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Federated Hermes, Inc. FHI

i

Market dataready · fetched 2026-11-11T15:59:11.220Z

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 · 2026-11-11T15:59:08.371998225Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:59:10.757213+00:00

Share price$63.76
1D-0.7%
$63.34$63.78$64.23$64.67$65.125:30 AM6:30 AM9:00 AM1:00 PMFHI
Sold putSold call

Federated Hermes, Inc. options

Live interpolated FHI call and put midpoint premiums by absolute delta.Federated Hermes, Inc.$0.37$1.65$2.94$4.22$5.51$59.10$61.81$64.52$67.22$69.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FHI spot · $63.76FHI PRICE$0.60$0.78$0.95$1.12$1.29$1.57$1.90$2.23$2.57$3.03$3.58$4.13$5.14$0.50$0.60$0.69$0.86$1.20$1.53$1.86$2.20
Puts——
CallsExpensive1.23×
Skew——
Implied moveBalanced±$3.77
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.2755.0%9.6%60.2743.8%6.3%
25Δ68.2853.0%8.3%61.1139.7%5.1%
30Δ67.3050.9%7.0%61.9535.5%3.9%
35Δ66.3148.8%5.8%62.6733.5%3.1%
40Δ65.3246.7%4.5%63.1635.8%2.8%
45Δ64.5946.7%3.8%63.6538.1%2.6%
50Δ63.9747.6%3.3%64.1440.3%2.3%
55Δ63.3648.5%2.9%64.6342.6%2.1%
60Δ62.7549.5%2.4%
65Δ62.0550.4%2.1%
70Δ61.2851.4%1.7%
75Δ60.5152.3%1.4%
80Δ59.3357.2%1.1%

20Δ

Calls
Pseudo strike
69.27
IV
55.0%
B/E move
9.6%
Puts
Pseudo strike
60.27
IV
43.8%
B/E move
6.3%

25Δ

Calls
Pseudo strike
68.28
IV
53.0%
B/E move
8.3%
Puts
Pseudo strike
61.11
IV
39.7%
B/E move
5.1%

30Δ

Calls
Pseudo strike
67.30
IV
50.9%
B/E move
7.0%
Puts
Pseudo strike
61.95
IV
35.5%
B/E move
3.9%

35Δ

Calls
Pseudo strike
66.31
IV
48.8%
B/E move
5.8%
Puts
Pseudo strike
62.67
IV
33.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
65.32
IV
46.7%
B/E move
4.5%
Puts
Pseudo strike
63.16
IV
35.8%
B/E move
2.8%

45Δ

Calls
Pseudo strike
64.59
IV
46.7%
B/E move
3.8%
Puts
Pseudo strike
63.65
IV
38.1%
B/E move
2.6%

50Δ

Calls
Pseudo strike
63.97
IV
47.6%
B/E move
3.3%
Puts
Pseudo strike
64.14
IV
40.3%
B/E move
2.3%

55Δ

Calls
Pseudo strike
63.36
IV
48.5%
B/E move
2.9%
Puts
Pseudo strike
64.63
IV
42.6%
B/E move
2.1%

60Δ

Calls
Pseudo strike
62.75
IV
49.5%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
62.05
IV
50.4%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
61.28
IV
51.4%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
60.51
IV
52.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
59.33
IV
57.2%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend31.44%
Daily close
FHI24.5%44.2%64.0%2026-08-13: 36.05%2026-08-14: 33.58%2026-08-17: 38.52%2026-08-18: 37.48%2026-08-19: 48.90%2026-08-20: 45.07%2026-08-21: 29.95%2026-08-24: 29.40%2026-08-25: 29.14%2026-08-26: 29.18%2026-08-27: 28.78%2026-08-28: 29.66%2026-08-31: 30.06%2026-09-01: 34.90%2026-09-02: 29.80%2026-09-03: 29.14%2026-09-04: 34.31%2026-09-08: 33.50%2026-09-09: 32.73%2026-09-10: 36.76%2026-09-11: 27.22%2026-09-14: 38.39%2026-09-15: 44.54%2026-09-16: 61.24%2026-09-18: 30.17%2026-09-21: 31.30%2026-09-22: 30.39%2026-09-23: 32.42%2026-09-24: 31.04%2026-09-25: 32.85%2026-09-28: 29.70%2026-09-29: 35.09%2026-09-30: 31.99%2026-10-01: 34.35%2026-10-02: 35.72%2026-10-05: 32.78%2026-10-06: 36.33%2026-10-07: 40.08%2026-10-08: 39.16%2026-10-09: 37.25%2026-10-13: 36.58%2026-10-14: 39.12%2026-10-16: 30.98%2026-10-19: 30.42%2026-10-20: 31.71%2026-10-21: 31.26%2026-10-22: 35.01%2026-10-23: 32.20%2026-10-26: 30.32%2026-10-27: 31.91%2026-10-28: 34.55%2026-10-29: 36.16%2026-10-30: 31.44%Aug 13Sep 22Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
36.05%
33.58%
38.52%
37.48%
48.90%
45.07%
29.95%
29.40%
29.14%
29.18%
28.78%
29.66%
30.06%
34.90%
29.80%
29.14%
34.31%
33.50%
32.73%
36.76%
27.22%
38.39%
44.54%
61.24%
30.17%
31.30%
30.39%
32.42%
31.04%
32.85%
29.70%
35.09%
31.99%
34.35%
35.72%
32.78%
36.33%
40.08%
39.16%
37.25%
36.58%
39.12%
30.98%
30.42%
31.71%
31.26%
35.01%
32.20%
30.32%
31.91%
34.55%
36.16%
31.44%