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Hagerty Inc HGTY

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
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Market dataready · fetched 2026-10-22T23:28:06.558Z

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 · 2026-10-22T23:00:00.00326495Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:28:05.402862+00:00

Share price$15.79
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$0.18$1.94$3.70$5.46$7.22$10.67$12.70$14.72$16.75$18.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HGTY spot · $15.79HGTY PRICE$0.38$0.38$0.41$0.48$0.56$0.64$0.71$0.79$0.86$0.94$1.02$1.38$2.79$0.48$0.51$0.55$0.73$1.15$1.57$1.99$2.41$3.01$4.38$5.43$6.07$6.71
PutsExpensive2.53×
CallsExpensive1.23×
SkewBearish+48.15 pp
Implied moveBearish±$2.70
TiltBearish51.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.9484.6%28.6%11.28137.9%31.6%
25Δ18.3764.3%18.7%12.69106.2%22.9%
30Δ17.3852.1%12.7%14.1174.5%14.2%
35Δ17.1149.8%11.4%15.1857.4%8.5%
40Δ16.8447.6%10.2%15.6665.6%8.1%
45Δ16.5745.4%8.9%16.1473.8%7.7%
50Δ16.3043.1%7.7%16.6382.0%7.3%
55Δ16.0340.9%6.5%17.1190.2%6.9%
60Δ15.7538.7%5.2%17.77100.3%6.5%
65Δ15.4836.4%4.0%19.20118.5%6.2%
70Δ15.2134.2%2.8%20.37126.4%5.4%
75Δ14.7038.7%1.8%21.22121.2%4.1%
80Δ13.2968.3%1.9%22.06116.0%2.8%

20Δ

Calls
Pseudo strike
19.94
IV
84.6%
B/E move
28.6%
Puts
Pseudo strike
11.28
IV
137.9%
B/E move
31.6%

25Δ

Calls
Pseudo strike
18.37
IV
64.3%
B/E move
18.7%
Puts
Pseudo strike
12.69
IV
106.2%
B/E move
22.9%

30Δ

Calls
Pseudo strike
17.38
IV
52.1%
B/E move
12.7%
Puts
Pseudo strike
14.11
IV
74.5%
B/E move
14.2%

35Δ

Calls
Pseudo strike
17.11
IV
49.8%
B/E move
11.4%
Puts
Pseudo strike
15.18
IV
57.4%
B/E move
8.5%

40Δ

Calls
Pseudo strike
16.84
IV
47.6%
B/E move
10.2%
Puts
Pseudo strike
15.66
IV
65.6%
B/E move
8.1%

45Δ

Calls
Pseudo strike
16.57
IV
45.4%
B/E move
8.9%
Puts
Pseudo strike
16.14
IV
73.8%
B/E move
7.7%

50Δ

Calls
Pseudo strike
16.30
IV
43.1%
B/E move
7.7%
Puts
Pseudo strike
16.63
IV
82.0%
B/E move
7.3%

55Δ

Calls
Pseudo strike
16.03
IV
40.9%
B/E move
6.5%
Puts
Pseudo strike
17.11
IV
90.2%
B/E move
6.9%

60Δ

Calls
Pseudo strike
15.75
IV
38.7%
B/E move
5.2%
Puts
Pseudo strike
17.77
IV
100.3%
B/E move
6.5%

65Δ

Calls
Pseudo strike
15.48
IV
36.4%
B/E move
4.0%
Puts
Pseudo strike
19.20
IV
118.5%
B/E move
6.2%

70Δ

Calls
Pseudo strike
15.21
IV
34.2%
B/E move
2.8%
Puts
Pseudo strike
20.37
IV
126.4%
B/E move
5.4%

75Δ

Calls
Pseudo strike
14.70
IV
38.7%
B/E move
1.8%
Puts
Pseudo strike
21.22
IV
121.2%
B/E move
4.1%

80Δ

Calls
Pseudo strike
13.29
IV
68.3%
B/E move
1.9%
Puts
Pseudo strike
22.06
IV
116.0%
B/E move
2.8%

Options history

No recorded observations