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Huron Consulting Group Inc. Common Stock HURN

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Market datapartial · fetched 2026-10-22T16:05:03.860Z

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 · 2026-10-22T16:00:49.869308007Z

FundamentalsAlpha Vantage · unavailable

Share price$190.00
1D+3.3%
$183$185$187$189$1925:30 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$2.14$10.38$18.62$26.85$35.09$147.53$168.02$188.51$208.99$229.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HURN spot · $190.00HURN PRICE$3.03$4.12$5.24$6.63$8.01$9.57$11.30$13.20$15.31$17.88$20.98$24.49$29.22$4.40$5.66$7.15$8.59$10.34$12.35$14.28$16.52$19.09$21.84$24.59$28.58$32.71
PutsExpensive1.72×
CallsExpensive1.33×
SkewBearish+1.41 pp
Implied moveBearish±$25.59
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ219.3854.2%17.1%165.4567.1%15.2%
25Δ214.3554.8%15.0%171.4364.3%12.8%
30Δ209.4455.4%13.0%176.2563.6%11.0%
35Δ205.3056.3%11.5%180.9561.6%9.3%
40Δ201.1657.1%10.1%185.1861.1%8.0%
45Δ197.1457.7%8.8%189.2961.0%6.9%
50Δ193.1858.3%7.6%193.3059.8%5.8%
55Δ189.2458.8%6.5%197.3659.1%4.8%
60Δ185.2659.2%5.6%201.5158.5%4.0%
65Δ181.0860.3%4.7%205.7157.6%3.2%
70Δ176.5262.0%4.0%209.9256.7%2.5%
75Δ171.6163.4%3.2%215.0456.2%1.9%
80Δ165.6566.4%2.6%220.3055.8%1.3%

20Δ

Calls
Pseudo strike
219.38
IV
54.2%
B/E move
17.1%
Puts
Pseudo strike
165.45
IV
67.1%
B/E move
15.2%

25Δ

Calls
Pseudo strike
214.35
IV
54.8%
B/E move
15.0%
Puts
Pseudo strike
171.43
IV
64.3%
B/E move
12.8%

30Δ

Calls
Pseudo strike
209.44
IV
55.4%
B/E move
13.0%
Puts
Pseudo strike
176.25
IV
63.6%
B/E move
11.0%

35Δ

Calls
Pseudo strike
205.30
IV
56.3%
B/E move
11.5%
Puts
Pseudo strike
180.95
IV
61.6%
B/E move
9.3%

40Δ

Calls
Pseudo strike
201.16
IV
57.1%
B/E move
10.1%
Puts
Pseudo strike
185.18
IV
61.1%
B/E move
8.0%

45Δ

Calls
Pseudo strike
197.14
IV
57.7%
B/E move
8.8%
Puts
Pseudo strike
189.29
IV
61.0%
B/E move
6.9%

50Δ

Calls
Pseudo strike
193.18
IV
58.3%
B/E move
7.6%
Puts
Pseudo strike
193.30
IV
59.8%
B/E move
5.8%

55Δ

Calls
Pseudo strike
189.24
IV
58.8%
B/E move
6.5%
Puts
Pseudo strike
197.36
IV
59.1%
B/E move
4.8%

60Δ

Calls
Pseudo strike
185.26
IV
59.2%
B/E move
5.6%
Puts
Pseudo strike
201.51
IV
58.5%
B/E move
4.0%

65Δ

Calls
Pseudo strike
181.08
IV
60.3%
B/E move
4.7%
Puts
Pseudo strike
205.71
IV
57.6%
B/E move
3.2%

70Δ

Calls
Pseudo strike
176.52
IV
62.0%
B/E move
4.0%
Puts
Pseudo strike
209.92
IV
56.7%
B/E move
2.5%

75Δ

Calls
Pseudo strike
171.61
IV
63.4%
B/E move
3.2%
Puts
Pseudo strike
215.04
IV
56.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
165.65
IV
66.4%
B/E move
2.6%
Puts
Pseudo strike
220.30
IV
55.8%
B/E move
1.3%

Options history

No recorded observations