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Hackett Group Inc (The). Common Stock HCKT

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
i

Market dataready · fetched 2026-11-11T14:03:45.168Z

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 · 2026-11-10T21:00:00.911147002Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:56:37.053622+00:00

Share price$13.40
1D+0.8%
AH$13.06$13.16$13.25$13.34$13.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHCKT
Sold putSold callAH

Hackett Group Inc (The). Common Stock options

Live interpolated HCKT call and put midpoint premiums by absolute delta.Hackett Group Inc (The). Common Stock$0.19$0.89$1.59$2.28$2.98$10.96$12.13$13.30$14.46$15.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HCKT spot · $13.40HCKT PRICE$0.78$0.76$0.79$0.82$0.85$0.87$0.90$0.93$0.95$0.98$0.27$0.31$0.40$0.56$0.72$0.88$1.04$1.20$1.36$1.51$1.67$1.83$2.78
PutsExpensive1.38×
Calls——
Skew——
Implied moveBearish±$1.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.39119.6%17.0%
25Δ21.04304.8%62.8%12.1395.7%11.8%
30Δ12.6384.1%8.8%
35Δ12.8985.1%8.0%
40Δ14.85149.3%16.5%13.1586.0%7.3%
45Δ14.58137.7%14.7%13.4187.0%6.5%
50Δ14.32126.0%12.9%13.6788.0%5.7%
55Δ14.05114.4%11.1%13.9389.0%5.0%
60Δ13.78102.7%9.3%14.1990.0%4.2%
65Δ13.5191.1%7.5%14.4591.0%3.5%
70Δ13.2479.4%5.7%14.7192.0%2.7%
75Δ12.9767.8%3.9%14.9793.0%1.9%
80Δ12.7056.1%2.1%15.97109.1%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.39
IV
119.6%
B/E move
17.0%

25Δ

Calls
Pseudo strike
21.04
IV
304.8%
B/E move
62.8%
Puts
Pseudo strike
12.13
IV
95.7%
B/E move
11.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.63
IV
84.1%
B/E move
8.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.89
IV
85.1%
B/E move
8.0%

40Δ

Calls
Pseudo strike
14.85
IV
149.3%
B/E move
16.5%
Puts
Pseudo strike
13.15
IV
86.0%
B/E move
7.3%

45Δ

Calls
Pseudo strike
14.58
IV
137.7%
B/E move
14.7%
Puts
Pseudo strike
13.41
IV
87.0%
B/E move
6.5%

50Δ

Calls
Pseudo strike
14.32
IV
126.0%
B/E move
12.9%
Puts
Pseudo strike
13.67
IV
88.0%
B/E move
5.7%

55Δ

Calls
Pseudo strike
14.05
IV
114.4%
B/E move
11.1%
Puts
Pseudo strike
13.93
IV
89.0%
B/E move
5.0%

60Δ

Calls
Pseudo strike
13.78
IV
102.7%
B/E move
9.3%
Puts
Pseudo strike
14.19
IV
90.0%
B/E move
4.2%

65Δ

Calls
Pseudo strike
13.51
IV
91.1%
B/E move
7.5%
Puts
Pseudo strike
14.45
IV
91.0%
B/E move
3.5%

70Δ

Calls
Pseudo strike
13.24
IV
79.4%
B/E move
5.7%
Puts
Pseudo strike
14.71
IV
92.0%
B/E move
2.7%

75Δ

Calls
Pseudo strike
12.97
IV
67.8%
B/E move
3.9%
Puts
Pseudo strike
14.97
IV
93.0%
B/E move
1.9%

80Δ

Calls
Pseudo strike
12.70
IV
56.1%
B/E move
2.1%
Puts
Pseudo strike
15.97
IV
109.1%
B/E move
1.6%

Options history

IV · four-Friday blend77.09%
Daily close
HCKT57.3%74.2%91.2%2026-08-25: 78.42%2026-08-31: 77.90%2026-09-22: 76.33%2026-09-24: 70.03%2026-09-28: 60.54%2026-09-29: 64.34%2026-09-30: 66.37%2026-10-01: 83.43%2026-10-08: 88.82%2026-10-16: 70.43%2026-10-21: 63.39%2026-10-22: 64.64%2026-10-23: 59.63%2026-10-26: 73.98%2026-10-27: 71.05%2026-10-28: 67.76%2026-10-29: 67.90%2026-10-30: 77.09%Aug 25Oct 8Oct 30
18 observations2026-08-25 — 2026-10-30
Table
DateIV (%)
78.42%
77.90%
76.33%
70.03%
60.54%
64.34%
66.37%
83.43%
88.82%
70.43%
63.39%
64.64%
59.63%
73.98%
71.05%
67.76%
67.90%
77.09%