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H&R Block, Inc. HRB

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Market datapartial · fetched 2026-10-23T03:51:22.902Z

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 · 2026-10-22T23:00:00.002185337Z

FundamentalsAlpha Vantage · unavailable

Share price$50.08
1D+4.0%
AH$47.96$48.59$49.22$49.86$50.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHRB
Sold putSold callAH

H&R Block, Inc. options

Live interpolated HRB call and put midpoint premiums by absolute delta.H&R Block, Inc.$0.48$2.67$4.86$7.06$9.25$37.59$42.94$48.29$53.64$58.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HRB spot · $50.08HRB PRICE$0.71$0.92$1.20$1.51$1.81$2.12$2.43$2.81$3.47$4.13$4.80$5.46$6.21$0.84$1.14$1.43$1.73$2.02$2.32$2.89$3.52$4.16$4.80$5.44$6.66$8.62
PutsExpensive1.15×
CallsFair0.97×
SkewBearish+0.28 pp
Implied moveBearish±$5.31
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.0246.8%15.3%45.0649.8%11.7%
25Δ55.4346.2%12.5%46.0148.8%10.4%
30Δ54.3446.0%10.9%46.9647.7%9.1%
35Δ53.4445.9%9.7%47.9146.7%7.8%
40Δ52.5345.8%8.5%48.8645.6%6.5%
45Δ51.6345.7%7.3%49.8144.6%5.2%
50Δ50.7345.6%6.1%50.7444.9%4.4%
55Δ49.8145.7%5.1%51.6845.5%3.8%
60Δ48.8446.9%4.5%52.6146.1%3.3%
65Δ47.8748.0%3.8%53.5546.7%2.7%
70Δ46.9049.1%3.2%54.4847.4%2.1%
75Δ45.9350.2%2.6%55.9549.6%1.6%
80Δ44.8951.7%2.0%58.1053.9%1.2%

20Δ

Calls
Pseudo strike
57.02
IV
46.8%
B/E move
15.3%
Puts
Pseudo strike
45.06
IV
49.8%
B/E move
11.7%

25Δ

Calls
Pseudo strike
55.43
IV
46.2%
B/E move
12.5%
Puts
Pseudo strike
46.01
IV
48.8%
B/E move
10.4%

30Δ

Calls
Pseudo strike
54.34
IV
46.0%
B/E move
10.9%
Puts
Pseudo strike
46.96
IV
47.7%
B/E move
9.1%

35Δ

Calls
Pseudo strike
53.44
IV
45.9%
B/E move
9.7%
Puts
Pseudo strike
47.91
IV
46.7%
B/E move
7.8%

40Δ

Calls
Pseudo strike
52.53
IV
45.8%
B/E move
8.5%
Puts
Pseudo strike
48.86
IV
45.6%
B/E move
6.5%

45Δ

Calls
Pseudo strike
51.63
IV
45.7%
B/E move
7.3%
Puts
Pseudo strike
49.81
IV
44.6%
B/E move
5.2%

50Δ

Calls
Pseudo strike
50.73
IV
45.6%
B/E move
6.1%
Puts
Pseudo strike
50.74
IV
44.9%
B/E move
4.4%

55Δ

Calls
Pseudo strike
49.81
IV
45.7%
B/E move
5.1%
Puts
Pseudo strike
51.68
IV
45.5%
B/E move
3.8%

60Δ

Calls
Pseudo strike
48.84
IV
46.9%
B/E move
4.5%
Puts
Pseudo strike
52.61
IV
46.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
47.87
IV
48.0%
B/E move
3.8%
Puts
Pseudo strike
53.55
IV
46.7%
B/E move
2.7%

70Δ

Calls
Pseudo strike
46.90
IV
49.1%
B/E move
3.2%
Puts
Pseudo strike
54.48
IV
47.4%
B/E move
2.1%

75Δ

Calls
Pseudo strike
45.93
IV
50.2%
B/E move
2.6%
Puts
Pseudo strike
55.95
IV
49.6%
B/E move
1.6%

80Δ

Calls
Pseudo strike
44.89
IV
51.7%
B/E move
2.0%
Puts
Pseudo strike
58.10
IV
53.9%
B/E move
1.2%

Options history

No recorded observations