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Huntington Ingalls Industries, Inc. HII

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Market datapartial · fetched 2026-10-23T01:09:51.199Z

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 · 2026-10-22T23:00:00.001637759Z

FundamentalsAlpha Vantage · unavailable

Share price$278.86
1D-0.1%
AH$274$276$277$279$2815:30 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.$2.75$13.06$23.36$33.67$43.97$231.03$254.62$278.20$301.79$325.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HII spot · $278.86HII PRICE$3.87$5.14$6.54$8.07$9.68$11.54$13.53$16.02$18.96$22.10$25.47$29.33$33.58$5.07$6.52$8.21$10.21$12.23$14.26$16.74$19.69$22.84$26.20$30.04$34.27$41.00
PutsExpensive1.23×
CallsExpensive1.09×
SkewBearish+1.68 pp
Implied moveBearish±$30.27
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ315.3346.5%14.5%249.1153.5%12.5%
25Δ308.4146.6%12.4%256.0551.6%10.5%
30Δ302.3946.5%10.8%262.2250.4%8.9%
35Δ296.8846.4%9.4%267.4350.5%7.8%
40Δ291.6946.3%8.1%272.5150.0%6.7%
45Δ286.8546.3%7.0%277.4748.9%5.6%
50Δ282.1746.5%6.0%282.4248.5%4.7%
55Δ277.4247.3%5.2%287.3848.8%4.0%
60Δ272.6048.7%4.6%292.4448.7%3.3%
65Δ267.5849.6%3.9%297.6248.3%2.7%
70Δ262.3249.9%3.2%303.1147.8%2.1%
75Δ256.6950.1%2.6%308.8747.3%1.5%
80Δ250.7950.1%2.0%316.8648.3%1.1%

20Δ

Calls
Pseudo strike
315.33
IV
46.5%
B/E move
14.5%
Puts
Pseudo strike
249.11
IV
53.5%
B/E move
12.5%

25Δ

Calls
Pseudo strike
308.41
IV
46.6%
B/E move
12.4%
Puts
Pseudo strike
256.05
IV
51.6%
B/E move
10.5%

30Δ

Calls
Pseudo strike
302.39
IV
46.5%
B/E move
10.8%
Puts
Pseudo strike
262.22
IV
50.4%
B/E move
8.9%

35Δ

Calls
Pseudo strike
296.88
IV
46.4%
B/E move
9.4%
Puts
Pseudo strike
267.43
IV
50.5%
B/E move
7.8%

40Δ

Calls
Pseudo strike
291.69
IV
46.3%
B/E move
8.1%
Puts
Pseudo strike
272.51
IV
50.0%
B/E move
6.7%

45Δ

Calls
Pseudo strike
286.85
IV
46.3%
B/E move
7.0%
Puts
Pseudo strike
277.47
IV
48.9%
B/E move
5.6%

50Δ

Calls
Pseudo strike
282.17
IV
46.5%
B/E move
6.0%
Puts
Pseudo strike
282.42
IV
48.5%
B/E move
4.7%

55Δ

Calls
Pseudo strike
277.42
IV
47.3%
B/E move
5.2%
Puts
Pseudo strike
287.38
IV
48.8%
B/E move
4.0%

60Δ

Calls
Pseudo strike
272.60
IV
48.7%
B/E move
4.6%
Puts
Pseudo strike
292.44
IV
48.7%
B/E move
3.3%

65Δ

Calls
Pseudo strike
267.58
IV
49.6%
B/E move
3.9%
Puts
Pseudo strike
297.62
IV
48.3%
B/E move
2.7%

70Δ

Calls
Pseudo strike
262.32
IV
49.9%
B/E move
3.2%
Puts
Pseudo strike
303.11
IV
47.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
256.69
IV
50.1%
B/E move
2.6%
Puts
Pseudo strike
308.87
IV
47.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
250.79
IV
50.1%
B/E move
2.0%
Puts
Pseudo strike
316.86
IV
48.3%
B/E move
1.1%

Options history

No recorded observations