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Huntington Ingalls Industries, Inc. HII

i

Market datapartial · fetched 2026-11-04T00:22:23.579Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-04T00:00:00.002676799Z

FundamentalsAlpha Vantage · unavailable

Share price$316.93
1D+0.9%
AH$310$312$314$317$3195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHII
Sold putSold callAH

Huntington Ingalls Industries, Inc. options

Live interpolated HII call and put midpoint premiums by absolute delta.Huntington Ingalls Industries, Inc.$0.00$0.27$0.54$0.81$1.08$-0.32$0.09$0.50$0.91$1.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEHII PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend31.71%
Daily close
HII29.6%35.4%41.3%2026-08-05: 34.58%2026-08-06: 34.28%2026-08-07: 34.28%2026-08-10: 33.66%2026-08-11: 33.04%2026-08-12: 32.27%2026-08-13: 32.82%2026-08-14: 32.66%2026-08-17: 34.29%2026-08-18: 34.45%2026-08-19: 35.46%2026-08-21: 33.18%2026-08-24: 33.11%2026-08-25: 33.22%2026-08-26: 32.56%2026-08-27: 32.03%2026-08-28: 32.02%2026-08-31: 31.41%2026-09-01: 31.90%2026-09-02: 31.77%2026-09-03: 31.48%2026-09-04: 31.07%2026-09-08: 32.61%2026-09-09: 32.55%2026-09-10: 32.10%2026-09-11: 32.13%2026-09-14: 31.89%2026-09-15: 33.80%2026-09-16: 34.21%2026-09-18: 33.74%2026-09-21: 33.52%2026-09-22: 34.18%2026-09-23: 34.52%2026-09-24: 34.62%2026-09-25: 34.43%2026-09-28: 35.15%2026-09-29: 34.77%2026-09-30: 34.42%2026-10-01: 34.69%2026-10-02: 33.64%2026-10-05: 34.08%2026-10-06: 34.90%2026-10-07: 35.58%2026-10-08: 36.62%2026-10-09: 35.84%2026-10-12: 37.11%2026-10-13: 37.28%2026-10-16: 37.39%2026-10-19: 38.55%2026-10-20: 38.54%2026-10-21: 38.49%2026-10-22: 39.19%2026-10-23: 39.70%2026-10-26: 39.83%2026-10-27: 40.45%2026-10-28: 39.21%2026-10-29: 30.39%2026-10-30: 31.71%Aug 5Sep 16Oct 30
58 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
34.58%
34.28%
34.28%
33.66%
33.04%
32.27%
32.82%
32.66%
34.29%
34.45%
35.46%
33.18%
33.11%
33.22%
32.56%
32.03%
32.02%
31.41%
31.90%
31.77%
31.48%
31.07%
32.61%
32.55%
32.10%
32.13%
31.89%
33.80%
34.21%
33.74%
33.52%
34.18%
34.52%
34.62%
34.43%
35.15%
34.77%
34.42%
34.69%
33.64%
34.08%
34.90%
35.58%
36.62%
35.84%
37.11%
37.28%
37.39%
38.55%
38.54%
38.49%
39.19%
39.70%
39.83%
40.45%
39.21%
30.39%
31.71%