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Choice Hotels Intnl. CHH

i

Market dataready · fetched 2026-11-06T13:55:25.816Z

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 · 2026-11-06T12:46:46.08789554Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T13:55:25.049562+00:00

Share price$117.10
1D
Price history unavailable.

Choice Hotels Intnl. options

Live interpolated CHH call and put midpoint premiums by absolute delta.Choice Hotels Intnl.$1.00$3.70$6.40$9.10$11.79$104.43$111.07$117.71$124.35$130.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CHH spot · $117.10CHH PRICE$1.30$1.76$2.23$2.67$3.11$3.57$4.05$4.53$5.01$6.14$7.42$8.69$11.02$1.46$1.93$2.03$2.11$2.38$2.82$3.26$3.70$4.14$4.73$5.66$6.59$7.53
PutsCheap0.92×
CallsFair1.00×
SkewBullish-11.94 pp
Implied moveBullish±$7.31
TiltBullish12.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ128.2950.3%10.7%107.9352.3%9.1%
25Δ126.4952.4%9.5%109.9152.8%7.8%
30Δ124.6853.8%8.4%111.9645.8%6.1%
35Δ122.8052.0%7.1%114.0138.4%4.4%
40Δ120.9350.2%5.9%115.5034.5%3.4%
45Δ119.3148.3%4.9%116.4533.8%3.0%
50Δ117.9646.5%4.2%117.4133.1%2.5%
55Δ116.6044.7%3.4%118.3732.4%2.1%
60Δ115.2442.9%2.7%119.3331.7%1.6%
65Δ113.6444.5%2.3%120.3631.2%1.3%
70Δ111.9946.8%2.0%121.5731.3%1.0%
75Δ110.3449.1%1.6%122.7831.4%0.8%
80Δ107.6853.9%1.4%123.9931.5%0.5%

20Δ

Calls
Pseudo strike
128.29
IV
50.3%
B/E move
10.7%
Puts
Pseudo strike
107.93
IV
52.3%
B/E move
9.1%

25Δ

Calls
Pseudo strike
126.49
IV
52.4%
B/E move
9.5%
Puts
Pseudo strike
109.91
IV
52.8%
B/E move
7.8%

30Δ

Calls
Pseudo strike
124.68
IV
53.8%
B/E move
8.4%
Puts
Pseudo strike
111.96
IV
45.8%
B/E move
6.1%

35Δ

Calls
Pseudo strike
122.80
IV
52.0%
B/E move
7.1%
Puts
Pseudo strike
114.01
IV
38.4%
B/E move
4.4%

40Δ

Calls
Pseudo strike
120.93
IV
50.2%
B/E move
5.9%
Puts
Pseudo strike
115.50
IV
34.5%
B/E move
3.4%

45Δ

Calls
Pseudo strike
119.31
IV
48.3%
B/E move
4.9%
Puts
Pseudo strike
116.45
IV
33.8%
B/E move
3.0%

50Δ

Calls
Pseudo strike
117.96
IV
46.5%
B/E move
4.2%
Puts
Pseudo strike
117.41
IV
33.1%
B/E move
2.5%

55Δ

Calls
Pseudo strike
116.60
IV
44.7%
B/E move
3.4%
Puts
Pseudo strike
118.37
IV
32.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
115.24
IV
42.9%
B/E move
2.7%
Puts
Pseudo strike
119.33
IV
31.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
113.64
IV
44.5%
B/E move
2.3%
Puts
Pseudo strike
120.36
IV
31.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
111.99
IV
46.8%
B/E move
2.0%
Puts
Pseudo strike
121.57
IV
31.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
110.34
IV
49.1%
B/E move
1.6%
Puts
Pseudo strike
122.78
IV
31.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
107.68
IV
53.9%
B/E move
1.4%
Puts
Pseudo strike
123.99
IV
31.5%
B/E move
0.5%

Options history

IV · four-Friday blend40.10%
Daily EOD
CHH37.0%39.0%40.9%2026-10-19: 38.90%2026-10-20: 37.31%2026-10-21: 38.17%2026-10-22: 38.64%2026-10-23: 40.32%2026-10-26: 40.65%2026-10-27: 39.59%2026-10-28: 40.02%2026-10-29: 39.36%2026-10-30: 40.10%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.90%
37.31%
38.17%
38.64%
40.32%
40.65%
39.59%
40.02%
39.36%
40.10%