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H&R Block, Inc. HRB

CONSUMER CYCLICAL · PERSONAL SERVICES
i

Market dataready · fetched 2026-11-12T16:41:58.487Z

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 · 2026-11-12T16:41:56.289898154Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:41:57.764455+00:00

Share price$50.41
1D-1.6%
$50.08$50.38$50.69$51.00$51.305:30 AM6:30 AM9:00 AM1:00 PMHRB
Sold putSold call

H&R Block, Inc. options

Live interpolated HRB call and put midpoint premiums by absolute delta.H&R Block, Inc.$0.32$1.45$2.57$3.70$4.83$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEHRB PRICE$0.44$0.59$0.74$0.88$1.03$1.18$1.33$1.47$1.94$2.58$3.22$3.86$4.50$0.52$0.67$0.82$0.97$1.12
Puts——
CallsCheap0.77×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.1747.9%8.3%46.6455.0%8.5%
25Δ53.6047.3%7.5%47.3553.6%7.4%
30Δ53.0346.7%6.7%48.0652.2%6.3%
35Δ52.4746.1%5.8%48.7750.9%5.2%
40Δ51.9045.5%5.0%49.4849.5%4.0%
45Δ51.3444.9%4.2%
50Δ50.7744.3%3.4%
55Δ50.2043.7%2.5%
60Δ49.5145.5%2.1%
65Δ48.7448.8%1.8%
70Δ47.9752.0%1.6%
75Δ47.2055.2%1.3%
80Δ46.4458.4%1.1%

20Δ

Calls
Pseudo strike
54.17
IV
47.9%
B/E move
8.3%
Puts
Pseudo strike
46.64
IV
55.0%
B/E move
8.5%

25Δ

Calls
Pseudo strike
53.60
IV
47.3%
B/E move
7.5%
Puts
Pseudo strike
47.35
IV
53.6%
B/E move
7.4%

30Δ

Calls
Pseudo strike
53.03
IV
46.7%
B/E move
6.7%
Puts
Pseudo strike
48.06
IV
52.2%
B/E move
6.3%

35Δ

Calls
Pseudo strike
52.47
IV
46.1%
B/E move
5.8%
Puts
Pseudo strike
48.77
IV
50.9%
B/E move
5.2%

40Δ

Calls
Pseudo strike
51.90
IV
45.5%
B/E move
5.0%
Puts
Pseudo strike
49.48
IV
49.5%
B/E move
4.0%

45Δ

Calls
Pseudo strike
51.34
IV
44.9%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
50.77
IV
44.3%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
50.20
IV
43.7%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
49.51
IV
45.5%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
48.74
IV
48.8%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
47.97
IV
52.0%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
47.20
IV
55.2%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
46.44
IV
58.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend43.49%
Daily close
HRB35.6%39.9%44.1%2026-08-21: 37.54%2026-08-24: 37.35%2026-08-25: 38.58%2026-08-26: 38.13%2026-08-27: 37.76%2026-08-28: 37.55%2026-08-31: 36.22%2026-09-02: 37.38%2026-09-04: 37.46%2026-09-09: 40.36%2026-09-10: 39.54%2026-09-11: 39.50%2026-09-18: 38.62%2026-09-21: 38.78%2026-09-22: 39.83%2026-09-23: 40.87%2026-09-24: 39.88%2026-09-28: 41.12%2026-09-29: 41.01%2026-09-30: 40.37%2026-10-08: 40.61%2026-10-16: 40.27%2026-10-19: 40.73%2026-10-20: 40.67%2026-10-21: 41.24%2026-10-22: 41.73%2026-10-23: 41.30%2026-10-26: 42.46%2026-10-27: 42.87%2026-10-28: 43.17%2026-10-29: 42.77%2026-10-30: 43.49%Aug 21Sep 23Oct 30
32 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
37.54%
37.35%
38.58%
38.13%
37.76%
37.55%
36.22%
37.38%
37.46%
40.36%
39.54%
39.50%
38.62%
38.78%
39.83%
40.87%
39.88%
41.12%
41.01%
40.37%
40.61%
40.27%
40.73%
40.67%
41.24%
41.73%
41.30%
42.46%
42.87%
43.17%
42.77%
43.49%