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Hertz Global Holdings Inc HTZ

INDUSTRIALS · RENTAL & LEASING SERVICES
i

Market dataready · fetched 2026-10-21T16:58:01.805Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:57:53.785381908Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:01.522679+00:00

Share price$1.90
1D-1.8%
$1.89$1.91$1.92$1.94$1.955:30 AM6:30 AM9:00 AM1:00 PMHTZ
Sold putSold call

Hertz Global Holdings Inc options

Live interpolated HTZ call and put midpoint premiums by absolute delta.Hertz Global Holdings Inc$0.02$0.51$1.00$1.50$1.99$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEHTZ PRICE$0.51$0.29$0.07$0.09$0.17$0.24$0.31$0.38$0.46$0.53$0.60$0.68$0.75$0.49$1.17$1.85
PutsExpensive2.35×
CallsExpensive1.73×
SkewBearish+4.42 pp
Implied move——
TiltBullish18.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.63443.3%118.7%
25Δ2.88300.7%67.6%
30Δ2.13158.1%16.6%
35Δ1.93169.8%7.0%
40Δ1.85215.4%6.6%
45Δ1.77261.0%6.2%
50Δ1.69306.5%5.8%
55Δ1.61352.1%5.3%
60Δ1.53397.6%4.9%
65Δ1.45443.2%4.5%
70Δ1.37488.7%4.1%2.33216.7%2.5%
75Δ1.29534.3%3.6%3.00362.2%3.3%
80Δ1.21579.9%3.2%3.66507.6%4.0%

20Δ

Calls
Pseudo strike
3.63
IV
443.3%
B/E move
118.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
2.88
IV
300.7%
B/E move
67.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
2.13
IV
158.1%
B/E move
16.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
1.93
IV
169.8%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
1.85
IV
215.4%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
1.77
IV
261.0%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
1.69
IV
306.5%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
1.61
IV
352.1%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
1.53
IV
397.6%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.45
IV
443.2%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.37
IV
488.7%
B/E move
4.1%
Puts
Pseudo strike
2.33
IV
216.7%
B/E move
2.5%

75Δ

Calls
Pseudo strike
1.29
IV
534.3%
B/E move
3.6%
Puts
Pseudo strike
3.00
IV
362.2%
B/E move
3.3%

80Δ

Calls
Pseudo strike
1.21
IV
579.9%
B/E move
3.2%
Puts
Pseudo strike
3.66
IV
507.6%
B/E move
4.0%

Options history

No recorded observations