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HILLTOP HOLDINGS INC. HTH

FINANCIAL SERVICES · FINANCIAL CONGLOMERATES
i

Market dataready · fetched 2026-11-12T01:15:56.970Z

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 · 2026-11-12T00:00:00.003307467Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:15:56.473438+00:00

Share price$36.48
1D-0.7%
AH$36.34$36.47$36.60$36.73$36.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHTH
Sold putSold callAH

HILLTOP HOLDINGS INC. options

Live interpolated HTH call and put midpoint premiums by absolute delta.HILLTOP HOLDINGS INC.$0.38$3.09$5.80$8.51$11.22$25.63$30.05$34.47$38.89$43.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HTH spot · $36.48HTH PRICE$0.67$0.86$1.05$1.24$1.43$1.62$1.81$2.00$2.19$2.37$2.99$3.87$4.76$2.45$2.45$2.45$2.45$2.81$3.76$4.72$5.67$6.62$7.58$8.53$9.48$10.44
PutsExpensive6.19×
CallsExpensive2.21×
SkewBearish+71.01 pp
Implied moveBearish±$6.52
TiltBearish44.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.01113.6%22.5%26.86321.0%33.1%
25Δ43.05109.1%20.4%30.33240.7%23.6%
30Δ42.09104.6%18.3%32.11203.2%18.7%
35Δ41.13100.1%16.2%33.89165.8%13.8%
40Δ40.1795.6%14.0%35.49141.4%10.4%
45Δ39.2291.0%11.9%36.78138.4%9.5%
50Δ38.2686.5%9.8%38.06135.4%8.6%
55Δ37.3082.0%7.7%39.35132.5%7.7%
60Δ36.3477.5%5.6%40.64129.5%6.8%
65Δ35.3873.0%3.5%41.93126.5%5.8%
70Δ34.3874.5%2.4%43.22123.5%4.9%
75Δ33.3580.0%2.0%44.50120.5%4.0%
80Δ32.3285.5%1.6%45.79117.6%3.1%

20Δ

Calls
Pseudo strike
44.01
IV
113.6%
B/E move
22.5%
Puts
Pseudo strike
26.86
IV
321.0%
B/E move
33.1%

25Δ

Calls
Pseudo strike
43.05
IV
109.1%
B/E move
20.4%
Puts
Pseudo strike
30.33
IV
240.7%
B/E move
23.6%

30Δ

Calls
Pseudo strike
42.09
IV
104.6%
B/E move
18.3%
Puts
Pseudo strike
32.11
IV
203.2%
B/E move
18.7%

35Δ

Calls
Pseudo strike
41.13
IV
100.1%
B/E move
16.2%
Puts
Pseudo strike
33.89
IV
165.8%
B/E move
13.8%

40Δ

Calls
Pseudo strike
40.17
IV
95.6%
B/E move
14.0%
Puts
Pseudo strike
35.49
IV
141.4%
B/E move
10.4%

45Δ

Calls
Pseudo strike
39.22
IV
91.0%
B/E move
11.9%
Puts
Pseudo strike
36.78
IV
138.4%
B/E move
9.5%

50Δ

Calls
Pseudo strike
38.26
IV
86.5%
B/E move
9.8%
Puts
Pseudo strike
38.06
IV
135.4%
B/E move
8.6%

55Δ

Calls
Pseudo strike
37.30
IV
82.0%
B/E move
7.7%
Puts
Pseudo strike
39.35
IV
132.5%
B/E move
7.7%

60Δ

Calls
Pseudo strike
36.34
IV
77.5%
B/E move
5.6%
Puts
Pseudo strike
40.64
IV
129.5%
B/E move
6.8%

65Δ

Calls
Pseudo strike
35.38
IV
73.0%
B/E move
3.5%
Puts
Pseudo strike
41.93
IV
126.5%
B/E move
5.8%

70Δ

Calls
Pseudo strike
34.38
IV
74.5%
B/E move
2.4%
Puts
Pseudo strike
43.22
IV
123.5%
B/E move
4.9%

75Δ

Calls
Pseudo strike
33.35
IV
80.0%
B/E move
2.0%
Puts
Pseudo strike
44.50
IV
120.5%
B/E move
4.0%

80Δ

Calls
Pseudo strike
32.32
IV
85.5%
B/E move
1.6%
Puts
Pseudo strike
45.79
IV
117.6%
B/E move
3.1%

Options history

IV · four-Friday blend52.82%
Daily close
HTH28.7%44.4%60.0%2026-08-13: 42.76%2026-08-14: 33.12%2026-08-17: 41.47%2026-09-21: 30.90%2026-10-07: 57.89%2026-10-21: 41.74%2026-10-22: 46.07%2026-10-23: 48.69%2026-10-26: 42.98%2026-10-27: 47.98%2026-10-28: 52.82%Aug 13Oct 21Oct 28
11 observations2026-08-13 — 2026-10-28
Table
DateIV (%)
42.76%
33.12%
41.47%
30.90%
57.89%
41.74%
46.07%
48.69%
42.98%
47.98%
52.82%