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Houlihan Lokey, Inc. HLI

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-11-11T15:59:42.373Z

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 · 2026-11-11T15:59:29.105550447Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:59:41.897749+00:00

Share price$146.36
1D-0.8%
$145.66$146.40$147.14$147.87$148.615:30 AM6:30 AM9:00 AM1:00 PMHLI
Sold putSold call

Houlihan Lokey, Inc. options

Live interpolated HLI call and put midpoint premiums by absolute delta.Houlihan Lokey, Inc.$1.09$3.16$5.23$7.30$9.36$135.12$141.33$147.53$153.74$159.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HLI spot · $146.36HLI PRICE$1.34$1.60$1.94$2.28$2.68$3.15$3.62$4.08$4.73$5.64$6.54$7.45$8.77$1.32$1.50$1.81$2.12$2.43$2.96$3.59$4.22$4.85$5.49$6.36$7.23$8.10
PutsFair0.99×
CallsCheap0.89×
SkewBullish-4.93 pp
Implied moveBalanced±$7.21
TiltBalanced1.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ158.3054.1%9.1%137.2650.0%7.1%
25Δ154.7447.9%6.8%140.3341.8%5.1%
30Δ152.8445.8%5.8%141.7439.9%4.4%
35Δ150.9443.7%4.7%143.1537.9%3.6%
40Δ149.3842.2%3.9%144.5635.9%2.9%
45Δ148.1641.3%3.4%145.7435.5%2.4%
50Δ146.9340.4%2.9%146.8235.9%2.1%
55Δ145.7139.5%2.3%147.9036.2%1.8%
60Δ144.4439.2%1.9%148.9736.6%1.5%
65Δ143.1339.7%1.6%150.0636.8%1.2%
70Δ141.8240.3%1.4%151.2735.9%1.0%
75Δ140.5140.8%1.1%152.4735.1%0.8%
80Δ138.8341.1%0.8%153.6834.2%0.5%

20Δ

Calls
Pseudo strike
158.30
IV
54.1%
B/E move
9.1%
Puts
Pseudo strike
137.26
IV
50.0%
B/E move
7.1%

25Δ

Calls
Pseudo strike
154.74
IV
47.9%
B/E move
6.8%
Puts
Pseudo strike
140.33
IV
41.8%
B/E move
5.1%

30Δ

Calls
Pseudo strike
152.84
IV
45.8%
B/E move
5.8%
Puts
Pseudo strike
141.74
IV
39.9%
B/E move
4.4%

35Δ

Calls
Pseudo strike
150.94
IV
43.7%
B/E move
4.7%
Puts
Pseudo strike
143.15
IV
37.9%
B/E move
3.6%

40Δ

Calls
Pseudo strike
149.38
IV
42.2%
B/E move
3.9%
Puts
Pseudo strike
144.56
IV
35.9%
B/E move
2.9%

45Δ

Calls
Pseudo strike
148.16
IV
41.3%
B/E move
3.4%
Puts
Pseudo strike
145.74
IV
35.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
146.93
IV
40.4%
B/E move
2.9%
Puts
Pseudo strike
146.82
IV
35.9%
B/E move
2.1%

55Δ

Calls
Pseudo strike
145.71
IV
39.5%
B/E move
2.3%
Puts
Pseudo strike
147.90
IV
36.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
144.44
IV
39.2%
B/E move
1.9%
Puts
Pseudo strike
148.97
IV
36.6%
B/E move
1.5%

65Δ

Calls
Pseudo strike
143.13
IV
39.7%
B/E move
1.6%
Puts
Pseudo strike
150.06
IV
36.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
141.82
IV
40.3%
B/E move
1.4%
Puts
Pseudo strike
151.27
IV
35.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
140.51
IV
40.8%
B/E move
1.1%
Puts
Pseudo strike
152.47
IV
35.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
138.83
IV
41.1%
B/E move
0.8%
Puts
Pseudo strike
153.68
IV
34.2%
B/E move
0.5%

Options history

IV · four-Friday blend36.95%
Daily close
HLI32.2%38.8%45.5%2026-08-13: 34.40%2026-08-14: 36.09%2026-08-17: 39.34%2026-08-18: 38.91%2026-08-19: 38.51%2026-08-20: 44.25%2026-08-21: 34.53%2026-08-24: 34.84%2026-08-25: 34.58%2026-08-26: 33.52%2026-08-27: 33.21%2026-08-28: 33.14%2026-08-31: 34.34%2026-09-01: 35.16%2026-09-02: 34.81%2026-09-03: 34.81%2026-09-04: 34.46%2026-09-08: 36.07%2026-09-09: 35.79%2026-09-10: 37.73%2026-09-11: 35.99%2026-09-14: 37.08%2026-09-15: 40.87%2026-09-16: 40.40%2026-09-17: 44.55%2026-09-18: 36.38%2026-09-21: 36.63%2026-09-22: 36.93%2026-09-23: 36.40%2026-09-24: 37.18%2026-09-25: 36.00%2026-09-28: 37.55%2026-09-29: 38.08%2026-09-30: 37.45%2026-10-01: 36.12%2026-10-02: 37.17%2026-10-05: 37.69%2026-10-06: 36.68%2026-10-07: 37.89%2026-10-08: 37.50%2026-10-09: 36.44%2026-10-12: 39.31%2026-10-13: 39.87%2026-10-14: 43.16%2026-10-16: 37.81%2026-10-19: 38.52%2026-10-20: 37.67%2026-10-21: 38.09%2026-10-22: 37.94%2026-10-23: 39.66%2026-10-26: 39.59%2026-10-27: 40.35%2026-10-28: 40.50%2026-10-29: 36.81%2026-10-30: 36.95%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
34.40%
36.09%
39.34%
38.91%
38.51%
44.25%
34.53%
34.84%
34.58%
33.52%
33.21%
33.14%
34.34%
35.16%
34.81%
34.81%
34.46%
36.07%
35.79%
37.73%
35.99%
37.08%
40.87%
40.40%
44.55%
36.38%
36.63%
36.93%
36.40%
37.18%
36.00%
37.55%
38.08%
37.45%
36.12%
37.17%
37.69%
36.68%
37.89%
37.50%
36.44%
39.31%
39.87%
43.16%
37.81%
38.52%
37.67%
38.09%
37.94%
39.66%
39.59%
40.35%
40.50%
36.81%
36.95%