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Federated Hermes, Inc. FHI

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Market datapartial · fetched 2026-10-23T17:57:54.619Z

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 · 2026-10-23T17:57:00.008557755Z

FundamentalsAlpha Vantage · unavailable

Share price$56.52
1D-1.3%
$55.95$56.30$56.66$57.01$57.365:30 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.$0.82$2.88$4.93$6.99$9.05$46.83$51.73$56.62$61.52$66.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FHI spot · $56.52FHI PRICE$1.98$2.31$2.39$2.47$2.65$2.98$3.30$3.87$4.71$5.54$6.37$1.04$1.42$1.79$2.16$2.57$3.11$3.64$4.17$4.70$5.24$5.77$6.30$8.45
PutsExpensive1.73×
CallsExpensive1.92×
SkewBullish-1.30 pp
Implied moveBearish±$6.29
TiltBearish13.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.4654.1%12.6%
25Δ51.6653.7%11.1%
30Δ64.4973.5%17.6%52.8753.3%9.6%
35Δ62.3169.5%14.3%54.0852.8%8.2%
40Δ60.4860.7%11.2%55.2252.2%6.8%
45Δ58.6551.9%8.2%56.1951.0%6.1%
50Δ57.1845.7%5.9%57.1549.7%5.3%
55Δ56.3244.0%4.9%58.1148.4%4.6%
60Δ55.4542.3%4.0%59.0847.2%3.8%
65Δ54.4741.9%3.2%60.0445.9%3.0%
70Δ53.3742.9%2.8%61.0044.7%2.3%
75Δ52.2743.9%2.3%61.9643.4%1.5%
80Δ51.1645.0%1.8%64.3549.9%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.46
IV
54.1%
B/E move
12.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.66
IV
53.7%
B/E move
11.1%

30Δ

Calls
Pseudo strike
64.49
IV
73.5%
B/E move
17.6%
Puts
Pseudo strike
52.87
IV
53.3%
B/E move
9.6%

35Δ

Calls
Pseudo strike
62.31
IV
69.5%
B/E move
14.3%
Puts
Pseudo strike
54.08
IV
52.8%
B/E move
8.2%

40Δ

Calls
Pseudo strike
60.48
IV
60.7%
B/E move
11.2%
Puts
Pseudo strike
55.22
IV
52.2%
B/E move
6.8%

45Δ

Calls
Pseudo strike
58.65
IV
51.9%
B/E move
8.2%
Puts
Pseudo strike
56.19
IV
51.0%
B/E move
6.1%

50Δ

Calls
Pseudo strike
57.18
IV
45.7%
B/E move
5.9%
Puts
Pseudo strike
57.15
IV
49.7%
B/E move
5.3%

55Δ

Calls
Pseudo strike
56.32
IV
44.0%
B/E move
4.9%
Puts
Pseudo strike
58.11
IV
48.4%
B/E move
4.6%

60Δ

Calls
Pseudo strike
55.45
IV
42.3%
B/E move
4.0%
Puts
Pseudo strike
59.08
IV
47.2%
B/E move
3.8%

65Δ

Calls
Pseudo strike
54.47
IV
41.9%
B/E move
3.2%
Puts
Pseudo strike
60.04
IV
45.9%
B/E move
3.0%

70Δ

Calls
Pseudo strike
53.37
IV
42.9%
B/E move
2.8%
Puts
Pseudo strike
61.00
IV
44.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
52.27
IV
43.9%
B/E move
2.3%
Puts
Pseudo strike
61.96
IV
43.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
51.16
IV
45.0%
B/E move
1.8%
Puts
Pseudo strike
64.35
IV
49.9%
B/E move
1.1%

Options history

No recorded observations