IntraAlpha
Create free account Start free

Hyperfine, Inc. Class A Common Stock HYPR

i

Market datapartial · fetched 2026-11-04T07:35:58.618Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-03T21:40:23.081582765Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T07:35:56.908335+00:00

Share price$0.69
1D-4.2%
AH$0.67$0.68$0.70$0.71$0.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHYPR
Sold putSold callAH

Hyperfine, Inc. Class A Common Stock options

Live interpolated HYPR call and put midpoint premiums by absolute delta.Hyperfine, Inc. Class A Common Stock$0.41$0.43$0.46$0.48$0.50$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICEHYPR PRICE$0.42$0.43$0.45$0.47$0.49
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.66450.3%64.0%
25Δ0.74403.7%56.2%
30Δ0.81357.0%48.4%
35Δ0.88310.3%40.7%
40Δ0.95263.6%32.9%
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.66
IV
450.3%
B/E move
64.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.74
IV
403.7%
B/E move
56.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.81
IV
357.0%
B/E move
48.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.88
IV
310.3%
B/E move
40.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.95
IV
263.6%
B/E move
32.9%

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 blend—
Daily EOD

No recorded observations

0 observations