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Hilton Grand Vacations Inc HGV

CONSUMER CYCLICAL · RESORTS & CASINOS
i

Market dataready · fetched 2026-10-24T04:29:08.270Z

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 · 2026-10-23T23:00:00.002693231Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:29:08.080903+00:00

Share price$35.89
1D-0.5%
AH$35.51$35.74$35.97$36.20$36.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHGV
Sold putSold callAH

Hilton Grand Vacations Inc options

Live interpolated HGV call and put midpoint premiums by absolute delta.Hilton Grand Vacations Inc$0.51$2.31$4.12$5.92$7.72$28.09$31.86$35.63$39.39$43.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HGV spot · $35.89HGV PRICE$1.07$0.71$1.00$1.30$1.59$1.89$2.18$2.48$2.77$3.29$3.81$4.33$4.86$1.20$1.36$1.53$1.70$1.87$2.26$2.65$3.03$3.42$3.81$4.20$4.58$7.20
PutsExpensive1.70×
CallsExpensive1.60×
SkewBearish+5.35 pp
Implied moveBearish±$4.83
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.17112.6%40.0%29.8395.9%20.2%
25Δ39.8149.7%12.9%31.2086.2%16.9%
30Δ39.1251.0%11.8%32.4677.8%13.8%
35Δ38.4452.2%10.7%33.7269.4%10.8%
40Δ37.7553.5%9.6%34.9861.0%7.7%
45Δ37.0754.7%8.5%35.6959.5%6.8%
50Δ36.3856.0%7.4%36.3958.0%6.0%
55Δ35.7057.2%6.4%37.0956.5%5.1%
60Δ35.0158.5%5.3%37.7955.1%4.3%
65Δ34.2457.1%4.6%38.4853.6%3.4%
70Δ33.4755.6%3.9%39.1852.1%2.5%
75Δ32.6954.2%3.2%39.8850.6%1.7%
80Δ31.9252.7%2.5%42.6658.7%1.2%

20Δ

Calls
Pseudo strike
49.17
IV
112.6%
B/E move
40.0%
Puts
Pseudo strike
29.83
IV
95.9%
B/E move
20.2%

25Δ

Calls
Pseudo strike
39.81
IV
49.7%
B/E move
12.9%
Puts
Pseudo strike
31.20
IV
86.2%
B/E move
16.9%

30Δ

Calls
Pseudo strike
39.12
IV
51.0%
B/E move
11.8%
Puts
Pseudo strike
32.46
IV
77.8%
B/E move
13.8%

35Δ

Calls
Pseudo strike
38.44
IV
52.2%
B/E move
10.7%
Puts
Pseudo strike
33.72
IV
69.4%
B/E move
10.8%

40Δ

Calls
Pseudo strike
37.75
IV
53.5%
B/E move
9.6%
Puts
Pseudo strike
34.98
IV
61.0%
B/E move
7.7%

45Δ

Calls
Pseudo strike
37.07
IV
54.7%
B/E move
8.5%
Puts
Pseudo strike
35.69
IV
59.5%
B/E move
6.8%

50Δ

Calls
Pseudo strike
36.38
IV
56.0%
B/E move
7.4%
Puts
Pseudo strike
36.39
IV
58.0%
B/E move
6.0%

55Δ

Calls
Pseudo strike
35.70
IV
57.2%
B/E move
6.4%
Puts
Pseudo strike
37.09
IV
56.5%
B/E move
5.1%

60Δ

Calls
Pseudo strike
35.01
IV
58.5%
B/E move
5.3%
Puts
Pseudo strike
37.79
IV
55.1%
B/E move
4.3%

65Δ

Calls
Pseudo strike
34.24
IV
57.1%
B/E move
4.6%
Puts
Pseudo strike
38.48
IV
53.6%
B/E move
3.4%

70Δ

Calls
Pseudo strike
33.47
IV
55.6%
B/E move
3.9%
Puts
Pseudo strike
39.18
IV
52.1%
B/E move
2.5%

75Δ

Calls
Pseudo strike
32.69
IV
54.2%
B/E move
3.2%
Puts
Pseudo strike
39.88
IV
50.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
31.92
IV
52.7%
B/E move
2.5%
Puts
Pseudo strike
42.66
IV
58.7%
B/E move
1.2%

Options history

No recorded observations