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Houlihan Lokey, Inc. HLI

i

Market dataready · fetched 2026-11-11T15:45:00.814Z

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 · 2026-11-11T15:44:57.986620255Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:44:59.946915+00:00

Share price$146.18
1D-0.5%
$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.$1.07$3.25$5.43$7.60$9.78$134.95$141.16$147.36$153.57$159.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HLI spot · $146.18HLI PRICE$1.34$1.62$2.02$2.42$2.86$3.35$3.84$4.33$5.01$5.82$6.62$7.42$9.15$1.31$1.48$1.77$2.07$2.37$2.81$3.37$3.94$4.50$5.06$5.70$6.39$7.08
PutsCheap0.94×
CallsCheap0.93×
SkewBullish-8.80 pp
Implied moveBullish±$7.21
TiltBullish7.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ158.1954.4%9.1%137.1149.8%7.1%
25Δ154.6748.5%6.9%140.2441.3%5.1%
30Δ152.8547.4%5.9%141.6239.2%4.3%
35Δ151.0346.3%5.0%143.0037.2%3.6%
40Δ149.4345.3%4.2%144.3835.1%2.8%
45Δ148.1144.2%3.6%145.5534.1%2.4%
50Δ146.7943.2%3.0%146.5634.0%2.0%
55Δ145.4742.1%2.5%147.5633.9%1.7%
60Δ144.1841.6%2.1%148.5733.8%1.4%
65Δ142.9141.4%1.7%149.5733.7%1.1%
70Δ141.6441.1%1.4%150.5632.7%0.9%
75Δ140.3740.9%1.1%151.5330.9%0.7%
80Δ138.2943.1%0.9%152.5029.2%0.5%

20Δ

Calls
Pseudo strike
158.19
IV
54.4%
B/E move
9.1%
Puts
Pseudo strike
137.11
IV
49.8%
B/E move
7.1%

25Δ

Calls
Pseudo strike
154.67
IV
48.5%
B/E move
6.9%
Puts
Pseudo strike
140.24
IV
41.3%
B/E move
5.1%

30Δ

Calls
Pseudo strike
152.85
IV
47.4%
B/E move
5.9%
Puts
Pseudo strike
141.62
IV
39.2%
B/E move
4.3%

35Δ

Calls
Pseudo strike
151.03
IV
46.3%
B/E move
5.0%
Puts
Pseudo strike
143.00
IV
37.2%
B/E move
3.6%

40Δ

Calls
Pseudo strike
149.43
IV
45.3%
B/E move
4.2%
Puts
Pseudo strike
144.38
IV
35.1%
B/E move
2.8%

45Δ

Calls
Pseudo strike
148.11
IV
44.2%
B/E move
3.6%
Puts
Pseudo strike
145.55
IV
34.1%
B/E move
2.4%

50Δ

Calls
Pseudo strike
146.79
IV
43.2%
B/E move
3.0%
Puts
Pseudo strike
146.56
IV
34.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
145.47
IV
42.1%
B/E move
2.5%
Puts
Pseudo strike
147.56
IV
33.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
144.18
IV
41.6%
B/E move
2.1%
Puts
Pseudo strike
148.57
IV
33.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
142.91
IV
41.4%
B/E move
1.7%
Puts
Pseudo strike
149.57
IV
33.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
141.64
IV
41.1%
B/E move
1.4%
Puts
Pseudo strike
150.56
IV
32.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
140.37
IV
40.9%
B/E move
1.1%
Puts
Pseudo strike
151.53
IV
30.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
138.29
IV
43.1%
B/E move
0.9%
Puts
Pseudo strike
152.50
IV
29.2%
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%