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Heartflow, Inc. Common Stock HTFL

i

Market datapartial · fetched 2026-11-06T17:23:37.750Z

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 · 2026-11-06T17:23:14.901322739Z

FundamentalsAlpha Vantage · unavailable

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$52.40
1D+0.8%
$51.49$51.89$52.30$52.71$53.115:30 AM6:30 AM9:00 AM1:00 PMHTFL
Sold putSold call

Heartflow, Inc. Common Stock options

Live interpolated HTFL call and put midpoint premiums by absolute delta.Heartflow, Inc. Common Stock$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 PRICEHTFL 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 blend90.99%
Daily close
HTFL64.9%82.4%99.9%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 10Sep 24Nov 3
53 observations2026-08-10 — 2026-11-03
Table
DateIV (%)
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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