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Huron Consulting Group Inc HURN

INDUSTRIALS · CONSULTING SERVICES
i

Market dataready · fetched 2026-10-22T14:07:38.703Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:07:10.395111081Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:07:37.197040+00:00

Share price$183.90
1D-0.1%
$183.56$184.43$185.30$186.17$187.045:30 AM6:30 AM9:00 AM1:00 PMHURN
Sold putSold call

Huron Consulting Group Inc options

Live interpolated HURN call and put midpoint premiums by absolute delta.Huron Consulting Group Inc$2.51$9.99$17.48$24.97$32.46$146.76$166.28$185.79$205.31$224.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HURN spot · $183.90HURN PRICE$3.32$4.34$5.60$6.87$8.43$10.03$11.86$13.85$16.03$18.59$21.31$24.94$29.55$3.89$5.11$6.41$7.83$9.35$11.01$12.78$14.71$17.58$20.24$23.22$26.46$30.30
PutsExpensive1.62×
CallsExpensive1.48×
SkewBullish-7.27 pp
Implied moveBearish±$24.64
TiltBearish3.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ217.0161.8%19.8%161.5961.7%14.2%
25Δ210.0861.0%16.6%166.6460.5%12.2%
30Δ205.0961.4%14.6%171.2059.2%10.4%
35Δ200.1261.7%12.6%175.3458.4%8.9%
40Δ195.8662.9%11.1%179.2357.5%7.6%
45Δ191.5363.2%9.6%182.9656.6%6.5%
50Δ187.3263.8%8.3%186.6055.7%5.5%
55Δ183.1664.3%7.1%190.2254.9%4.6%
60Δ178.9464.6%6.0%194.3356.2%3.9%
65Δ174.6065.6%5.1%198.3255.8%3.2%
70Δ170.1465.8%4.1%202.5255.0%2.5%
75Δ165.0867.5%3.3%206.9154.1%1.9%
80Δ159.1570.0%2.6%211.8153.4%1.3%

20Δ

Calls
Pseudo strike
217.01
IV
61.8%
B/E move
19.8%
Puts
Pseudo strike
161.59
IV
61.7%
B/E move
14.2%

25Δ

Calls
Pseudo strike
210.08
IV
61.0%
B/E move
16.6%
Puts
Pseudo strike
166.64
IV
60.5%
B/E move
12.2%

30Δ

Calls
Pseudo strike
205.09
IV
61.4%
B/E move
14.6%
Puts
Pseudo strike
171.20
IV
59.2%
B/E move
10.4%

35Δ

Calls
Pseudo strike
200.12
IV
61.7%
B/E move
12.6%
Puts
Pseudo strike
175.34
IV
58.4%
B/E move
8.9%

40Δ

Calls
Pseudo strike
195.86
IV
62.9%
B/E move
11.1%
Puts
Pseudo strike
179.23
IV
57.5%
B/E move
7.6%

45Δ

Calls
Pseudo strike
191.53
IV
63.2%
B/E move
9.6%
Puts
Pseudo strike
182.96
IV
56.6%
B/E move
6.5%

50Δ

Calls
Pseudo strike
187.32
IV
63.8%
B/E move
8.3%
Puts
Pseudo strike
186.60
IV
55.7%
B/E move
5.5%

55Δ

Calls
Pseudo strike
183.16
IV
64.3%
B/E move
7.1%
Puts
Pseudo strike
190.22
IV
54.9%
B/E move
4.6%

60Δ

Calls
Pseudo strike
178.94
IV
64.6%
B/E move
6.0%
Puts
Pseudo strike
194.33
IV
56.2%
B/E move
3.9%

65Δ

Calls
Pseudo strike
174.60
IV
65.6%
B/E move
5.1%
Puts
Pseudo strike
198.32
IV
55.8%
B/E move
3.2%

70Δ

Calls
Pseudo strike
170.14
IV
65.8%
B/E move
4.1%
Puts
Pseudo strike
202.52
IV
55.0%
B/E move
2.5%

75Δ

Calls
Pseudo strike
165.08
IV
67.5%
B/E move
3.3%
Puts
Pseudo strike
206.91
IV
54.1%
B/E move
1.9%

80Δ

Calls
Pseudo strike
159.15
IV
70.0%
B/E move
2.6%
Puts
Pseudo strike
211.81
IV
53.4%
B/E move
1.3%

Options history

No recorded observations