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HCI Group, Inc. HCI

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
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Market dataready · fetched 2026-11-12T01:42:50.805Z

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 · 2026-11-12T00:00:00.003908812Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:42:50.052394+00:00

Share price$189.86
1D+0.9%
AH$186.75$187.74$188.73$189.71$190.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHCI
Sold putSold callAH

HCI Group, Inc. options

Live interpolated HCI call and put midpoint premiums by absolute delta.HCI Group, Inc.$1.21$3.80$6.39$8.98$11.57$174.14$182.44$190.74$199.03$207.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HCI spot · $189.86HCI PRICE$1.49$1.58$1.73$2.01$2.30$2.60$2.89$3.65$4.53$5.41$6.29$7.99$10.28$1.63$1.93$2.27$2.61$2.94$3.27$3.66$4.25$4.85$5.44$6.04$7.92$10.82
PutsCheap0.80×
CallsExpensive1.11×
SkewBearish+2.33 pp
Implied moveBearish±$6.55
TiltBearish4.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ203.5648.5%8.0%178.8347.8%6.7%
25Δ198.3337.8%5.3%181.8542.5%5.2%
30Δ195.3731.8%3.8%184.2739.0%4.1%
35Δ193.9329.7%3.2%186.0036.3%3.4%
40Δ192.7028.1%2.7%187.4434.0%2.8%
45Δ191.4726.5%2.2%188.8831.6%2.2%
50Δ190.2524.9%1.7%190.2429.7%1.7%
55Δ189.0525.8%1.5%191.3129.0%1.5%
60Δ187.8627.2%1.3%192.3828.4%1.2%
65Δ186.6828.6%1.2%193.4527.8%1.0%
70Δ185.4930.0%1.0%194.5327.2%0.7%
75Δ183.5333.0%0.9%196.6930.2%0.6%
80Δ181.0237.3%0.8%199.7136.1%0.5%

20Δ

Calls
Pseudo strike
203.56
IV
48.5%
B/E move
8.0%
Puts
Pseudo strike
178.83
IV
47.8%
B/E move
6.7%

25Δ

Calls
Pseudo strike
198.33
IV
37.8%
B/E move
5.3%
Puts
Pseudo strike
181.85
IV
42.5%
B/E move
5.2%

30Δ

Calls
Pseudo strike
195.37
IV
31.8%
B/E move
3.8%
Puts
Pseudo strike
184.27
IV
39.0%
B/E move
4.1%

35Δ

Calls
Pseudo strike
193.93
IV
29.7%
B/E move
3.2%
Puts
Pseudo strike
186.00
IV
36.3%
B/E move
3.4%

40Δ

Calls
Pseudo strike
192.70
IV
28.1%
B/E move
2.7%
Puts
Pseudo strike
187.44
IV
34.0%
B/E move
2.8%

45Δ

Calls
Pseudo strike
191.47
IV
26.5%
B/E move
2.2%
Puts
Pseudo strike
188.88
IV
31.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
190.25
IV
24.9%
B/E move
1.7%
Puts
Pseudo strike
190.24
IV
29.7%
B/E move
1.7%

55Δ

Calls
Pseudo strike
189.05
IV
25.8%
B/E move
1.5%
Puts
Pseudo strike
191.31
IV
29.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
187.86
IV
27.2%
B/E move
1.3%
Puts
Pseudo strike
192.38
IV
28.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
186.68
IV
28.6%
B/E move
1.2%
Puts
Pseudo strike
193.45
IV
27.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
185.49
IV
30.0%
B/E move
1.0%
Puts
Pseudo strike
194.53
IV
27.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
183.53
IV
33.0%
B/E move
0.9%
Puts
Pseudo strike
196.69
IV
30.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
181.02
IV
37.3%
B/E move
0.8%
Puts
Pseudo strike
199.71
IV
36.1%
B/E move
0.5%

Options history

IV · four-Friday blend33.85%
Daily close
HCI26.8%31.8%36.8%2026-08-13: 31.35%2026-08-14: 29.28%2026-08-17: 31.19%2026-08-18: 31.54%2026-08-19: 31.69%2026-08-20: 34.63%2026-08-21: 29.06%2026-08-24: 28.96%2026-08-25: 27.85%2026-08-26: 28.49%2026-08-27: 28.28%2026-08-28: 28.00%2026-08-31: 28.80%2026-09-01: 28.13%2026-09-02: 27.98%2026-09-03: 27.50%2026-09-04: 28.30%2026-09-08: 29.28%2026-09-09: 28.82%2026-09-10: 29.52%2026-09-11: 29.28%2026-09-14: 30.57%2026-09-15: 30.19%2026-09-16: 31.93%2026-09-17: 36.10%2026-09-18: 29.85%2026-09-21: 29.93%2026-09-22: 30.17%2026-09-23: 30.64%2026-09-24: 30.29%2026-09-25: 30.25%2026-09-28: 31.16%2026-09-29: 30.70%2026-09-30: 30.48%2026-10-01: 29.81%2026-10-02: 30.15%2026-10-05: 30.57%2026-10-06: 30.77%2026-10-07: 29.86%2026-10-08: 29.26%2026-10-09: 31.01%2026-10-12: 32.61%2026-10-13: 32.32%2026-10-14: 34.82%2026-10-15: 35.73%2026-10-16: 31.44%2026-10-19: 30.45%2026-10-20: 30.63%2026-10-21: 30.40%2026-10-22: 31.84%2026-10-23: 32.09%2026-10-26: 33.10%2026-10-27: 32.65%2026-10-28: 32.85%2026-10-29: 33.22%2026-10-30: 33.85%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
31.35%
29.28%
31.19%
31.54%
31.69%
34.63%
29.06%
28.96%
27.85%
28.49%
28.28%
28.00%
28.80%
28.13%
27.98%
27.50%
28.30%
29.28%
28.82%
29.52%
29.28%
30.57%
30.19%
31.93%
36.10%
29.85%
29.93%
30.17%
30.64%
30.29%
30.25%
31.16%
30.70%
30.48%
29.81%
30.15%
30.57%
30.77%
29.86%
29.26%
31.01%
32.61%
32.32%
34.82%
35.73%
31.44%
30.45%
30.63%
30.40%
31.84%
32.09%
33.10%
32.65%
32.85%
33.22%
33.85%