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Hyatt Hotels Corporation H

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Market datapartial · fetched 2026-10-22T22:46:44.556Z

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 · 2026-10-22T22:30:00.002211282Z

FundamentalsAlpha Vantage · unavailable

Share price$176.96
1D+0.9%
AH$175.03$176.00$176.96$177.92$178.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMH
Sold putSold callAH

Hyatt Hotels Corporation options

Live interpolated H call and put midpoint premiums by absolute delta.Hyatt Hotels Corporation$1.44$6.37$11.29$16.21$21.14$150.80$163.43$176.06$188.70$201.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive H spot · $176.96H PRICE$1.98$2.67$3.39$4.15$5.23$6.47$7.53$8.42$9.73$11.43$13.29$15.27$18.29$2.56$3.20$4.30$5.35$6.19$7.21$8.45$9.83$11.39$13.15$15.12$17.29$19.72
PutsExpensive1.35×
CallsFair1.04×
SkewBearish+0.82 pp
Implied moveBearish±$15.99
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ194.9937.3%11.3%161.2243.5%10.3%
25Δ191.7937.5%9.9%165.5140.2%8.3%
30Δ188.7537.5%8.6%168.0641.8%7.5%
35Δ185.9237.3%7.4%170.6642.6%6.6%
40Δ183.4638.5%6.6%173.4740.7%5.5%
45Δ181.1740.4%6.0%176.1239.6%4.5%
50Δ178.7640.6%5.3%178.6039.3%3.8%
55Δ176.2238.9%4.3%181.1139.1%3.2%
60Δ173.6438.7%3.6%183.6739.0%2.6%
65Δ171.0439.6%3.1%186.3538.9%2.1%
70Δ168.2740.2%2.6%189.1738.8%1.6%
75Δ165.4140.5%2.1%192.1238.3%1.2%
80Δ161.6542.1%1.7%195.2837.8%0.8%

20Δ

Calls
Pseudo strike
194.99
IV
37.3%
B/E move
11.3%
Puts
Pseudo strike
161.22
IV
43.5%
B/E move
10.3%

25Δ

Calls
Pseudo strike
191.79
IV
37.5%
B/E move
9.9%
Puts
Pseudo strike
165.51
IV
40.2%
B/E move
8.3%

30Δ

Calls
Pseudo strike
188.75
IV
37.5%
B/E move
8.6%
Puts
Pseudo strike
168.06
IV
41.8%
B/E move
7.5%

35Δ

Calls
Pseudo strike
185.92
IV
37.3%
B/E move
7.4%
Puts
Pseudo strike
170.66
IV
42.6%
B/E move
6.6%

40Δ

Calls
Pseudo strike
183.46
IV
38.5%
B/E move
6.6%
Puts
Pseudo strike
173.47
IV
40.7%
B/E move
5.5%

45Δ

Calls
Pseudo strike
181.17
IV
40.4%
B/E move
6.0%
Puts
Pseudo strike
176.12
IV
39.6%
B/E move
4.5%

50Δ

Calls
Pseudo strike
178.76
IV
40.6%
B/E move
5.3%
Puts
Pseudo strike
178.60
IV
39.3%
B/E move
3.8%

55Δ

Calls
Pseudo strike
176.22
IV
38.9%
B/E move
4.3%
Puts
Pseudo strike
181.11
IV
39.1%
B/E move
3.2%

60Δ

Calls
Pseudo strike
173.64
IV
38.7%
B/E move
3.6%
Puts
Pseudo strike
183.67
IV
39.0%
B/E move
2.6%

65Δ

Calls
Pseudo strike
171.04
IV
39.6%
B/E move
3.1%
Puts
Pseudo strike
186.35
IV
38.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
168.27
IV
40.2%
B/E move
2.6%
Puts
Pseudo strike
189.17
IV
38.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
165.41
IV
40.5%
B/E move
2.1%
Puts
Pseudo strike
192.12
IV
38.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
161.65
IV
42.1%
B/E move
1.7%
Puts
Pseudo strike
195.28
IV
37.8%
B/E move
0.8%

Options history

No recorded observations