IntraAlpha
Create free account Start free

Hilton Worldwide Holdings Inc. Common Stock HLT

i

Market dataready · fetched 2026-11-10T22:34:19.864Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:00:00.480056557Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:34:19.388902+00:00

Share price$379.76
1D+1.8%
AH$370$373$375$378$3805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHLT
Sold putSold callAH

Hilton Worldwide Holdings Inc. Common Stock options

Live interpolated HLT call and put midpoint premiums by absolute delta.Hilton Worldwide Holdings Inc. Common Stock$1.03$3.49$5.96$8.43$10.89$366.53$372.94$379.36$385.77$392.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HLT spot · $379.76HLT PRICE$1.29$1.57$1.89$2.27$2.67$3.22$3.77$4.45$5.12$6.08$7.08$8.16$9.89$1.61$1.92$2.17$2.62$3.20$3.65$4.08$4.75$5.42$6.36$7.40$8.73$10.18
PutsExpensive1.63×
CallsExpensive1.13×
SkewBearish+2.36 pp
Implied moveBearish±$7.86
TiltBearish3.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ390.1234.2%3.1%368.3041.3%3.4%
25Δ387.3531.1%2.4%371.5636.9%2.7%
30Δ385.3729.3%2.0%374.1132.8%2.1%
35Δ383.8328.3%1.7%375.8731.5%1.7%
40Δ382.4127.5%1.4%377.2632.0%1.5%
45Δ381.2127.7%1.2%378.6430.8%1.3%
50Δ380.0027.9%1.1%380.0229.2%1.0%
55Δ378.7828.0%0.9%381.2729.0%0.9%
60Δ377.5628.1%0.8%382.5228.7%0.7%
65Δ376.1728.7%0.7%383.9229.0%0.6%
70Δ374.7529.3%0.5%385.3829.3%0.5%
75Δ373.2529.2%0.4%387.0930.0%0.4%
80Δ371.1830.6%0.3%388.9230.1%0.3%

20Δ

Calls
Pseudo strike
390.12
IV
34.2%
B/E move
3.1%
Puts
Pseudo strike
368.30
IV
41.3%
B/E move
3.4%

25Δ

Calls
Pseudo strike
387.35
IV
31.1%
B/E move
2.4%
Puts
Pseudo strike
371.56
IV
36.9%
B/E move
2.7%

30Δ

Calls
Pseudo strike
385.37
IV
29.3%
B/E move
2.0%
Puts
Pseudo strike
374.11
IV
32.8%
B/E move
2.1%

35Δ

Calls
Pseudo strike
383.83
IV
28.3%
B/E move
1.7%
Puts
Pseudo strike
375.87
IV
31.5%
B/E move
1.7%

40Δ

Calls
Pseudo strike
382.41
IV
27.5%
B/E move
1.4%
Puts
Pseudo strike
377.26
IV
32.0%
B/E move
1.5%

45Δ

Calls
Pseudo strike
381.21
IV
27.7%
B/E move
1.2%
Puts
Pseudo strike
378.64
IV
30.8%
B/E move
1.3%

50Δ

Calls
Pseudo strike
380.00
IV
27.9%
B/E move
1.1%
Puts
Pseudo strike
380.02
IV
29.2%
B/E move
1.0%

55Δ

Calls
Pseudo strike
378.78
IV
28.0%
B/E move
0.9%
Puts
Pseudo strike
381.27
IV
29.0%
B/E move
0.9%

60Δ

Calls
Pseudo strike
377.56
IV
28.1%
B/E move
0.8%
Puts
Pseudo strike
382.52
IV
28.7%
B/E move
0.7%

65Δ

Calls
Pseudo strike
376.17
IV
28.7%
B/E move
0.7%
Puts
Pseudo strike
383.92
IV
29.0%
B/E move
0.6%

70Δ

Calls
Pseudo strike
374.75
IV
29.3%
B/E move
0.5%
Puts
Pseudo strike
385.38
IV
29.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
373.25
IV
29.2%
B/E move
0.4%
Puts
Pseudo strike
387.09
IV
30.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
371.18
IV
30.6%
B/E move
0.3%
Puts
Pseudo strike
388.92
IV
30.1%
B/E move
0.3%

Options history

IV · four-Friday blend26.97%
Daily close
HLT20.3%30.5%40.6%2026-08-12: 25.64%2026-08-13: 25.30%2026-08-14: 21.84%2026-08-17: 23.20%2026-08-18: 23.36%2026-08-19: 22.07%2026-08-20: 25.51%2026-08-21: 22.87%2026-08-24: 23.34%2026-08-25: 22.56%2026-08-26: 21.72%2026-08-27: 24.52%2026-08-28: 22.26%2026-08-31: 23.49%2026-09-01: 26.14%2026-09-02: 26.27%2026-09-03: 25.92%2026-09-04: 24.15%2026-09-08: 28.51%2026-09-09: 28.06%2026-09-10: 30.24%2026-09-11: 25.54%2026-09-14: 26.25%2026-09-15: 26.98%2026-09-16: 28.07%2026-09-17: 29.33%2026-09-18: 24.34%2026-09-21: 26.19%2026-09-22: 26.31%2026-09-23: 26.25%2026-09-24: 27.68%2026-09-25: 25.65%2026-09-28: 26.07%2026-09-29: 26.42%2026-09-30: 27.36%2026-10-01: 28.77%2026-10-02: 26.26%2026-10-05: 27.59%2026-10-06: 26.37%2026-10-07: 26.52%2026-10-08: 28.64%2026-10-09: 25.69%2026-10-12: 27.24%2026-10-13: 27.32%2026-10-14: 28.95%2026-10-15: 29.97%2026-10-16: 29.40%2026-10-19: 31.35%2026-10-20: 32.77%2026-10-21: 34.69%2026-10-22: 35.78%2026-10-23: 37.08%2026-10-26: 39.20%2026-10-27: 27.38%2026-10-28: 28.48%2026-10-29: 29.42%2026-10-30: 26.97%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
25.64%
25.30%
21.84%
23.20%
23.36%
22.07%
25.51%
22.87%
23.34%
22.56%
21.72%
24.52%
22.26%
23.49%
26.14%
26.27%
25.92%
24.15%
28.51%
28.06%
30.24%
25.54%
26.25%
26.98%
28.07%
29.33%
24.34%
26.19%
26.31%
26.25%
27.68%
25.65%
26.07%
26.42%
27.36%
28.77%
26.26%
27.59%
26.37%
26.52%
28.64%
25.69%
27.24%
27.32%
28.95%
29.97%
29.40%
31.35%
32.77%
34.69%
35.78%
37.08%
39.20%
27.38%
28.48%
29.42%
26.97%