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HCI Group Inc HCI

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
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Market dataready · fetched 2026-10-22T23:44:49.053Z

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 · 2026-10-22T23:00:00.003992442Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:44:47.788078+00:00

Share price$206.68
1D+0.2%
AH$205.24$206.16$207.07$207.98$208.895:30 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$1.58$6.97$12.36$17.75$23.14$166.82$183.61$200.41$217.20$233.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HCI spot · $206.68HCI PRICE$2.17$2.77$3.59$4.61$5.64$6.66$8.01$9.57$11.13$12.68$14.66$16.82$19.37$2.71$3.56$4.50$5.50$6.56$7.62$8.68$9.99$11.81$13.63$15.45$18.30$21.59
PutsExpensive1.38×
CallsExpensive1.14×
SkewNeutral+0.12 pp
Implied moveBearish±$16.70
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ226.7434.8%10.8%189.9439.5%9.4%
25Δ222.2433.4%8.9%193.7138.6%8.0%
30Δ218.7133.1%7.6%197.0338.1%6.8%
35Δ216.1333.8%6.8%200.1237.7%5.8%
40Δ213.5534.5%6.1%202.8136.8%5.0%
45Δ210.9835.3%5.3%205.4935.8%4.3%
50Δ208.3135.9%4.7%208.1834.8%3.5%
55Δ205.5836.5%4.1%210.8934.2%2.8%
60Δ202.8537.1%3.5%213.6534.2%2.3%
65Δ200.1237.7%3.0%216.4134.2%1.9%
70Δ197.1137.8%2.5%219.1734.2%1.4%
75Δ193.9537.9%2.0%222.7934.5%1.1%
80Δ190.5138.0%1.5%226.7734.9%0.7%

20Δ

Calls
Pseudo strike
226.74
IV
34.8%
B/E move
10.8%
Puts
Pseudo strike
189.94
IV
39.5%
B/E move
9.4%

25Δ

Calls
Pseudo strike
222.24
IV
33.4%
B/E move
8.9%
Puts
Pseudo strike
193.71
IV
38.6%
B/E move
8.0%

30Δ

Calls
Pseudo strike
218.71
IV
33.1%
B/E move
7.6%
Puts
Pseudo strike
197.03
IV
38.1%
B/E move
6.8%

35Δ

Calls
Pseudo strike
216.13
IV
33.8%
B/E move
6.8%
Puts
Pseudo strike
200.12
IV
37.7%
B/E move
5.8%

40Δ

Calls
Pseudo strike
213.55
IV
34.5%
B/E move
6.1%
Puts
Pseudo strike
202.81
IV
36.8%
B/E move
5.0%

45Δ

Calls
Pseudo strike
210.98
IV
35.3%
B/E move
5.3%
Puts
Pseudo strike
205.49
IV
35.8%
B/E move
4.3%

50Δ

Calls
Pseudo strike
208.31
IV
35.9%
B/E move
4.7%
Puts
Pseudo strike
208.18
IV
34.8%
B/E move
3.5%

55Δ

Calls
Pseudo strike
205.58
IV
36.5%
B/E move
4.1%
Puts
Pseudo strike
210.89
IV
34.2%
B/E move
2.8%

60Δ

Calls
Pseudo strike
202.85
IV
37.1%
B/E move
3.5%
Puts
Pseudo strike
213.65
IV
34.2%
B/E move
2.3%

65Δ

Calls
Pseudo strike
200.12
IV
37.7%
B/E move
3.0%
Puts
Pseudo strike
216.41
IV
34.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
197.11
IV
37.8%
B/E move
2.5%
Puts
Pseudo strike
219.17
IV
34.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
193.95
IV
37.9%
B/E move
2.0%
Puts
Pseudo strike
222.79
IV
34.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
190.51
IV
38.0%
B/E move
1.5%
Puts
Pseudo strike
226.77
IV
34.9%
B/E move
0.7%

Options history

No recorded observations