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Herc Holdings Inc. HRI

i

Market dataready · fetched 2026-11-11T14:07:27.969Z

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 · 2026-11-11T00:00:00.003340652Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:07:27.516585+00:00

Share price$164.59
1D-1.8%
AH$164$165$166$167$1685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHRI
Sold putSold callAH

Herc Holdings Inc. options

Live interpolated HRI call and put midpoint premiums by absolute delta.Herc Holdings Inc.$1.41$5.75$10.09$14.43$18.78$141.30$154.06$166.83$179.60$192.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HRI spot · $164.59HRI PRICE$1.88$2.51$3.21$4.10$5.03$5.93$6.81$7.91$9.13$10.78$12.89$15.12$17.52$2.22$2.72$3.39$4.11$4.98$5.91$6.93$8.13$9.34$10.58$11.82$13.15$14.61
PutsCheap0.90×
CallsCheap0.83×
SkewBullish-9.22 pp
Implied moveBalanced±$13.74
TiltBullish2.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ181.5068.4%11.4%150.5373.0%9.9%
25Δ178.1167.7%9.7%154.2267.0%8.0%
30Δ175.3768.7%8.5%156.8864.8%6.7%
35Δ172.9970.5%7.6%159.2763.6%5.7%
40Δ170.6772.4%6.7%161.4363.1%4.9%
45Δ168.2572.0%5.8%163.4962.9%4.3%
50Δ165.8070.5%4.9%165.5662.7%3.6%
55Δ163.4670.1%4.1%167.6462.6%3.1%
60Δ161.1870.2%3.5%169.7262.5%2.6%
65Δ158.6372.0%2.9%171.7461.0%2.1%
70Δ155.8275.6%2.5%173.7559.2%1.6%
75Δ152.8177.4%2.0%175.7757.1%1.2%
80Δ149.6178.5%1.5%177.8054.4%0.9%

20Δ

Calls
Pseudo strike
181.50
IV
68.4%
B/E move
11.4%
Puts
Pseudo strike
150.53
IV
73.0%
B/E move
9.9%

25Δ

Calls
Pseudo strike
178.11
IV
67.7%
B/E move
9.7%
Puts
Pseudo strike
154.22
IV
67.0%
B/E move
8.0%

30Δ

Calls
Pseudo strike
175.37
IV
68.7%
B/E move
8.5%
Puts
Pseudo strike
156.88
IV
64.8%
B/E move
6.7%

35Δ

Calls
Pseudo strike
172.99
IV
70.5%
B/E move
7.6%
Puts
Pseudo strike
159.27
IV
63.6%
B/E move
5.7%

40Δ

Calls
Pseudo strike
170.67
IV
72.4%
B/E move
6.7%
Puts
Pseudo strike
161.43
IV
63.1%
B/E move
4.9%

45Δ

Calls
Pseudo strike
168.25
IV
72.0%
B/E move
5.8%
Puts
Pseudo strike
163.49
IV
62.9%
B/E move
4.3%

50Δ

Calls
Pseudo strike
165.80
IV
70.5%
B/E move
4.9%
Puts
Pseudo strike
165.56
IV
62.7%
B/E move
3.6%

55Δ

Calls
Pseudo strike
163.46
IV
70.1%
B/E move
4.1%
Puts
Pseudo strike
167.64
IV
62.6%
B/E move
3.1%

60Δ

Calls
Pseudo strike
161.18
IV
70.2%
B/E move
3.5%
Puts
Pseudo strike
169.72
IV
62.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
158.63
IV
72.0%
B/E move
2.9%
Puts
Pseudo strike
171.74
IV
61.0%
B/E move
2.1%

70Δ

Calls
Pseudo strike
155.82
IV
75.6%
B/E move
2.5%
Puts
Pseudo strike
173.75
IV
59.2%
B/E move
1.6%

75Δ

Calls
Pseudo strike
152.81
IV
77.4%
B/E move
2.0%
Puts
Pseudo strike
175.77
IV
57.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
149.61
IV
78.5%
B/E move
1.5%
Puts
Pseudo strike
177.80
IV
54.4%
B/E move
0.9%

Options history

IV · four-Friday blend55.76%
Daily close
HRI47.2%58.0%68.8%2026-08-13: 51.66%2026-08-14: 50.44%2026-08-17: 52.79%2026-08-18: 52.04%2026-08-19: 51.99%2026-08-20: 53.47%2026-08-21: 50.02%2026-08-24: 51.15%2026-08-25: 49.79%2026-08-26: 50.59%2026-08-27: 49.69%2026-08-28: 48.66%2026-08-31: 49.50%2026-09-01: 50.31%2026-09-02: 50.72%2026-09-03: 51.38%2026-09-04: 51.05%2026-09-08: 53.43%2026-09-09: 52.94%2026-09-10: 53.97%2026-09-11: 50.81%2026-09-14: 55.77%2026-09-15: 55.58%2026-09-16: 52.96%2026-09-17: 59.00%2026-09-18: 52.13%2026-09-21: 51.92%2026-09-22: 51.67%2026-09-23: 51.96%2026-09-24: 53.13%2026-09-25: 54.27%2026-09-28: 55.70%2026-09-29: 57.55%2026-09-30: 57.08%2026-10-01: 56.76%2026-10-02: 55.33%2026-10-05: 57.01%2026-10-06: 58.20%2026-10-07: 59.23%2026-10-08: 62.31%2026-10-09: 59.65%2026-10-12: 59.67%2026-10-13: 60.15%2026-10-14: 64.22%2026-10-15: 67.34%2026-10-16: 57.53%2026-10-19: 58.38%2026-10-20: 59.35%2026-10-21: 60.23%2026-10-22: 61.05%2026-10-23: 62.33%2026-10-26: 61.32%2026-10-27: 54.62%2026-10-28: 53.32%2026-10-29: 52.79%2026-10-30: 55.76%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
51.66%
50.44%
52.79%
52.04%
51.99%
53.47%
50.02%
51.15%
49.79%
50.59%
49.69%
48.66%
49.50%
50.31%
50.72%
51.38%
51.05%
53.43%
52.94%
53.97%
50.81%
55.77%
55.58%
52.96%
59.00%
52.13%
51.92%
51.67%
51.96%
53.13%
54.27%
55.70%
57.55%
57.08%
56.76%
55.33%
57.01%
58.20%
59.23%
62.31%
59.65%
59.67%
60.15%
64.22%
67.34%
57.53%
58.38%
59.35%
60.23%
61.05%
62.33%
61.32%
54.62%
53.32%
52.79%
55.76%