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Hertz Global Holdings, Inc Common Stock HTZ

INDUSTRIALS · RENTAL & LEASING SERVICES
i

Market dataready · fetched 2026-11-10T22:16:12.989Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:14:37.450977274Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:16:12.593394+00:00

Share price$1.52
1D-6.8%
AH$1.48$1.52$1.56$1.60$1.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHTZ
Sold putSold callAH

Hertz Global Holdings, Inc Common Stock options

Live interpolated HTZ call and put midpoint premiums by absolute delta.Hertz Global Holdings, Inc Common Stock$0.00$0.57$1.15$1.72$2.30$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEHTZ PRICE$0.02$0.03$0.03$0.04$0.04$0.05$0.05$0.06$0.84$1.36$2.13
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.86153.8%23.7%
25Δ1.81145.4%21.0%
30Δ1.77137.1%18.2%
35Δ1.72128.7%15.4%
40Δ1.67120.3%12.7%
45Δ1.62112.0%9.9%
50Δ1.58103.6%7.2%
55Δ1.5395.3%4.4%
60Δ
65Δ
70Δ2.25544.7%7.2%
75Δ2.78676.8%6.9%
80Δ3.56789.2%5.9%

20Δ

Calls
Pseudo strike
1.86
IV
153.8%
B/E move
23.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
1.81
IV
145.4%
B/E move
21.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
1.77
IV
137.1%
B/E move
18.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
1.72
IV
128.7%
B/E move
15.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
1.67
IV
120.3%
B/E move
12.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
1.62
IV
112.0%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
1.58
IV
103.6%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
1.53
IV
95.3%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.25
IV
544.7%
B/E move
7.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.78
IV
676.8%
B/E move
6.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.56
IV
789.2%
B/E move
5.9%

Options history

IV · four-Friday blend160.73%
Daily close
HTZ76.4%146.5%216.7%2026-08-12: 207.02%2026-08-21: 113.43%2026-09-11: 86.07%2026-10-06: 149.74%2026-10-07: 156.60%2026-10-23: 143.38%2026-10-27: 148.51%2026-10-30: 160.73%Aug 12Oct 6Oct 30
8 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
207.02%
113.43%
86.07%
149.74%
156.60%
143.38%
148.51%
160.73%