IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-22T21:28:45.027Z

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 · 2026-10-22T20:10:00.003367663Z

FundamentalsAlpha Vantage · unavailable

Share price$34.58
1D+2.4%
AH$33.68$33.94$34.19$34.45$34.715:30 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$0.29$1.88$3.47$5.07$6.66$30.28$32.53$34.78$37.03$39.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HMC spot · $34.58HMC PRICE$0.56$0.64$0.73$0.82$0.91$1.00$1.18$1.44$1.71$1.97$2.24$2.51$0.46$0.59$0.70$0.81$0.91$1.02$1.13$1.37$1.86$2.34$2.83$3.32$6.20
PutsExpensive1.15×
CallsExpensive1.17×
SkewBullish-4.12 pp
Implied moveBullish±$2.31
TiltBearish19.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.4660.3%21.5%31.6738.9%9.8%
25Δ40.2954.9%18.4%32.4338.2%7.9%
30Δ39.1249.6%15.2%32.9136.2%6.9%
35Δ37.9544.2%12.1%33.3634.2%5.9%
40Δ36.7838.9%9.0%33.8132.1%4.9%
45Δ35.6133.5%5.9%34.2630.0%3.9%
50Δ34.8030.9%4.0%34.7127.9%2.9%
55Δ34.3831.3%3.6%35.2027.5%2.2%
60Δ33.9531.7%3.1%35.7730.1%1.9%
65Δ33.5332.0%2.7%36.3532.7%1.7%
70Δ33.1132.4%2.2%36.9235.3%1.4%
75Δ32.6932.8%1.8%37.4937.9%1.2%
80Δ40.3357.4%1.3%

20Δ

Calls
Pseudo strike
41.46
IV
60.3%
B/E move
21.5%
Puts
Pseudo strike
31.67
IV
38.9%
B/E move
9.8%

25Δ

Calls
Pseudo strike
40.29
IV
54.9%
B/E move
18.4%
Puts
Pseudo strike
32.43
IV
38.2%
B/E move
7.9%

30Δ

Calls
Pseudo strike
39.12
IV
49.6%
B/E move
15.2%
Puts
Pseudo strike
32.91
IV
36.2%
B/E move
6.9%

35Δ

Calls
Pseudo strike
37.95
IV
44.2%
B/E move
12.1%
Puts
Pseudo strike
33.36
IV
34.2%
B/E move
5.9%

40Δ

Calls
Pseudo strike
36.78
IV
38.9%
B/E move
9.0%
Puts
Pseudo strike
33.81
IV
32.1%
B/E move
4.9%

45Δ

Calls
Pseudo strike
35.61
IV
33.5%
B/E move
5.9%
Puts
Pseudo strike
34.26
IV
30.0%
B/E move
3.9%

50Δ

Calls
Pseudo strike
34.80
IV
30.9%
B/E move
4.0%
Puts
Pseudo strike
34.71
IV
27.9%
B/E move
2.9%

55Δ

Calls
Pseudo strike
34.38
IV
31.3%
B/E move
3.6%
Puts
Pseudo strike
35.20
IV
27.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
33.95
IV
31.7%
B/E move
3.1%
Puts
Pseudo strike
35.77
IV
30.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
33.53
IV
32.0%
B/E move
2.7%
Puts
Pseudo strike
36.35
IV
32.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
33.11
IV
32.4%
B/E move
2.2%
Puts
Pseudo strike
36.92
IV
35.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
32.69
IV
32.8%
B/E move
1.8%
Puts
Pseudo strike
37.49
IV
37.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.33
IV
57.4%
B/E move
1.3%

Options history

No recorded observations