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Harley-Davidson Inc HOG

CONSUMER CYCLICAL · RECREATIONAL VEHICLES
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Market dataready · fetched 2026-10-16T01:03:32.927Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002203951Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:03:32.310315+00:00

Share price$27.59
1D+3.9%
AH$27.10$27.41$27.72$28.02$28.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHOG
Sold putSold callAH

Harley-Davidson Inc options

Live interpolated HOG call and put midpoint premiums by absolute delta.Harley-Davidson Inc$0.29$1.38$2.47$3.56$4.65$22.35$24.97$27.59$30.21$32.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HOG spot · $27.59HOG PRICE$0.41$0.56$0.71$0.89$1.09$1.30$1.52$1.82$2.13$2.44$2.83$3.42$3.82$0.54$0.70$0.91$1.14$1.38$1.59$1.80$2.15$2.50$2.89$3.38$3.95$4.33
PutsExpensive1.06×
CallsFair1.03×
SkewNeutral+0.00 pp
Implied moveBearish±$3.32
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.5044.7%15.7%24.4551.8%13.4%
25Δ30.8646.0%13.9%25.2249.8%11.1%
30Δ30.2045.9%12.0%25.8150.3%9.7%
35Δ29.6346.7%10.6%26.3850.5%8.5%
40Δ29.1047.8%9.4%26.9450.6%7.3%
45Δ28.5648.0%8.2%27.4849.1%6.2%
50Δ28.0248.1%7.0%28.0147.4%5.0%
55Δ27.4849.5%6.2%28.5547.7%4.3%
60Δ26.9450.7%5.4%29.1148.0%3.6%
65Δ26.3950.2%4.5%29.6947.8%2.9%
70Δ25.7851.0%3.7%30.3548.2%2.2%
75Δ25.0454.6%3.1%31.0748.7%1.7%
80Δ24.4252.6%2.4%31.6246.0%1.1%

20Δ

Calls
Pseudo strike
31.50
IV
44.7%
B/E move
15.7%
Puts
Pseudo strike
24.45
IV
51.8%
B/E move
13.4%

25Δ

Calls
Pseudo strike
30.86
IV
46.0%
B/E move
13.9%
Puts
Pseudo strike
25.22
IV
49.8%
B/E move
11.1%

30Δ

Calls
Pseudo strike
30.20
IV
45.9%
B/E move
12.0%
Puts
Pseudo strike
25.81
IV
50.3%
B/E move
9.7%

35Δ

Calls
Pseudo strike
29.63
IV
46.7%
B/E move
10.6%
Puts
Pseudo strike
26.38
IV
50.5%
B/E move
8.5%

40Δ

Calls
Pseudo strike
29.10
IV
47.8%
B/E move
9.4%
Puts
Pseudo strike
26.94
IV
50.6%
B/E move
7.3%

45Δ

Calls
Pseudo strike
28.56
IV
48.0%
B/E move
8.2%
Puts
Pseudo strike
27.48
IV
49.1%
B/E move
6.2%

50Δ

Calls
Pseudo strike
28.02
IV
48.1%
B/E move
7.0%
Puts
Pseudo strike
28.01
IV
47.4%
B/E move
5.0%

55Δ

Calls
Pseudo strike
27.48
IV
49.5%
B/E move
6.2%
Puts
Pseudo strike
28.55
IV
47.7%
B/E move
4.3%

60Δ

Calls
Pseudo strike
26.94
IV
50.7%
B/E move
5.4%
Puts
Pseudo strike
29.11
IV
48.0%
B/E move
3.6%

65Δ

Calls
Pseudo strike
26.39
IV
50.2%
B/E move
4.5%
Puts
Pseudo strike
29.69
IV
47.8%
B/E move
2.9%

70Δ

Calls
Pseudo strike
25.78
IV
51.0%
B/E move
3.7%
Puts
Pseudo strike
30.35
IV
48.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
25.04
IV
54.6%
B/E move
3.1%
Puts
Pseudo strike
31.07
IV
48.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
24.42
IV
52.6%
B/E move
2.4%
Puts
Pseudo strike
31.62
IV
46.0%
B/E move
1.1%