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Huron Consulting Group Inc. Common Stock HURN

INDUSTRIALS · CONSULTING SERVICES
i

Market dataready · fetched 2026-11-11T15:57:23.199Z

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 · 2026-11-11T15:55:35.805997892Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:53:57.959139+00:00

Share price$168.57
1D+0.9%
$165.54$166.35$167.17$167.98$168.795:30 AM6:30 AM9:00 AM1:00 PMHURN
Sold putSold call

Huron Consulting Group Inc. Common Stock options

Live interpolated HURN call and put midpoint premiums by absolute delta.Huron Consulting Group Inc. Common Stock$0.81$4.35$7.90$11.44$14.99$135.19$153.05$170.91$188.77$206.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HURN spot · $168.57HURN PRICE$1.19$1.55$1.95$2.49$3.03$3.57$4.28$5.07$5.86$6.67$7.62$8.57$9.52$1.82$2.19$2.87$3.55$4.24$4.96$5.68$6.69$7.91$9.14$10.52$11.93$13.97
PutsCheap0.53×
CallsCheap0.44×
SkewBearish+11.81 pp
Implied moveBearish±$9.96
TiltBearish16.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ178.7440.7%6.7%156.4959.5%8.2%
25Δ176.6340.0%5.7%160.0553.2%6.4%
30Δ174.6739.5%4.8%161.9653.4%5.6%
35Δ173.2740.0%4.3%163.8753.7%4.9%
40Δ171.8740.5%3.8%165.7253.3%4.2%
45Δ170.4740.9%3.2%167.4752.1%3.6%
50Δ169.0641.4%2.8%169.2350.9%3.0%
55Δ167.6541.8%2.5%171.0450.8%2.5%
60Δ166.2342.2%2.1%172.9051.5%2.1%
65Δ164.8242.4%1.7%174.7552.2%1.8%
70Δ163.3641.4%1.4%176.7251.6%1.4%
75Δ161.9040.4%1.1%178.7150.7%1.1%
80Δ160.4439.4%0.8%181.2551.1%0.8%

20Δ

Calls
Pseudo strike
178.74
IV
40.7%
B/E move
6.7%
Puts
Pseudo strike
156.49
IV
59.5%
B/E move
8.2%

25Δ

Calls
Pseudo strike
176.63
IV
40.0%
B/E move
5.7%
Puts
Pseudo strike
160.05
IV
53.2%
B/E move
6.4%

30Δ

Calls
Pseudo strike
174.67
IV
39.5%
B/E move
4.8%
Puts
Pseudo strike
161.96
IV
53.4%
B/E move
5.6%

35Δ

Calls
Pseudo strike
173.27
IV
40.0%
B/E move
4.3%
Puts
Pseudo strike
163.87
IV
53.7%
B/E move
4.9%

40Δ

Calls
Pseudo strike
171.87
IV
40.5%
B/E move
3.8%
Puts
Pseudo strike
165.72
IV
53.3%
B/E move
4.2%

45Δ

Calls
Pseudo strike
170.47
IV
40.9%
B/E move
3.2%
Puts
Pseudo strike
167.47
IV
52.1%
B/E move
3.6%

50Δ

Calls
Pseudo strike
169.06
IV
41.4%
B/E move
2.8%
Puts
Pseudo strike
169.23
IV
50.9%
B/E move
3.0%

55Δ

Calls
Pseudo strike
167.65
IV
41.8%
B/E move
2.5%
Puts
Pseudo strike
171.04
IV
50.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
166.23
IV
42.2%
B/E move
2.1%
Puts
Pseudo strike
172.90
IV
51.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
164.82
IV
42.4%
B/E move
1.7%
Puts
Pseudo strike
174.75
IV
52.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
163.36
IV
41.4%
B/E move
1.4%
Puts
Pseudo strike
176.72
IV
51.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
161.90
IV
40.4%
B/E move
1.1%
Puts
Pseudo strike
178.71
IV
50.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
160.44
IV
39.4%
B/E move
0.8%
Puts
Pseudo strike
181.25
IV
51.1%
B/E move
0.8%

Options history

IV · four-Friday blend54.29%
Daily close
HURN40.3%47.8%55.3%2026-08-13: 42.81%2026-08-14: 42.79%2026-08-17: 47.05%2026-08-18: 46.16%2026-08-19: 44.32%2026-08-20: 45.31%2026-08-21: 42.22%2026-08-24: 43.05%2026-08-25: 43.00%2026-08-26: 42.78%2026-08-27: 41.34%2026-08-28: 41.75%2026-08-31: 42.20%2026-09-01: 42.71%2026-09-02: 43.03%2026-09-03: 42.33%2026-09-04: 41.93%2026-09-08: 46.27%2026-09-09: 45.34%2026-09-10: 45.94%2026-09-11: 43.84%2026-09-14: 48.87%2026-09-15: 46.13%2026-09-16: 48.15%2026-09-17: 52.42%2026-09-18: 45.26%2026-09-21: 45.07%2026-09-22: 45.31%2026-09-23: 45.27%2026-09-24: 45.35%2026-09-25: 45.37%2026-09-28: 45.51%2026-09-29: 46.64%2026-09-30: 46.53%2026-10-01: 46.06%2026-10-02: 46.93%2026-10-05: 47.22%2026-10-06: 47.92%2026-10-07: 47.69%2026-10-08: 48.44%2026-10-09: 47.95%2026-10-12: 49.87%2026-10-13: 50.45%2026-10-14: 51.62%2026-10-15: 53.96%2026-10-16: 50.01%2026-10-19: 50.40%2026-10-20: 50.65%2026-10-21: 50.76%2026-10-22: 51.48%2026-10-23: 52.17%2026-10-26: 53.45%2026-10-27: 53.78%2026-10-28: 54.16%2026-10-29: 54.15%2026-10-30: 54.29%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
42.81%
42.79%
47.05%
46.16%
44.32%
45.31%
42.22%
43.05%
43.00%
42.78%
41.34%
41.75%
42.20%
42.71%
43.03%
42.33%
41.93%
46.27%
45.34%
45.94%
43.84%
48.87%
46.13%
48.15%
52.42%
45.26%
45.07%
45.31%
45.27%
45.35%
45.37%
45.51%
46.64%
46.53%
46.06%
46.93%
47.22%
47.92%
47.69%
48.44%
47.95%
49.87%
50.45%
51.62%
53.96%
50.01%
50.40%
50.65%
50.76%
51.48%
52.17%
53.45%
53.78%
54.16%
54.15%
54.29%