IntraAlpha
Create free account Start free

Hippo Holdings Inc. HIPO

i

Market datapartial · fetched 2026-10-22T22:59:52.548Z

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 · 2026-10-22T22:30:00.003095437Z

FundamentalsAlpha Vantage · unavailable

Share price$38.58
1D+0.9%
AH$38.17$38.47$38.77$39.08$39.385:30 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.$1.18$2.56$3.94$5.32$6.70$27.95$32.81$37.67$42.53$47.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HIPO spot · $38.58HIPO PRICE$1.33$1.55$1.77$1.98$2.47$2.97$3.48$3.99$4.49$5.13$6.30$1.34$1.58$1.82$2.11$2.40$2.69$2.97$3.28$4.02$4.76$5.51$6.25
PutsExpensive2.24×
CallsExpensive1.56×
SkewBearish+6.33 pp
Implied moveBearish±$5.44
TiltBearish4.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.35109.1%24.8%
25Δ33.0192.1%18.5%
30Δ44.1771.8%18.0%35.2478.3%13.4%
35Δ42.8267.6%15.0%36.2074.2%11.6%
40Δ41.4663.4%12.0%37.1670.1%9.9%
45Δ40.1159.3%9.1%38.1266.0%8.2%
50Δ39.1959.8%8.0%39.0861.8%6.4%
55Δ38.3260.8%7.0%40.0457.9%4.7%
60Δ37.4561.8%6.1%41.0458.0%4.0%
65Δ36.5762.7%5.1%42.0558.1%3.4%
70Δ35.7063.7%4.2%43.0558.3%2.7%
75Δ34.7264.9%3.3%44.0558.4%2.0%
80Δ33.2966.7%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.35
IV
109.1%
B/E move
24.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.01
IV
92.1%
B/E move
18.5%

30Δ

Calls
Pseudo strike
44.17
IV
71.8%
B/E move
18.0%
Puts
Pseudo strike
35.24
IV
78.3%
B/E move
13.4%

35Δ

Calls
Pseudo strike
42.82
IV
67.6%
B/E move
15.0%
Puts
Pseudo strike
36.20
IV
74.2%
B/E move
11.6%

40Δ

Calls
Pseudo strike
41.46
IV
63.4%
B/E move
12.0%
Puts
Pseudo strike
37.16
IV
70.1%
B/E move
9.9%

45Δ

Calls
Pseudo strike
40.11
IV
59.3%
B/E move
9.1%
Puts
Pseudo strike
38.12
IV
66.0%
B/E move
8.2%

50Δ

Calls
Pseudo strike
39.19
IV
59.8%
B/E move
8.0%
Puts
Pseudo strike
39.08
IV
61.8%
B/E move
6.4%

55Δ

Calls
Pseudo strike
38.32
IV
60.8%
B/E move
7.0%
Puts
Pseudo strike
40.04
IV
57.9%
B/E move
4.7%

60Δ

Calls
Pseudo strike
37.45
IV
61.8%
B/E move
6.1%
Puts
Pseudo strike
41.04
IV
58.0%
B/E move
4.0%

65Δ

Calls
Pseudo strike
36.57
IV
62.7%
B/E move
5.1%
Puts
Pseudo strike
42.05
IV
58.1%
B/E move
3.4%

70Δ

Calls
Pseudo strike
35.70
IV
63.7%
B/E move
4.2%
Puts
Pseudo strike
43.05
IV
58.3%
B/E move
2.7%

75Δ

Calls
Pseudo strike
34.72
IV
64.9%
B/E move
3.3%
Puts
Pseudo strike
44.05
IV
58.4%
B/E move
2.0%

80Δ

Calls
Pseudo strike
33.29
IV
66.7%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations