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Hyatt Hotels Corporation H

i

Market dataready · fetched 2026-11-12T00:56:52.633Z

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 · 2026-11-12T00:00:00.00244451Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:56:52.189205+00:00

Share price$190.18
1D-0.3%
AH$189.51$189.99$190.48$190.96$191.445:30 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$1.23$3.69$6.15$8.61$11.07$174.44$182.68$190.92$199.16$207.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive H spot · $190.18H PRICE$1.49$1.75$2.01$2.36$2.95$3.53$4.11$4.82$5.65$6.49$7.32$8.59$9.90$1.63$1.82$2.07$2.69$3.31$3.93$4.66$5.49$6.32$7.15$8.22$9.29$10.36
PutsCheap0.88×
CallsCheap0.77×
SkewBearish+0.64 pp
Implied moveBearish±$8.77
TiltBearish4.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ204.0048.1%8.1%179.1947.5%6.6%
25Δ199.3140.8%5.7%182.4840.5%5.0%
30Δ196.8136.9%4.5%185.2235.1%3.7%
35Δ194.6334.2%3.6%186.5835.7%3.3%
40Δ193.3134.5%3.2%187.9436.3%2.9%
45Δ191.9834.9%2.8%189.3136.9%2.5%
50Δ190.6535.3%2.4%190.7037.2%2.2%
55Δ189.3035.5%2.1%192.1337.1%1.9%
60Δ187.9135.5%1.8%193.5637.0%1.5%
65Δ186.5235.6%1.5%194.9937.0%1.2%
70Δ185.1335.7%1.2%196.5336.1%1.0%
75Δ183.4435.6%1.0%198.0635.3%0.7%
80Δ181.7135.5%0.8%199.5934.5%0.5%

20Δ

Calls
Pseudo strike
204.00
IV
48.1%
B/E move
8.1%
Puts
Pseudo strike
179.19
IV
47.5%
B/E move
6.6%

25Δ

Calls
Pseudo strike
199.31
IV
40.8%
B/E move
5.7%
Puts
Pseudo strike
182.48
IV
40.5%
B/E move
5.0%

30Δ

Calls
Pseudo strike
196.81
IV
36.9%
B/E move
4.5%
Puts
Pseudo strike
185.22
IV
35.1%
B/E move
3.7%

35Δ

Calls
Pseudo strike
194.63
IV
34.2%
B/E move
3.6%
Puts
Pseudo strike
186.58
IV
35.7%
B/E move
3.3%

40Δ

Calls
Pseudo strike
193.31
IV
34.5%
B/E move
3.2%
Puts
Pseudo strike
187.94
IV
36.3%
B/E move
2.9%

45Δ

Calls
Pseudo strike
191.98
IV
34.9%
B/E move
2.8%
Puts
Pseudo strike
189.31
IV
36.9%
B/E move
2.5%

50Δ

Calls
Pseudo strike
190.65
IV
35.3%
B/E move
2.4%
Puts
Pseudo strike
190.70
IV
37.2%
B/E move
2.2%

55Δ

Calls
Pseudo strike
189.30
IV
35.5%
B/E move
2.1%
Puts
Pseudo strike
192.13
IV
37.1%
B/E move
1.9%

60Δ

Calls
Pseudo strike
187.91
IV
35.5%
B/E move
1.8%
Puts
Pseudo strike
193.56
IV
37.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
186.52
IV
35.6%
B/E move
1.5%
Puts
Pseudo strike
194.99
IV
37.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
185.13
IV
35.7%
B/E move
1.2%
Puts
Pseudo strike
196.53
IV
36.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
183.44
IV
35.6%
B/E move
1.0%
Puts
Pseudo strike
198.06
IV
35.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
181.71
IV
35.5%
B/E move
0.8%
Puts
Pseudo strike
199.59
IV
34.5%
B/E move
0.5%

Options history

IV · four-Friday blend33.77%
Daily close
H31.2%37.9%44.5%2026-08-13: 34.12%2026-08-14: 32.13%2026-08-17: 32.12%2026-08-18: 33.25%2026-08-19: 34.59%2026-08-20: 37.17%2026-08-21: 33.48%2026-08-24: 33.47%2026-08-25: 34.08%2026-08-26: 33.97%2026-08-27: 33.59%2026-08-28: 33.74%2026-08-31: 35.53%2026-09-01: 35.44%2026-09-02: 35.67%2026-09-03: 35.05%2026-09-04: 34.53%2026-09-08: 37.36%2026-09-09: 37.78%2026-09-10: 38.04%2026-09-11: 36.08%2026-09-14: 38.25%2026-09-15: 37.61%2026-09-16: 40.16%2026-09-17: 37.75%2026-09-18: 35.40%2026-09-21: 35.31%2026-09-22: 35.64%2026-09-23: 36.24%2026-09-24: 35.93%2026-09-25: 35.74%2026-09-28: 35.78%2026-09-29: 36.07%2026-09-30: 35.90%2026-10-01: 36.22%2026-10-02: 36.73%2026-10-05: 37.26%2026-10-06: 36.61%2026-10-07: 36.49%2026-10-08: 36.18%2026-10-09: 35.74%2026-10-12: 36.74%2026-10-13: 36.95%2026-10-15: 43.58%2026-10-16: 37.55%2026-10-19: 37.04%2026-10-20: 36.88%2026-10-21: 36.88%2026-10-22: 36.81%2026-10-23: 37.80%2026-10-26: 38.68%2026-10-27: 36.80%2026-10-28: 36.94%2026-10-29: 32.95%2026-10-30: 33.77%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
34.12%
32.13%
32.12%
33.25%
34.59%
37.17%
33.48%
33.47%
34.08%
33.97%
33.59%
33.74%
35.53%
35.44%
35.67%
35.05%
34.53%
37.36%
37.78%
38.04%
36.08%
38.25%
37.61%
40.16%
37.75%
35.40%
35.31%
35.64%
36.24%
35.93%
35.74%
35.78%
36.07%
35.90%
36.22%
36.73%
37.26%
36.61%
36.49%
36.18%
35.74%
36.74%
36.95%
43.58%
37.55%
37.04%
36.88%
36.88%
36.81%
37.80%
38.68%
36.80%
36.94%
32.95%
33.77%