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Honda Motor Co., Ltd. American Depositary Share, each representing three (3) shares of Common Stock HMC

CONSUMER CYCLICAL · AUTO MANUFACTURERS
i

Market dataready · fetched 2026-11-12T02:38:59.436Z

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 · 2026-11-12T00:32:21.005546002Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:38:59.086293+00:00

Share price$33.57
1D-0.3%
AH$33.00$33.14$33.28$33.42$33.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHMC
Sold putSold callAH

Honda Motor Co., Ltd. American Depositary Share, each representing three (3) shares of Common Stock options

Live interpolated HMC call and put midpoint premiums by absolute delta.Honda Motor Co., Ltd. American Depositary Share, each representing three (3) shares of Common Stock$0.11$0.84$1.57$2.30$3.02$30.60$32.34$34.08$35.81$37.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HMC spot · $33.57HMC PRICE$0.19$0.26$0.34$0.43$0.51$0.60$0.68$0.77$0.85$0.94$1.02$1.11$1.19$0.22$0.27$0.42$0.58$0.73$0.89$1.05$1.20$1.36$1.51$1.67$2.10$2.81
PutsCheap0.86×
CallsCheap0.56×
SkewBearish+10.05 pp
Implied moveBearish±$1.73
TiltBearish25.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.2032.3%5.4%31.7340.3%6.1%
25Δ34.8531.3%4.6%32.5332.0%3.9%
30Δ34.6530.7%4.2%32.7932.9%3.6%
35Δ34.4430.0%3.9%33.0533.9%3.3%
40Δ34.2329.3%3.5%33.3134.9%3.0%
45Δ34.0328.6%3.1%33.5735.8%2.7%
50Δ33.8228.0%2.8%33.8336.8%2.4%
55Δ33.6227.3%2.4%34.0937.7%2.0%
60Δ33.4126.6%2.1%34.3538.7%1.7%
65Δ33.2025.9%1.7%34.6139.6%1.4%
70Δ33.0025.3%1.3%34.8740.6%1.1%
75Δ32.7924.6%1.0%35.3843.3%0.9%
80Δ32.5823.9%0.6%36.1647.9%0.7%

20Δ

Calls
Pseudo strike
35.20
IV
32.3%
B/E move
5.4%
Puts
Pseudo strike
31.73
IV
40.3%
B/E move
6.1%

25Δ

Calls
Pseudo strike
34.85
IV
31.3%
B/E move
4.6%
Puts
Pseudo strike
32.53
IV
32.0%
B/E move
3.9%

30Δ

Calls
Pseudo strike
34.65
IV
30.7%
B/E move
4.2%
Puts
Pseudo strike
32.79
IV
32.9%
B/E move
3.6%

35Δ

Calls
Pseudo strike
34.44
IV
30.0%
B/E move
3.9%
Puts
Pseudo strike
33.05
IV
33.9%
B/E move
3.3%

40Δ

Calls
Pseudo strike
34.23
IV
29.3%
B/E move
3.5%
Puts
Pseudo strike
33.31
IV
34.9%
B/E move
3.0%

45Δ

Calls
Pseudo strike
34.03
IV
28.6%
B/E move
3.1%
Puts
Pseudo strike
33.57
IV
35.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
33.82
IV
28.0%
B/E move
2.8%
Puts
Pseudo strike
33.83
IV
36.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
33.62
IV
27.3%
B/E move
2.4%
Puts
Pseudo strike
34.09
IV
37.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
33.41
IV
26.6%
B/E move
2.1%
Puts
Pseudo strike
34.35
IV
38.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
33.20
IV
25.9%
B/E move
1.7%
Puts
Pseudo strike
34.61
IV
39.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
33.00
IV
25.3%
B/E move
1.3%
Puts
Pseudo strike
34.87
IV
40.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
32.79
IV
24.6%
B/E move
1.0%
Puts
Pseudo strike
35.38
IV
43.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
32.58
IV
23.9%
B/E move
0.6%
Puts
Pseudo strike
36.16
IV
47.9%
B/E move
0.7%

Options history

IV · four-Friday blend30.37%
Daily close
HMC25.5%31.3%37.1%2026-08-21: 26.51%2026-08-24: 27.30%2026-08-25: 27.86%2026-08-28: 27.49%2026-08-31: 27.36%2026-09-01: 26.30%2026-09-02: 27.65%2026-09-03: 34.26%2026-09-04: 30.45%2026-09-11: 30.16%2026-09-14: 36.31%2026-09-21: 28.03%2026-09-22: 27.27%2026-09-23: 29.02%2026-09-24: 30.23%2026-09-25: 32.81%2026-09-28: 28.87%2026-09-29: 30.48%2026-10-08: 28.30%2026-10-09: 29.67%2026-10-16: 31.26%2026-10-19: 29.63%2026-10-20: 31.21%2026-10-21: 28.03%2026-10-22: 30.53%2026-10-23: 29.29%2026-10-26: 33.28%2026-10-27: 28.04%2026-10-28: 30.03%2026-10-29: 30.52%2026-10-30: 30.37%Aug 21Sep 25Oct 30
31 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
26.51%
27.30%
27.86%
27.49%
27.36%
26.30%
27.65%
34.26%
30.45%
30.16%
36.31%
28.03%
27.27%
29.02%
30.23%
32.81%
28.87%
30.48%
28.30%
29.67%
31.26%
29.63%
31.21%
28.03%
30.53%
29.29%
33.28%
28.04%
30.03%
30.52%
30.37%