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Herc Holdings Inc. HRI

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Market datapartial · fetched 2026-10-23T20:17:34.517Z

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 · 2026-10-23T20:14:07.989611513Z

FundamentalsAlpha Vantage · unavailable

Share price$128.14
1D+0.0%
AH$125$127$128$130$1325:30 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.$1.71$8.57$15.43$22.29$29.15$96.59$112.42$128.24$144.06$159.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HRI spot · $128.14HRI PRICE$2.46$3.34$4.18$5.23$6.46$7.79$9.34$10.87$12.48$14.82$16.65$18.44$21.07$3.16$4.25$5.55$6.92$8.38$10.20$12.08$14.00$15.91$17.92$20.11$23.26$27.17
PutsExpensive1.12×
CallsExpensive1.19×
SkewBullish-0.56 pp
Implied moveBearish±$21.43
TiltBearish11.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ152.5266.1%20.9%110.8172.0%16.0%
25Δ149.0169.1%18.9%114.5672.2%13.9%
30Δ144.3967.9%15.9%117.9672.9%12.3%
35Δ140.9168.9%14.0%121.3173.4%10.7%
40Δ137.6670.6%12.5%124.6273.3%9.3%
45Δ134.4972.5%11.0%127.9574.0%8.1%
50Δ131.2674.3%9.7%131.2974.3%7.0%
55Δ127.9674.7%8.3%134.6473.7%5.8%
60Δ124.5874.6%7.0%137.9072.0%4.8%
65Δ121.0277.6%6.0%141.1770.1%3.8%
70Δ117.7076.1%4.8%144.4868.2%2.9%
75Δ114.3873.4%3.6%148.5667.8%2.2%
80Δ110.6173.1%2.8%153.3067.8%1.6%

20Δ

Calls
Pseudo strike
152.52
IV
66.1%
B/E move
20.9%
Puts
Pseudo strike
110.81
IV
72.0%
B/E move
16.0%

25Δ

Calls
Pseudo strike
149.01
IV
69.1%
B/E move
18.9%
Puts
Pseudo strike
114.56
IV
72.2%
B/E move
13.9%

30Δ

Calls
Pseudo strike
144.39
IV
67.9%
B/E move
15.9%
Puts
Pseudo strike
117.96
IV
72.9%
B/E move
12.3%

35Δ

Calls
Pseudo strike
140.91
IV
68.9%
B/E move
14.0%
Puts
Pseudo strike
121.31
IV
73.4%
B/E move
10.7%

40Δ

Calls
Pseudo strike
137.66
IV
70.6%
B/E move
12.5%
Puts
Pseudo strike
124.62
IV
73.3%
B/E move
9.3%

45Δ

Calls
Pseudo strike
134.49
IV
72.5%
B/E move
11.0%
Puts
Pseudo strike
127.95
IV
74.0%
B/E move
8.1%

50Δ

Calls
Pseudo strike
131.26
IV
74.3%
B/E move
9.7%
Puts
Pseudo strike
131.29
IV
74.3%
B/E move
7.0%

55Δ

Calls
Pseudo strike
127.96
IV
74.7%
B/E move
8.3%
Puts
Pseudo strike
134.64
IV
73.7%
B/E move
5.8%

60Δ

Calls
Pseudo strike
124.58
IV
74.6%
B/E move
7.0%
Puts
Pseudo strike
137.90
IV
72.0%
B/E move
4.8%

65Δ

Calls
Pseudo strike
121.02
IV
77.6%
B/E move
6.0%
Puts
Pseudo strike
141.17
IV
70.1%
B/E move
3.8%

70Δ

Calls
Pseudo strike
117.70
IV
76.1%
B/E move
4.8%
Puts
Pseudo strike
144.48
IV
68.2%
B/E move
2.9%

75Δ

Calls
Pseudo strike
114.38
IV
73.4%
B/E move
3.6%
Puts
Pseudo strike
148.56
IV
67.8%
B/E move
2.2%

80Δ

Calls
Pseudo strike
110.61
IV
73.1%
B/E move
2.8%
Puts
Pseudo strike
153.30
IV
67.8%
B/E move
1.6%

Options history

No recorded observations