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Hilton Grand Vacations Inc. Common Stock HGV

i

Market dataready · fetched 2026-11-12T02:56:34.409Z

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 · 2026-11-12T00:00:00.002886454Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:53:32.049232+00:00

Share price$45.41
1D+1.9%
AH$44.48$44.78$45.08$45.39$45.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHGV
Sold putSold callAH

Hilton Grand Vacations Inc. Common Stock options

Live interpolated HGV call and put midpoint premiums by absolute delta.Hilton Grand Vacations Inc. Common Stock$0.57$1.52$2.48$3.43$4.38$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICEHGV PRICE$1.10$1.15$1.26$1.36$1.46$1.57$1.67$2.06$2.57$3.08$3.60$4.11$0.67$0.88$1.08$1.28$1.48
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.8558.6%9.3%
25Δ52.57117.5%18.2%42.5060.2%8.3%
30Δ49.7694.2%12.1%43.1661.7%7.3%
35Δ48.8686.2%10.4%43.8163.2%6.3%
40Δ47.9778.2%8.6%44.4664.8%5.4%
45Δ47.0770.2%6.9%
50Δ46.1762.1%5.1%
55Δ45.2754.1%3.4%
60Δ44.5451.8%2.6%
65Δ43.8752.1%2.3%
70Δ43.2052.4%1.9%
75Δ42.5452.6%1.6%
80Δ41.8752.9%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.85
IV
58.6%
B/E move
9.3%

25Δ

Calls
Pseudo strike
52.57
IV
117.5%
B/E move
18.2%
Puts
Pseudo strike
42.50
IV
60.2%
B/E move
8.3%

30Δ

Calls
Pseudo strike
49.76
IV
94.2%
B/E move
12.1%
Puts
Pseudo strike
43.16
IV
61.7%
B/E move
7.3%

35Δ

Calls
Pseudo strike
48.86
IV
86.2%
B/E move
10.4%
Puts
Pseudo strike
43.81
IV
63.2%
B/E move
6.3%

40Δ

Calls
Pseudo strike
47.97
IV
78.2%
B/E move
8.6%
Puts
Pseudo strike
44.46
IV
64.8%
B/E move
5.4%

45Δ

Calls
Pseudo strike
47.07
IV
70.2%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
46.17
IV
62.1%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
45.27
IV
54.1%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
44.54
IV
51.8%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
43.87
IV
52.1%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
43.20
IV
52.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
42.54
IV
52.6%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
41.87
IV
52.9%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend46.38%
Daily close
HGV39.6%50.3%61.0%2026-08-13: 45.61%2026-08-17: 46.70%2026-08-19: 55.00%2026-08-20: 56.16%2026-08-21: 42.06%2026-08-24: 42.13%2026-08-25: 43.37%2026-08-26: 41.57%2026-08-27: 41.05%2026-08-28: 42.29%2026-08-31: 44.05%2026-09-01: 47.60%2026-09-10: 51.57%2026-09-11: 47.46%2026-09-21: 46.58%2026-09-22: 48.27%2026-09-23: 46.12%2026-09-24: 45.79%2026-09-25: 49.74%2026-09-28: 46.08%2026-09-30: 50.15%2026-10-01: 53.62%2026-10-05: 54.47%2026-10-06: 48.04%2026-10-07: 53.69%2026-10-08: 56.47%2026-10-09: 49.00%2026-10-12: 59.55%2026-10-13: 57.13%2026-10-14: 54.62%2026-10-16: 50.36%2026-10-19: 49.59%2026-10-20: 46.36%2026-10-21: 48.24%2026-10-22: 46.05%2026-10-23: 48.49%2026-10-26: 48.33%2026-10-27: 50.18%2026-10-28: 53.78%2026-10-29: 48.53%2026-10-30: 46.38%Aug 13Sep 30Oct 30
41 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
45.61%
46.70%
55.00%
56.16%
42.06%
42.13%
43.37%
41.57%
41.05%
42.29%
44.05%
47.60%
51.57%
47.46%
46.58%
48.27%
46.12%
45.79%
49.74%
46.08%
50.15%
53.62%
54.47%
48.04%
53.69%
56.47%
49.00%
59.55%
57.13%
54.62%
50.36%
49.59%
46.36%
48.24%
46.05%
48.49%
48.33%
50.18%
53.78%
48.53%
46.38%