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Federated Hermes, Inc. FHI

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Market datapartial · fetched 2026-10-22T06:28:03.789Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.0037059Z

FundamentalsAlpha Vantage · unavailable

Share price$56.07
1D+0.4%
AH$55.84$55.96$56.07$56.19$56.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFHI
Sold putSold callAH

Federated Hermes, Inc. options

Live interpolated FHI call and put midpoint premiums by absolute delta.Federated Hermes, Inc.$0.41$2.03$3.64$5.26$6.88$45.66$50.21$54.77$59.33$63.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FHI spot · $56.07FHI PRICE$0.58$0.95$2.08$2.39$1.43$1.52$1.82$2.13$2.43$2.82$3.27$3.73$4.18$2.45$2.45$2.45$2.45$2.45$2.63$2.84$3.06$3.53$4.07$4.62$5.46$6.41
PutsExpensive1.92×
CallsExpensive1.42×
SkewBearish+16.28 pp
Implied moveBearish±$4.67
TiltBearish21.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.8838.0%13.2%44.99116.2%24.1%
25Δ60.8839.3%10.3%48.8490.5%17.3%
30Δ63.9773.3%17.8%51.5072.7%12.5%
35Δ62.2371.3%15.2%53.3360.1%9.3%
40Δ58.1834.9%6.3%54.8049.8%6.6%
45Δ57.0129.0%4.4%55.7045.5%5.4%
50Δ56.4229.3%3.9%56.5142.1%4.3%
55Δ55.8329.5%3.4%57.3338.7%3.2%
60Δ55.2429.8%2.9%58.1537.9%2.6%
65Δ54.6129.9%2.4%58.9737.7%2.1%
70Δ53.9429.8%2.0%59.8037.4%1.6%
75Δ53.2729.7%1.7%60.8737.8%1.2%
80Δ52.6029.6%1.3%62.0338.3%0.8%

20Δ

Calls
Pseudo strike
62.88
IV
38.0%
B/E move
13.2%
Puts
Pseudo strike
44.99
IV
116.2%
B/E move
24.1%

25Δ

Calls
Pseudo strike
60.88
IV
39.3%
B/E move
10.3%
Puts
Pseudo strike
48.84
IV
90.5%
B/E move
17.3%

30Δ

Calls
Pseudo strike
63.97
IV
73.3%
B/E move
17.8%
Puts
Pseudo strike
51.50
IV
72.7%
B/E move
12.5%

35Δ

Calls
Pseudo strike
62.23
IV
71.3%
B/E move
15.2%
Puts
Pseudo strike
53.33
IV
60.1%
B/E move
9.3%

40Δ

Calls
Pseudo strike
58.18
IV
34.9%
B/E move
6.3%
Puts
Pseudo strike
54.80
IV
49.8%
B/E move
6.6%

45Δ

Calls
Pseudo strike
57.01
IV
29.0%
B/E move
4.4%
Puts
Pseudo strike
55.70
IV
45.5%
B/E move
5.4%

50Δ

Calls
Pseudo strike
56.42
IV
29.3%
B/E move
3.9%
Puts
Pseudo strike
56.51
IV
42.1%
B/E move
4.3%

55Δ

Calls
Pseudo strike
55.83
IV
29.5%
B/E move
3.4%
Puts
Pseudo strike
57.33
IV
38.7%
B/E move
3.2%

60Δ

Calls
Pseudo strike
55.24
IV
29.8%
B/E move
2.9%
Puts
Pseudo strike
58.15
IV
37.9%
B/E move
2.6%

65Δ

Calls
Pseudo strike
54.61
IV
29.9%
B/E move
2.4%
Puts
Pseudo strike
58.97
IV
37.7%
B/E move
2.1%

70Δ

Calls
Pseudo strike
53.94
IV
29.8%
B/E move
2.0%
Puts
Pseudo strike
59.80
IV
37.4%
B/E move
1.6%

75Δ

Calls
Pseudo strike
53.27
IV
29.7%
B/E move
1.7%
Puts
Pseudo strike
60.87
IV
37.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
52.60
IV
29.6%
B/E move
1.3%
Puts
Pseudo strike
62.03
IV
38.3%
B/E move
0.8%

Options history

No recorded observations