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Hippo Holdings Inc. HIPO

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
i

Market dataready · fetched 2026-11-12T02:49:39.363Z

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 · 2026-11-12T00:00:00.003006652Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:43:33.015647+00:00

Share price$36.61
1D+0.8%
AH$36.07$36.28$36.49$36.70$36.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHIPO
Sold putSold callAH

Hippo Holdings Inc. options

Live interpolated HIPO call and put midpoint premiums by absolute delta.Hippo Holdings Inc.$0.21$1.82$3.44$5.05$6.66$31.46$33.73$35.99$38.26$40.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HIPO spot · $36.61HIPO PRICE$0.39$0.56$0.73$0.90$1.07$1.24$1.41$1.58$1.75$1.92$2.09$2.64$3.58$0.55$0.69$0.84$1.11$1.47$1.82$2.17$2.52$2.87$3.23$3.58$3.93$6.20
PutsExpensive1.49×
CallsExpensive1.05×
SkewBearish+21.70 pp
Implied moveBearish±$3.58
TiltBearish21.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.6453.7%9.3%32.7976.2%11.9%
25Δ39.2053.5%8.6%33.7174.4%9.8%
30Δ38.7653.4%7.9%34.6472.6%7.7%
35Δ38.3253.3%7.1%35.3572.2%6.5%
40Δ37.8853.2%6.4%35.9372.5%5.9%
45Δ37.4453.1%5.6%36.5172.9%5.3%
50Δ36.9952.9%4.9%37.0873.3%4.6%
55Δ36.5552.8%4.1%37.6673.6%4.0%
60Δ36.1152.7%3.4%38.2474.0%3.4%
65Δ35.6752.6%2.7%38.8174.4%2.8%
70Δ35.2352.5%1.9%39.3974.7%2.2%
75Δ34.4954.5%1.4%39.9775.1%1.6%
80Δ33.4458.7%1.1%42.3293.2%1.3%

20Δ

Calls
Pseudo strike
39.64
IV
53.7%
B/E move
9.3%
Puts
Pseudo strike
32.79
IV
76.2%
B/E move
11.9%

25Δ

Calls
Pseudo strike
39.20
IV
53.5%
B/E move
8.6%
Puts
Pseudo strike
33.71
IV
74.4%
B/E move
9.8%

30Δ

Calls
Pseudo strike
38.76
IV
53.4%
B/E move
7.9%
Puts
Pseudo strike
34.64
IV
72.6%
B/E move
7.7%

35Δ

Calls
Pseudo strike
38.32
IV
53.3%
B/E move
7.1%
Puts
Pseudo strike
35.35
IV
72.2%
B/E move
6.5%

40Δ

Calls
Pseudo strike
37.88
IV
53.2%
B/E move
6.4%
Puts
Pseudo strike
35.93
IV
72.5%
B/E move
5.9%

45Δ

Calls
Pseudo strike
37.44
IV
53.1%
B/E move
5.6%
Puts
Pseudo strike
36.51
IV
72.9%
B/E move
5.3%

50Δ

Calls
Pseudo strike
36.99
IV
52.9%
B/E move
4.9%
Puts
Pseudo strike
37.08
IV
73.3%
B/E move
4.6%

55Δ

Calls
Pseudo strike
36.55
IV
52.8%
B/E move
4.1%
Puts
Pseudo strike
37.66
IV
73.6%
B/E move
4.0%

60Δ

Calls
Pseudo strike
36.11
IV
52.7%
B/E move
3.4%
Puts
Pseudo strike
38.24
IV
74.0%
B/E move
3.4%

65Δ

Calls
Pseudo strike
35.67
IV
52.6%
B/E move
2.7%
Puts
Pseudo strike
38.81
IV
74.4%
B/E move
2.8%

70Δ

Calls
Pseudo strike
35.23
IV
52.5%
B/E move
1.9%
Puts
Pseudo strike
39.39
IV
74.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
34.49
IV
54.5%
B/E move
1.4%
Puts
Pseudo strike
39.97
IV
75.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
33.44
IV
58.7%
B/E move
1.1%
Puts
Pseudo strike
42.32
IV
93.2%
B/E move
1.3%

Options history

IV · four-Friday blend46.18%
Daily close
HIPO44.2%58.7%73.3%2026-09-03: 50.86%2026-09-23: 51.73%2026-09-24: 49.58%2026-09-28: 54.60%2026-10-15: 71.29%2026-10-16: 51.94%2026-10-19: 50.41%2026-10-20: 51.43%2026-10-21: 51.28%2026-10-22: 54.34%2026-10-23: 53.27%2026-10-26: 53.77%2026-10-27: 54.83%2026-10-28: 60.00%2026-10-29: 47.40%2026-10-30: 46.18%Sep 3Oct 20Oct 30
16 observations2026-09-03 — 2026-10-30
Table
DateIV (%)
50.86%
51.73%
49.58%
54.60%
71.29%
51.94%
50.41%
51.43%
51.28%
54.34%
53.27%
53.77%
54.83%
60.00%
47.40%
46.18%