IntraAlpha
Create free account Start free

Hagerty, Inc. HGTY

i

Market datapartial · fetched 2026-10-22T22:06:16.056Z

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 · 2026-10-22T21:33:07.741803618Z

FundamentalsAlpha Vantage · unavailable

Share price$15.95
1D+1.7%
AH$15.34$15.50$15.67$15.83$16.005:30 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.$0.13$2.42$4.71$6.99$9.28$10.48$12.52$14.57$16.62$18.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HGTY spot · $15.95HGTY PRICE$0.38$0.38$0.39$0.45$0.51$0.58$0.64$0.70$0.76$0.82$0.88$0.95$1.01$0.48$0.52$0.56$0.88$1.31$1.74$2.18$2.61$3.68$5.05$5.80$6.51$8.62
PutsExpensive2.70×
CallsExpensive1.06×
SkewBearish+61.51 pp
Implied moveBearish±$2.81
TiltBearish65.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.0683.3%28.1%11.55134.2%30.6%
25Δ18.5764.0%18.8%13.05100.9%21.4%
30Δ17.4449.4%11.8%14.5567.5%12.3%
35Δ17.2246.9%10.8%15.3563.8%9.3%
40Δ17.0044.5%9.8%15.8572.7%8.9%
45Δ16.7842.1%8.8%16.3481.5%8.5%
50Δ16.5639.6%7.8%16.8490.4%8.1%
55Δ16.3437.2%6.8%17.3499.2%7.7%
60Δ16.1234.8%5.8%18.46114.9%7.3%
65Δ15.9032.3%4.8%19.90133.9%6.9%
70Δ15.6829.9%3.8%20.86131.3%5.6%
75Δ15.4627.5%2.9%21.79127.2%4.2%
80Δ15.2425.0%1.9%24.07138.7%3.1%

20Δ

Calls
Pseudo strike
20.06
IV
83.3%
B/E move
28.1%
Puts
Pseudo strike
11.55
IV
134.2%
B/E move
30.6%

25Δ

Calls
Pseudo strike
18.57
IV
64.0%
B/E move
18.8%
Puts
Pseudo strike
13.05
IV
100.9%
B/E move
21.4%

30Δ

Calls
Pseudo strike
17.44
IV
49.4%
B/E move
11.8%
Puts
Pseudo strike
14.55
IV
67.5%
B/E move
12.3%

35Δ

Calls
Pseudo strike
17.22
IV
46.9%
B/E move
10.8%
Puts
Pseudo strike
15.35
IV
63.8%
B/E move
9.3%

40Δ

Calls
Pseudo strike
17.00
IV
44.5%
B/E move
9.8%
Puts
Pseudo strike
15.85
IV
72.7%
B/E move
8.9%

45Δ

Calls
Pseudo strike
16.78
IV
42.1%
B/E move
8.8%
Puts
Pseudo strike
16.34
IV
81.5%
B/E move
8.5%

50Δ

Calls
Pseudo strike
16.56
IV
39.6%
B/E move
7.8%
Puts
Pseudo strike
16.84
IV
90.4%
B/E move
8.1%

55Δ

Calls
Pseudo strike
16.34
IV
37.2%
B/E move
6.8%
Puts
Pseudo strike
17.34
IV
99.2%
B/E move
7.7%

60Δ

Calls
Pseudo strike
16.12
IV
34.8%
B/E move
5.8%
Puts
Pseudo strike
18.46
IV
114.9%
B/E move
7.3%

65Δ

Calls
Pseudo strike
15.90
IV
32.3%
B/E move
4.8%
Puts
Pseudo strike
19.90
IV
133.9%
B/E move
6.9%

70Δ

Calls
Pseudo strike
15.68
IV
29.9%
B/E move
3.8%
Puts
Pseudo strike
20.86
IV
131.3%
B/E move
5.6%

75Δ

Calls
Pseudo strike
15.46
IV
27.5%
B/E move
2.9%
Puts
Pseudo strike
21.79
IV
127.2%
B/E move
4.2%

80Δ

Calls
Pseudo strike
15.24
IV
25.0%
B/E move
1.9%
Puts
Pseudo strike
24.07
IV
138.7%
B/E move
3.1%

Options history

No recorded observations