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Hippo Holdings Inc. HIPO

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
i

Market dataready · fetched 2026-11-05T17:13:39.163Z

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 · 2026-11-05T17:12:58.974859131Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-05T17:13:36.383999+00:00

Share price$34.47
1D-5.3%
$34.25$34.83$35.42$36.00$36.595:30 AM6:30 AM9:00 AM1:00 PMHIPO
Sold putSold call

Hippo Holdings Inc. options

Live interpolated HIPO call and put midpoint premiums by absolute delta.Hippo Holdings Inc.$0.38$1.38$2.37$3.36$4.35$29.70$32.48$35.27$38.06$40.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive HIPO spot · $34.47HIPO PRICE$0.69$0.95$1.21$1.47$1.73$1.98$2.24$2.54$2.85$3.15$3.46$3.76$4.06$0.49$0.64$0.79$0.93$1.08$1.23$1.38
Puts——
CallsExpensive1.59×
Skew——
Implied moveBullish±$3.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.7863.1%14.5%31.1254.1%11.1%
25Δ38.1667.4%13.5%31.6952.7%9.9%
30Δ37.5471.7%12.4%32.2551.3%8.7%
35Δ36.9376.0%11.4%32.8249.9%7.5%
40Δ36.3180.3%10.3%33.3948.5%6.3%
45Δ35.6984.6%9.3%33.9547.1%5.1%
50Δ35.0788.9%8.3%34.5245.7%3.8%
55Δ34.4585.6%7.3%
60Δ33.8281.4%6.4%
65Δ33.1977.1%5.4%
70Δ32.5772.8%4.5%
75Δ31.9468.6%3.6%
80Δ31.3164.3%2.6%

20Δ

Calls
Pseudo strike
38.78
IV
63.1%
B/E move
14.5%
Puts
Pseudo strike
31.12
IV
54.1%
B/E move
11.1%

25Δ

Calls
Pseudo strike
38.16
IV
67.4%
B/E move
13.5%
Puts
Pseudo strike
31.69
IV
52.7%
B/E move
9.9%

30Δ

Calls
Pseudo strike
37.54
IV
71.7%
B/E move
12.4%
Puts
Pseudo strike
32.25
IV
51.3%
B/E move
8.7%

35Δ

Calls
Pseudo strike
36.93
IV
76.0%
B/E move
11.4%
Puts
Pseudo strike
32.82
IV
49.9%
B/E move
7.5%

40Δ

Calls
Pseudo strike
36.31
IV
80.3%
B/E move
10.3%
Puts
Pseudo strike
33.39
IV
48.5%
B/E move
6.3%

45Δ

Calls
Pseudo strike
35.69
IV
84.6%
B/E move
9.3%
Puts
Pseudo strike
33.95
IV
47.1%
B/E move
5.1%

50Δ

Calls
Pseudo strike
35.07
IV
88.9%
B/E move
8.3%
Puts
Pseudo strike
34.52
IV
45.7%
B/E move
3.8%

55Δ

Calls
Pseudo strike
34.45
IV
85.6%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
33.82
IV
81.4%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
33.19
IV
77.1%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
32.57
IV
72.8%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
31.94
IV
68.6%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
31.31
IV
64.3%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend46.18%
Daily close
HIPO44.2%58.7%73.3%2026-09-03: 50.86%2026-09-23: 51.73%2026-09-24: 49.58%2026-09-28: 54.60%2026-10-15: 71.29%2026-10-16: 51.94%2026-10-19: 50.41%2026-10-20: 51.43%2026-10-21: 51.28%2026-10-22: 54.34%2026-10-23: 53.27%2026-10-26: 53.77%2026-10-27: 54.83%2026-10-28: 60.00%2026-10-29: 47.40%2026-10-30: 46.18%Sep 3Oct 20Oct 30
16 observations2026-09-03 — 2026-10-30
Table
DateIV (%)
50.86%
51.73%
49.58%
54.60%
71.29%
51.94%
50.41%
51.43%
51.28%
54.34%
53.27%
53.77%
54.83%
60.00%
47.40%
46.18%