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Hertz Global Holdings Inc HTZ

INDUSTRIALS · RENTAL & LEASING SERVICES
i

Market dataready · fetched 2026-10-21T17:48:44.797Z

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

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 · 2026-10-21T17:48:42.616677332Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:43.967562+00:00

Share price$1.96
1D+1.5%
$1.87$1.90$1.93$1.96$1.995:30 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$0.00$0.38$0.76$1.15$1.53$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEHTZ PRICE$0.71$0.57$0.42$0.28$0.13$0.04$0.05$0.06$0.08$0.09$0.10$0.11$0.13$0.39$0.65$0.90$1.16$1.42
PutsExpensive1.73×
CallsExpensive1.75×
SkewBullish-104.79 pp
Implied move——
TiltBearish42.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.29567.0%155.7%1.66194.0%17.3%
25Δ3.78469.9%122.4%1.71189.8%15.4%
30Δ3.27372.9%89.0%1.76185.7%13.4%
35Δ2.77275.9%55.7%1.81181.6%11.5%
40Δ2.26178.8%22.4%1.85177.4%9.6%
45Δ1.90173.3%7.7%
50Δ1.95169.2%5.7%
55Δ2.01168.4%3.9%
60Δ2.27248.7%3.8%
65Δ2.53329.0%3.7%
70Δ2.79409.2%3.6%
75Δ3.05489.5%3.5%
80Δ3.31569.8%3.4%

20Δ

Calls
Pseudo strike
4.29
IV
567.0%
B/E move
155.7%
Puts
Pseudo strike
1.66
IV
194.0%
B/E move
17.3%

25Δ

Calls
Pseudo strike
3.78
IV
469.9%
B/E move
122.4%
Puts
Pseudo strike
1.71
IV
189.8%
B/E move
15.4%

30Δ

Calls
Pseudo strike
3.27
IV
372.9%
B/E move
89.0%
Puts
Pseudo strike
1.76
IV
185.7%
B/E move
13.4%

35Δ

Calls
Pseudo strike
2.77
IV
275.9%
B/E move
55.7%
Puts
Pseudo strike
1.81
IV
181.6%
B/E move
11.5%

40Δ

Calls
Pseudo strike
2.26
IV
178.8%
B/E move
22.4%
Puts
Pseudo strike
1.85
IV
177.4%
B/E move
9.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.90
IV
173.3%
B/E move
7.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.95
IV
169.2%
B/E move
5.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.01
IV
168.4%
B/E move
3.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.27
IV
248.7%
B/E move
3.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.53
IV
329.0%
B/E move
3.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.79
IV
409.2%
B/E move
3.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.05
IV
489.5%
B/E move
3.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.31
IV
569.8%
B/E move
3.4%

Options history

No recorded observations