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Herc Holdings Inc HRI

INDUSTRIALS · RENTAL & LEASING SERVICES
i

Market dataready · fetched 2026-10-23T17:43:36.300Z

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 · 2026-10-23T17:42:56.319983956Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T17:43:33.868587+00:00

Share price$128.26
1D+0.1%
$125$127$128$130$1325:30 AM6:30 AM9:00 AM1:00 PMHRI
Sold putSold call

Herc Holdings Inc options

Live interpolated HRI call and put midpoint premiums by absolute delta.Herc Holdings Inc$1.74$7.81$13.88$19.95$26.02$97.69$113.36$129.03$144.70$160.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HRI spot · $128.26HRI PRICE$2.40$3.24$4.20$5.46$6.69$7.91$9.55$11.21$12.94$14.91$16.67$18.49$21.32$3.13$4.09$5.57$7.00$8.35$9.84$11.41$13.10$15.04$17.01$18.74$20.99$24.27
PutsExpensive1.05×
CallsExpensive1.19×
SkewBullish-4.30 pp
Implied moveBearish±$20.96
TiltBearish8.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ152.3265.2%20.6%111.0071.4%15.9%
25Δ148.2366.5%18.1%115.0769.7%13.5%
30Δ144.5368.0%16.0%118.1672.7%12.2%
35Δ141.6171.7%14.7%121.3674.1%10.8%
40Δ138.3773.7%13.1%124.7473.0%9.3%
45Δ134.7773.8%11.2%127.9671.8%7.9%
50Δ131.5076.0%10.0%131.1370.6%6.7%
55Δ128.1377.3%8.6%134.2569.4%5.5%
60Δ124.6777.7%7.3%137.4568.4%4.6%
65Δ121.1478.1%6.1%140.5967.0%3.7%
70Δ117.8076.1%4.8%143.4364.0%2.8%
75Δ114.4673.5%3.7%146.6661.9%2.0%
80Δ110.5374.0%2.8%150.7361.6%1.4%

20Δ

Calls
Pseudo strike
152.32
IV
65.2%
B/E move
20.6%
Puts
Pseudo strike
111.00
IV
71.4%
B/E move
15.9%

25Δ

Calls
Pseudo strike
148.23
IV
66.5%
B/E move
18.1%
Puts
Pseudo strike
115.07
IV
69.7%
B/E move
13.5%

30Δ

Calls
Pseudo strike
144.53
IV
68.0%
B/E move
16.0%
Puts
Pseudo strike
118.16
IV
72.7%
B/E move
12.2%

35Δ

Calls
Pseudo strike
141.61
IV
71.7%
B/E move
14.7%
Puts
Pseudo strike
121.36
IV
74.1%
B/E move
10.8%

40Δ

Calls
Pseudo strike
138.37
IV
73.7%
B/E move
13.1%
Puts
Pseudo strike
124.74
IV
73.0%
B/E move
9.3%

45Δ

Calls
Pseudo strike
134.77
IV
73.8%
B/E move
11.2%
Puts
Pseudo strike
127.96
IV
71.8%
B/E move
7.9%

50Δ

Calls
Pseudo strike
131.50
IV
76.0%
B/E move
10.0%
Puts
Pseudo strike
131.13
IV
70.6%
B/E move
6.7%

55Δ

Calls
Pseudo strike
128.13
IV
77.3%
B/E move
8.6%
Puts
Pseudo strike
134.25
IV
69.4%
B/E move
5.5%

60Δ

Calls
Pseudo strike
124.67
IV
77.7%
B/E move
7.3%
Puts
Pseudo strike
137.45
IV
68.4%
B/E move
4.6%

65Δ

Calls
Pseudo strike
121.14
IV
78.1%
B/E move
6.1%
Puts
Pseudo strike
140.59
IV
67.0%
B/E move
3.7%

70Δ

Calls
Pseudo strike
117.80
IV
76.1%
B/E move
4.8%
Puts
Pseudo strike
143.43
IV
64.0%
B/E move
2.8%

75Δ

Calls
Pseudo strike
114.46
IV
73.5%
B/E move
3.7%
Puts
Pseudo strike
146.66
IV
61.9%
B/E move
2.0%

80Δ

Calls
Pseudo strike
110.53
IV
74.0%
B/E move
2.8%
Puts
Pseudo strike
150.73
IV
61.6%
B/E move
1.4%

Options history

No recorded observations