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Huntington Ingalls Industries, Inc. HII

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Market datapartial · fetched 2026-10-23T21:48:44.297Z

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 · 2026-10-23T20:46:01.25104909Z

FundamentalsAlpha Vantage · unavailable

Share price$274.12
1D+0.7%
AH$270$272$274$276$2775:30 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.$2.67$12.19$21.71$31.24$40.76$228.15$251.33$274.51$297.69$320.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HII spot · $274.12HII PRICE$3.70$5.09$6.51$7.93$9.87$12.06$14.33$16.69$19.19$21.86$25.10$29.21$34.33$4.76$6.25$7.86$9.65$11.54$13.70$16.04$18.67$21.65$24.97$28.89$33.25$38.02
PutsExpensive1.17×
CallsExpensive1.16×
SkewBullish-1.02 pp
Implied moveBearish±$30.38
TiltBearish6.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ308.4745.7%13.9%245.8052.1%12.1%
25Δ303.1047.3%12.4%252.2951.1%10.2%
30Δ297.5848.0%10.9%257.9450.3%8.8%
35Δ291.8747.5%9.4%263.1249.6%7.5%
40Δ286.9648.5%8.3%268.0449.0%6.4%
45Δ282.4550.3%7.4%272.7848.6%5.5%
50Δ277.7551.3%6.6%277.4148.3%4.7%
55Δ272.8251.5%5.6%282.1348.0%3.9%
60Δ267.9151.3%4.7%286.9447.9%3.2%
65Δ263.0050.8%3.9%291.9847.8%2.6%
70Δ257.7750.9%3.2%297.4147.7%2.0%
75Δ252.0151.8%2.6%303.2047.4%1.5%
80Δ245.3853.0%2.0%309.3246.8%1.0%

20Δ

Calls
Pseudo strike
308.47
IV
45.7%
B/E move
13.9%
Puts
Pseudo strike
245.80
IV
52.1%
B/E move
12.1%

25Δ

Calls
Pseudo strike
303.10
IV
47.3%
B/E move
12.4%
Puts
Pseudo strike
252.29
IV
51.1%
B/E move
10.2%

30Δ

Calls
Pseudo strike
297.58
IV
48.0%
B/E move
10.9%
Puts
Pseudo strike
257.94
IV
50.3%
B/E move
8.8%

35Δ

Calls
Pseudo strike
291.87
IV
47.5%
B/E move
9.4%
Puts
Pseudo strike
263.12
IV
49.6%
B/E move
7.5%

40Δ

Calls
Pseudo strike
286.96
IV
48.5%
B/E move
8.3%
Puts
Pseudo strike
268.04
IV
49.0%
B/E move
6.4%

45Δ

Calls
Pseudo strike
282.45
IV
50.3%
B/E move
7.4%
Puts
Pseudo strike
272.78
IV
48.6%
B/E move
5.5%

50Δ

Calls
Pseudo strike
277.75
IV
51.3%
B/E move
6.6%
Puts
Pseudo strike
277.41
IV
48.3%
B/E move
4.7%

55Δ

Calls
Pseudo strike
272.82
IV
51.5%
B/E move
5.6%
Puts
Pseudo strike
282.13
IV
48.0%
B/E move
3.9%

60Δ

Calls
Pseudo strike
267.91
IV
51.3%
B/E move
4.7%
Puts
Pseudo strike
286.94
IV
47.9%
B/E move
3.2%

65Δ

Calls
Pseudo strike
263.00
IV
50.8%
B/E move
3.9%
Puts
Pseudo strike
291.98
IV
47.8%
B/E move
2.6%

70Δ

Calls
Pseudo strike
257.77
IV
50.9%
B/E move
3.2%
Puts
Pseudo strike
297.41
IV
47.7%
B/E move
2.0%

75Δ

Calls
Pseudo strike
252.01
IV
51.8%
B/E move
2.6%
Puts
Pseudo strike
303.20
IV
47.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
245.38
IV
53.0%
B/E move
2.0%
Puts
Pseudo strike
309.32
IV
46.8%
B/E move
1.0%

Options history

No recorded observations