IV
132.3%
B/E move
10.0%
Puts
Pseudo strike
57.21
IV
92.8%
B/E move
4.9%

65Δ

Calls
Pseudo strike
49.44
IV
135.0%
B/E move
8.3%
Puts
Pseudo strike
58.90
IV
95.7%
B/E move
4.2%

70Δ

Calls
Pseudo strike
47.06
IV
147.7%
B/E move
7.3%
Puts
Pseudo strike
60.47
IV
95.8%
B/E move
3.4%

75Δ

Calls
Pseudo strike
44.56
IV
161.3%
B/E move
6.4%
Puts
Pseudo strike
61.84
IV
90.6%
B/E move
2.6%

80Δ

Calls
Pseudo strike
41.15
IV
181.7%
B/E move
5.4%
Puts
Pseudo strike
63.20
IV
85.5%
B/E move
1.9%

Options history

IV · four-Friday blend90.99%
Daily close
HTFL64.9%82.4%99.9%2026-08-05: 93.49%2026-08-06: 92.27%2026-08-07: 84.69%2026-08-10: 92.16%2026-08-11: 96.26%2026-08-12: 97.50%2026-08-13: 88.36%2026-08-18: 71.93%2026-08-21: 68.36%2026-08-24: 68.98%2026-08-25: 69.10%2026-08-26: 68.92%2026-08-27: 69.25%2026-08-28: 67.29%2026-08-31: 70.60%2026-09-01: 68.91%2026-09-02: 70.44%2026-09-03: 69.70%2026-09-04: 71.73%2026-09-08: 74.28%2026-09-09: 74.56%2026-09-11: 67.69%2026-09-14: 76.53%2026-09-15: 79.44%2026-09-17: 89.24%2026-09-18: 71.41%2026-09-21: 73.07%2026-09-22: 75.62%2026-09-23: 75.22%2026-09-24: 77.98%2026-09-25: 74.93%2026-09-28: 78.90%2026-09-29: 75.12%2026-09-30: 77.87%2026-10-01: 77.32%2026-10-02: 75.41%2026-10-05: 73.73%2026-10-06: 73.69%2026-10-07: 80.17%2026-10-08: 83.44%2026-10-09: 82.68%2026-10-12: 84.79%2026-10-13: 88.60%2026-10-14: 87.54%2026-10-16: 81.07%2026-10-19: 79.80%2026-10-20: 82.63%2026-10-21: 79.23%2026-10-22: 79.36%2026-10-23: 83.59%2026-10-26: 82.66%2026-10-27: 82.74%2026-10-28: 84.80%2026-10-29: 84.13%2026-10-30: 85.74%2026-11-03: 90.99%Aug 5Sep 22Nov 3
56 observations2026-08-05 — 2026-11-03
Table
DateIV (%)
93.49%
92.27%
84.69%
92.16%
96.26%
97.50%
88.36%
71.93%
68.36%
68.98%
69.10%
68.92%
69.25%
67.29%
70.60%
68.91%
70.44%
69.70%
71.73%
74.28%
74.56%
67.69%
76.53%
79.44%
89.24%
71.41%
73.07%
75.62%
75.22%
77.98%
74.93%
78.90%
75.12%
77.87%
77.32%
75.41%
73.73%
73.69%
80.17%
83.44%
82.68%
84.79%
88.60%
87.54%
81.07%
79.80%
82.63%
79.23%
79.36%
83.59%
82.66%
82.74%
84.80%
84.13%
85.74%
90.99%

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