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Huntington Ingalls Industries, Inc. HII

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-12T01:55:47.453Z

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 · 2026-11-12T00:00:00.003890742Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:55:46.967607+00:00

Share price$313.96
1D-0.0%
AH$310$311$312$313$3155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHII
Sold putSold callAH

Huntington Ingalls Industries, Inc. options

Live interpolated HII call and put midpoint premiums by absolute delta.Huntington Ingalls Industries, Inc.$1.39$5.69$9.99$14.29$18.59$279.74$295.39$311.04$326.69$342.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HII spot · $313.96HII PRICE$1.85$2.48$3.11$3.73$4.47$5.29$6.11$6.93$7.75$9.16$11.15$13.14$15.13$2.35$3.04$3.76$4.47$5.23$6.29$7.34$8.40$9.45$11.05$13.15$15.25$17.35
PutsCheap0.78×
CallsCheap0.70×
SkewBearish+4.13 pp
Implied moveBearish±$13.45
TiltBearish8.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ329.4434.3%5.5%297.9141.1%5.9%
25Δ326.6933.8%4.8%301.5839.8%4.9%
30Δ323.9333.3%4.2%304.5138.5%4.2%
35Δ321.1832.8%3.5%307.4437.1%3.5%
40Δ318.8732.2%3.0%310.2835.9%2.8%
45Δ316.8931.6%2.6%312.4535.4%2.5%
50Δ314.9231.1%2.3%314.6234.9%2.1%
55Δ312.9430.5%1.9%316.8034.5%1.8%
60Δ310.9729.9%1.5%318.9734.0%1.4%
65Δ308.6930.1%1.2%321.4533.9%1.1%
70Δ306.1231.0%1.1%324.2134.3%0.9%
75Δ303.5632.0%0.9%326.9734.7%0.7%
80Δ300.9933.0%0.7%329.7335.1%0.5%

20Δ

Calls
Pseudo strike
329.44
IV
34.3%
B/E move
5.5%
Puts
Pseudo strike
297.91
IV
41.1%
B/E move
5.9%

25Δ

Calls
Pseudo strike
326.69
IV
33.8%
B/E move
4.8%
Puts
Pseudo strike
301.58
IV
39.8%
B/E move
4.9%

30Δ

Calls
Pseudo strike
323.93
IV
33.3%
B/E move
4.2%
Puts
Pseudo strike
304.51
IV
38.5%
B/E move
4.2%

35Δ

Calls
Pseudo strike
321.18
IV
32.8%
B/E move
3.5%
Puts
Pseudo strike
307.44
IV
37.1%
B/E move
3.5%

40Δ

Calls
Pseudo strike
318.87
IV
32.2%
B/E move
3.0%
Puts
Pseudo strike
310.28
IV
35.9%
B/E move
2.8%

45Δ

Calls
Pseudo strike
316.89
IV
31.6%
B/E move
2.6%
Puts
Pseudo strike
312.45
IV
35.4%
B/E move
2.5%

50Δ

Calls
Pseudo strike
314.92
IV
31.1%
B/E move
2.3%
Puts
Pseudo strike
314.62
IV
34.9%
B/E move
2.1%

55Δ

Calls
Pseudo strike
312.94
IV
30.5%
B/E move
1.9%
Puts
Pseudo strike
316.80
IV
34.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
310.97
IV
29.9%
B/E move
1.5%
Puts
Pseudo strike
318.97
IV
34.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
308.69
IV
30.1%
B/E move
1.2%
Puts
Pseudo strike
321.45
IV
33.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
306.12
IV
31.0%
B/E move
1.1%
Puts
Pseudo strike
324.21
IV
34.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
303.56
IV
32.0%
B/E move
0.9%
Puts
Pseudo strike
326.97
IV
34.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
300.99
IV
33.0%
B/E move
0.7%
Puts
Pseudo strike
329.73
IV
35.1%
B/E move
0.5%

Options history

IV · four-Friday blend31.71%
Daily close
HII29.6%35.4%41.3%2026-08-13: 32.82%2026-08-14: 32.66%2026-08-17: 34.29%2026-08-18: 34.45%2026-08-19: 35.46%2026-08-21: 33.18%2026-08-24: 33.11%2026-08-25: 33.22%2026-08-26: 32.56%2026-08-27: 32.03%2026-08-28: 32.02%2026-08-31: 31.41%2026-09-01: 31.90%2026-09-02: 31.77%2026-09-03: 31.48%2026-09-04: 31.07%2026-09-08: 32.61%2026-09-09: 32.55%2026-09-10: 32.10%2026-09-11: 32.13%2026-09-14: 31.89%2026-09-15: 33.80%2026-09-16: 34.21%2026-09-18: 33.74%2026-09-21: 33.52%2026-09-22: 34.18%2026-09-23: 34.52%2026-09-24: 34.62%2026-09-25: 34.43%2026-09-28: 35.15%2026-09-29: 34.77%2026-09-30: 34.42%2026-10-01: 34.69%2026-10-02: 33.64%2026-10-05: 34.08%2026-10-06: 34.90%2026-10-07: 35.58%2026-10-08: 36.62%2026-10-09: 35.84%2026-10-12: 37.11%2026-10-13: 37.28%2026-10-16: 37.39%2026-10-19: 38.55%2026-10-20: 38.54%2026-10-21: 38.49%2026-10-22: 39.19%2026-10-23: 39.70%2026-10-26: 39.83%2026-10-27: 40.45%2026-10-28: 39.21%2026-10-29: 30.39%2026-10-30: 31.71%Aug 13Sep 22Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
32.82%
32.66%
34.29%
34.45%
35.46%
33.18%
33.11%
33.22%
32.56%
32.03%
32.02%
31.41%
31.90%
31.77%
31.48%
31.07%
32.61%
32.55%
32.10%
32.13%
31.89%
33.80%
34.21%
33.74%
33.52%
34.18%
34.52%
34.62%
34.43%
35.15%
34.77%
34.42%
34.69%
33.64%
34.08%
34.90%
35.58%
36.62%
35.84%
37.11%
37.28%
37.39%
38.55%
38.54%
38.49%
39.19%
39.70%
39.83%
40.45%
39.21%
30.39%
31.71%