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Choice Hotels Intnl. CHH

CONSUMER CYCLICAL · LODGING
i

Market dataready · fetched 2026-11-12T03:23:26.057Z

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 · 2026-11-12T00:00:00.00278167Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:16:10.091968+00:00

Share price$120.01
1D+1.0%
AH$118.03$118.67$119.31$119.95$120.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCHH
Sold putSold callAH

Choice Hotels Intnl. options

Live interpolated CHH call and put midpoint premiums by absolute delta.Choice Hotels Intnl.$1.57$3.62$5.68$7.73$9.79$108.37$113.37$118.38$123.38$128.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CHH spot · $120.01CHH PRICE$2.19$2.15$2.25$2.51$2.77$3.03$3.58$4.31$5.05$5.78$6.56$7.68$1.79$1.90$2.06$2.46$2.86$3.26$3.77$4.42$5.07$5.72$6.37$7.77$9.20
PutsExpensive1.84×
Calls——
Skew——
Implied moveBearish±$6.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ141.72114.3%19.9%108.7482.0%10.9%
25Δ132.1782.5%11.9%112.4166.7%7.9%
30Δ115.2155.7%5.7%
35Δ124.6253.3%5.7%116.5553.4%4.9%
40Δ123.2549.6%4.8%117.8851.1%4.2%
45Δ121.8945.9%3.9%119.2148.8%3.4%
50Δ120.5342.2%3.0%120.4647.2%2.8%
55Δ119.3241.3%2.4%121.5846.6%2.4%
60Δ118.2142.1%2.1%122.7046.0%2.0%
65Δ117.1142.9%1.8%123.8345.4%1.6%
70Δ116.0043.7%1.5%124.9544.8%1.2%
75Δ114.8644.4%1.2%126.6545.6%0.9%
80Δ113.4443.3%0.9%128.3746.5%0.7%

20Δ

Calls
Pseudo strike
141.72
IV
114.3%
B/E move
19.9%
Puts
Pseudo strike
108.74
IV
82.0%
B/E move
10.9%

25Δ

Calls
Pseudo strike
132.17
IV
82.5%
B/E move
11.9%
Puts
Pseudo strike
112.41
IV
66.7%
B/E move
7.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
115.21
IV
55.7%
B/E move
5.7%

35Δ

Calls
Pseudo strike
124.62
IV
53.3%
B/E move
5.7%
Puts
Pseudo strike
116.55
IV
53.4%
B/E move
4.9%

40Δ

Calls
Pseudo strike
123.25
IV
49.6%
B/E move
4.8%
Puts
Pseudo strike
117.88
IV
51.1%
B/E move
4.2%

45Δ

Calls
Pseudo strike
121.89
IV
45.9%
B/E move
3.9%
Puts
Pseudo strike
119.21
IV
48.8%
B/E move
3.4%

50Δ

Calls
Pseudo strike
120.53
IV
42.2%
B/E move
3.0%
Puts
Pseudo strike
120.46
IV
47.2%
B/E move
2.8%

55Δ

Calls
Pseudo strike
119.32
IV
41.3%
B/E move
2.4%
Puts
Pseudo strike
121.58
IV
46.6%
B/E move
2.4%

60Δ

Calls
Pseudo strike
118.21
IV
42.1%
B/E move
2.1%
Puts
Pseudo strike
122.70
IV
46.0%
B/E move
2.0%

65Δ

Calls
Pseudo strike
117.11
IV
42.9%
B/E move
1.8%
Puts
Pseudo strike
123.83
IV
45.4%
B/E move
1.6%

70Δ

Calls
Pseudo strike
116.00
IV
43.7%
B/E move
1.5%
Puts
Pseudo strike
124.95
IV
44.8%
B/E move
1.2%

75Δ

Calls
Pseudo strike
114.86
IV
44.4%
B/E move
1.2%
Puts
Pseudo strike
126.65
IV
45.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
113.44
IV
43.3%
B/E move
0.9%
Puts
Pseudo strike
128.37
IV
46.5%
B/E move
0.7%

Options history

IV · four-Friday blend40.10%
Daily EOD
CHH37.0%39.0%40.9%2026-10-19: 38.90%2026-10-20: 37.31%2026-10-21: 38.17%2026-10-22: 38.64%2026-10-23: 40.32%2026-10-26: 40.65%2026-10-27: 39.59%2026-10-28: 40.02%2026-10-29: 39.36%2026-10-30: 40.10%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.90%
37.31%
38.17%
38.64%
40.32%
40.65%
39.59%
40.02%
39.36%
40.10%