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Herc Holdings Inc. HRI

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Market datapartial · fetched 2026-10-22T11:54:29.218Z

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 · 2026-10-22T09:52:20.891456763Z

FundamentalsAlpha Vantage · unavailable

Share price$130.00
1D
Price history unavailable.

Herc Holdings Inc. options

Live interpolated HRI call and put midpoint premiums by absolute delta.Herc Holdings Inc.$2.06$8.27$14.49$20.71$26.92$99.70$115.80$131.90$148.00$164.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HRI spot · $130.00HRI PRICE$2.73$3.57$4.37$5.55$6.90$7.95$9.52$11.49$13.43$15.41$17.65$20.64$25.13$3.19$4.18$5.20$6.70$8.16$9.60$10.87$12.29$14.53$16.62$18.64$20.71$23.06
PutsExpensive1.13×
CallsExpensive1.38×
SkewBullish-10.31 pp
Implied moveBearish±$20.39
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ157.7671.6%23.5%112.4270.5%16.0%
25Δ152.8372.3%20.3%116.4769.1%13.6%
30Δ147.1068.6%16.5%120.2267.1%11.5%
35Δ143.6971.0%14.8%123.3368.8%10.3%
40Δ140.4873.9%13.4%126.4869.3%9.0%
45Δ136.6271.8%11.2%129.6768.4%7.6%
50Δ133.1173.1%9.7%132.6065.8%6.4%
55Δ129.9377.2%8.8%135.5763.6%5.2%
60Δ126.3478.3%7.5%138.8664.4%4.4%
65Δ122.7178.5%6.2%142.0363.6%3.5%
70Δ118.9378.7%5.1%145.1362.0%2.7%
75Δ114.7181.1%4.1%148.1359.5%2.0%
80Δ109.2487.2%3.4%151.3457.1%1.3%

20Δ

Calls
Pseudo strike
157.76
IV
71.6%
B/E move
23.5%
Puts
Pseudo strike
112.42
IV
70.5%
B/E move
16.0%

25Δ

Calls
Pseudo strike
152.83
IV
72.3%
B/E move
20.3%
Puts
Pseudo strike
116.47
IV
69.1%
B/E move
13.6%

30Δ

Calls
Pseudo strike
147.10
IV
68.6%
B/E move
16.5%
Puts
Pseudo strike
120.22
IV
67.1%
B/E move
11.5%

35Δ

Calls
Pseudo strike
143.69
IV
71.0%
B/E move
14.8%
Puts
Pseudo strike
123.33
IV
68.8%
B/E move
10.3%

40Δ

Calls
Pseudo strike
140.48
IV
73.9%
B/E move
13.4%
Puts
Pseudo strike
126.48
IV
69.3%
B/E move
9.0%

45Δ

Calls
Pseudo strike
136.62
IV
71.8%
B/E move
11.2%
Puts
Pseudo strike
129.67
IV
68.4%
B/E move
7.6%

50Δ

Calls
Pseudo strike
133.11
IV
73.1%
B/E move
9.7%
Puts
Pseudo strike
132.60
IV
65.8%
B/E move
6.4%

55Δ

Calls
Pseudo strike
129.93
IV
77.2%
B/E move
8.8%
Puts
Pseudo strike
135.57
IV
63.6%
B/E move
5.2%

60Δ

Calls
Pseudo strike
126.34
IV
78.3%
B/E move
7.5%
Puts
Pseudo strike
138.86
IV
64.4%
B/E move
4.4%

65Δ

Calls
Pseudo strike
122.71
IV
78.5%
B/E move
6.2%
Puts
Pseudo strike
142.03
IV
63.6%
B/E move
3.5%

70Δ

Calls
Pseudo strike
118.93
IV
78.7%
B/E move
5.1%
Puts
Pseudo strike
145.13
IV
62.0%
B/E move
2.7%

75Δ

Calls
Pseudo strike
114.71
IV
81.1%
B/E move
4.1%
Puts
Pseudo strike
148.13
IV
59.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
109.24
IV
87.2%
B/E move
3.4%
Puts
Pseudo strike
151.34
IV
57.1%
B/E move
1.3%

Options history

No recorded observations