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Hagerty, Inc. HGTY

i

Market dataready · fetched 2026-11-12T02:43:34.205Z

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 · 2026-11-12T00:00:00.003418646Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:43:33.683358+00:00

Share price$16.04
1D+4.2%
AH$15.26$15.64$16.02$16.39$16.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHGTY
Sold putSold callAH

Hagerty, Inc. options

Live interpolated HGTY call and put midpoint premiums by absolute delta.Hagerty, Inc.$0.15$0.73$1.30$1.88$2.45$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEHGTY PRICE$0.28$0.31$0.39$0.51$0.62$0.74$0.86$0.98$1.09$1.21$1.33$1.65$2.29$0.21
Puts——
CallsExpensive1.13×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.13113.5%21.0%14.0587.2%13.7%
25Δ18.0192.7%14.2%
30Δ17.3582.9%10.6%
35Δ17.0882.3%9.6%
40Δ16.8181.8%8.7%
45Δ16.5381.2%7.7%
50Δ16.2680.7%6.7%
55Δ15.9980.1%5.8%
60Δ15.7179.6%4.8%
65Δ15.4479.1%3.8%
70Δ15.1778.5%2.8%
75Δ14.7383.7%2.1%
80Δ14.0498.2%1.8%

20Δ

Calls
Pseudo strike
19.13
IV
113.5%
B/E move
21.0%
Puts
Pseudo strike
14.05
IV
87.2%
B/E move
13.7%

25Δ

Calls
Pseudo strike
18.01
IV
92.7%
B/E move
14.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
17.35
IV
82.9%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
17.08
IV
82.3%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
16.81
IV
81.8%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
16.53
IV
81.2%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
16.26
IV
80.7%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
15.99
IV
80.1%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
15.71
IV
79.6%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
15.44
IV
79.1%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
15.17
IV
78.5%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
14.73
IV
83.7%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
14.04
IV
98.2%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend54.55%
Daily close
HGTY38.3%68.9%99.5%2026-08-18: 75.94%2026-09-16: 95.28%2026-10-13: 68.87%2026-10-14: 70.55%2026-10-16: 46.62%2026-10-19: 48.87%2026-10-22: 46.39%2026-10-27: 42.55%2026-10-29: 54.55%Aug 18Oct 16Oct 29
9 observations2026-08-18 — 2026-10-29
Table
DateIV (%)
75.94%
95.28%
68.87%
70.55%
46.62%
48.87%
46.39%
42.55%
54.55%