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Huntington Ingalls Industries, Inc. HII

i

Market datapartial · fetched 2026-10-22T16:27:50.117Z

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 · 2026-10-22T16:27:15.995103196Z

FundamentalsAlpha Vantage · unavailable

Share price$276.03
1D-0.7%
$274$276$277$279$2815:30 AM6:30 AM9:00 AM1:00 PMHII
Sold putSold call

Huntington Ingalls Industries, Inc. options

Live interpolated HII call and put midpoint premiums by absolute delta.Huntington Ingalls Industries, Inc.$2.76$13.27$23.79$34.30$44.82$229.51$252.68$275.84$299.00$322.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HII spot · $276.03HII PRICE$3.90$5.13$6.45$8.04$9.68$11.51$13.42$15.79$18.16$21.35$24.56$28.95$33.63$4.75$6.12$7.56$9.58$11.60$13.91$16.21$19.34$22.59$25.84$29.08$34.65$41.79
PutsExpensive1.21×
CallsExpensive1.10×
SkewBearish+0.49 pp
Implied moveBearish±$29.63
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ313.0547.6%14.8%247.7151.0%12.0%
25Δ305.6546.9%12.6%254.3949.0%10.1%
30Δ299.1746.4%10.7%260.4947.3%8.4%
35Δ293.9746.7%9.4%265.2447.8%7.4%
40Δ288.8746.8%8.2%270.0048.3%6.4%
45Δ284.0646.7%7.1%274.7148.0%5.5%
50Δ279.2946.7%6.0%279.4247.8%4.6%
55Δ274.6847.0%5.2%284.4147.6%4.0%
60Δ270.0747.4%4.4%289.4447.4%3.3%
65Δ265.0848.1%3.8%294.4747.2%2.7%
70Δ260.0748.8%3.1%299.5147.0%2.0%
75Δ254.1249.9%2.6%306.4148.0%1.5%
80Δ247.9150.6%2.0%314.7649.5%1.1%

20Δ

Calls
Pseudo strike
313.05
IV
47.6%
B/E move
14.8%
Puts
Pseudo strike
247.71
IV
51.0%
B/E move
12.0%

25Δ

Calls
Pseudo strike
305.65
IV
46.9%
B/E move
12.6%
Puts
Pseudo strike
254.39
IV
49.0%
B/E move
10.1%

30Δ

Calls
Pseudo strike
299.17
IV
46.4%
B/E move
10.7%
Puts
Pseudo strike
260.49
IV
47.3%
B/E move
8.4%

35Δ

Calls
Pseudo strike
293.97
IV
46.7%
B/E move
9.4%
Puts
Pseudo strike
265.24
IV
47.8%
B/E move
7.4%

40Δ

Calls
Pseudo strike
288.87
IV
46.8%
B/E move
8.2%
Puts
Pseudo strike
270.00
IV
48.3%
B/E move
6.4%

45Δ

Calls
Pseudo strike
284.06
IV
46.7%
B/E move
7.1%
Puts
Pseudo strike
274.71
IV
48.0%
B/E move
5.5%

50Δ

Calls
Pseudo strike
279.29
IV
46.7%
B/E move
6.0%
Puts
Pseudo strike
279.42
IV
47.8%
B/E move
4.6%

55Δ

Calls
Pseudo strike
274.68
IV
47.0%
B/E move
5.2%
Puts
Pseudo strike
284.41
IV
47.6%
B/E move
4.0%

60Δ

Calls
Pseudo strike
270.07
IV
47.4%
B/E move
4.4%
Puts
Pseudo strike
289.44
IV
47.4%
B/E move
3.3%

65Δ

Calls
Pseudo strike
265.08
IV
48.1%
B/E move
3.8%
Puts
Pseudo strike
294.47
IV
47.2%
B/E move
2.7%

70Δ

Calls
Pseudo strike
260.07
IV
48.8%
B/E move
3.1%
Puts
Pseudo strike
299.51
IV
47.0%
B/E move
2.0%

75Δ

Calls
Pseudo strike
254.12
IV
49.9%
B/E move
2.6%
Puts
Pseudo strike
306.41
IV
48.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
247.91
IV
50.6%
B/E move
2.0%
Puts
Pseudo strike
314.76
IV
49.5%
B/E move
1.1%

Options history

No recorded observations