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Hamilton Insurance Group, Ltd. Class B Common Shares HG

i

Market dataready · fetched 2026-11-13T02:09:36.366Z

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 · 2026-11-13T00:00:00.002054733Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:09:35.643824+00:00

Share price$38.74
1D-0.9%
AH$38.60$38.73$38.87$39.00$39.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHG
Sold putSold callAH

Hamilton Insurance Group, Ltd. Class B Common Shares options

Live interpolated HG call and put midpoint premiums by absolute delta.Hamilton Insurance Group, Ltd. Class B Common Shares$0.38$1.74$3.10$4.46$5.82$34.13$35.92$37.71$39.50$41.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HG spot · $38.74HG PRICE$0.52$0.82$1.13$1.43$1.73$2.03$2.33$2.64$2.94$3.24$3.54$0.53$0.72$0.91$1.10$1.29$1.49$1.68$1.87$2.06$2.73$3.63$4.53$5.42
PutsExpensive2.20×
Calls——
Skew——
Implied moveBalanced±$3.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.4473.6%9.9%
25Δ35.9872.1%9.0%
30Δ39.6733.5%3.7%36.5370.7%8.1%
35Δ39.2636.0%3.5%37.0869.2%7.1%
40Δ38.8638.5%3.2%37.6367.8%6.2%
45Δ38.4541.0%2.9%38.1866.3%5.3%
50Δ38.0543.5%2.7%38.7264.9%4.4%
55Δ37.6446.0%2.4%39.2763.5%3.5%
60Δ37.2448.6%2.1%39.8262.0%2.5%
65Δ36.8351.1%1.9%40.6865.0%2.0%
70Δ36.4353.6%1.6%41.7070.2%1.7%
75Δ36.0256.1%1.3%42.7175.3%1.4%
80Δ35.6158.6%1.1%43.7380.5%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.44
IV
73.6%
B/E move
9.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.98
IV
72.1%
B/E move
9.0%

30Δ

Calls
Pseudo strike
39.67
IV
33.5%
B/E move
3.7%
Puts
Pseudo strike
36.53
IV
70.7%
B/E move
8.1%

35Δ

Calls
Pseudo strike
39.26
IV
36.0%
B/E move
3.5%
Puts
Pseudo strike
37.08
IV
69.2%
B/E move
7.1%

40Δ

Calls
Pseudo strike
38.86
IV
38.5%
B/E move
3.2%
Puts
Pseudo strike
37.63
IV
67.8%
B/E move
6.2%

45Δ

Calls
Pseudo strike
38.45
IV
41.0%
B/E move
2.9%
Puts
Pseudo strike
38.18
IV
66.3%
B/E move
5.3%

50Δ

Calls
Pseudo strike
38.05
IV
43.5%
B/E move
2.7%
Puts
Pseudo strike
38.72
IV
64.9%
B/E move
4.4%

55Δ

Calls
Pseudo strike
37.64
IV
46.0%
B/E move
2.4%
Puts
Pseudo strike
39.27
IV
63.5%
B/E move
3.5%

60Δ

Calls
Pseudo strike
37.24
IV
48.6%
B/E move
2.1%
Puts
Pseudo strike
39.82
IV
62.0%
B/E move
2.5%

65Δ

Calls
Pseudo strike
36.83
IV
51.1%
B/E move
1.9%
Puts
Pseudo strike
40.68
IV
65.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
36.43
IV
53.6%
B/E move
1.6%
Puts
Pseudo strike
41.70
IV
70.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
36.02
IV
56.1%
B/E move
1.3%
Puts
Pseudo strike
42.71
IV
75.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
35.61
IV
58.6%
B/E move
1.1%
Puts
Pseudo strike
43.73
IV
80.5%
B/E move
1.1%

Options history

IV · four-Friday blend36.00%
Daily close
HG28.0%40.8%53.6%2026-08-21: 31.13%2026-08-24: 32.13%2026-08-26: 30.60%2026-08-27: 32.00%2026-08-28: 30.66%2026-09-02: 29.81%2026-09-08: 32.18%2026-09-11: 35.24%2026-09-14: 37.59%2026-09-15: 46.13%2026-09-16: 51.80%2026-09-18: 31.81%2026-09-21: 31.30%2026-09-22: 32.42%2026-09-23: 32.74%2026-09-24: 29.85%2026-09-29: 30.83%2026-10-05: 32.96%2026-10-06: 32.85%2026-10-07: 32.40%2026-10-08: 35.05%2026-10-09: 33.31%2026-10-12: 36.89%2026-10-14: 38.54%2026-10-16: 35.66%2026-10-19: 34.33%2026-10-20: 34.37%2026-10-21: 40.43%2026-10-27: 39.09%2026-10-28: 41.19%2026-10-29: 38.70%2026-10-30: 36.00%Aug 21Sep 24Oct 30
32 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
31.13%
32.13%
30.60%
32.00%
30.66%
29.81%
32.18%
35.24%
37.59%
46.13%
51.80%
31.81%
31.30%
32.42%
32.74%
29.85%
30.83%
32.96%
32.85%
32.40%
35.05%
33.31%
36.89%
38.54%
35.66%
34.33%
34.37%
40.43%
39.09%
41.19%
38.70%
36.00%