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Hippo Holdings Inc. HIPO

i

Market dataready · fetched 2026-11-07T06:32:24.379Z

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 · 2026-11-07T00:00:00.003161073Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T06:32:23.982669+00:00

Share price$34.89
1D+1.7%
AH$33.87$34.19$34.51$34.83$35.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHIPO
Sold putSold callAH

Hippo Holdings Inc. options

Live interpolated HIPO call and put midpoint premiums by absolute delta.Hippo Holdings Inc.$0.23$1.87$3.52$5.16$6.80$30.24$32.61$34.99$37.36$39.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HIPO spot · $34.89HIPO PRICE$0.48$0.64$0.80$0.96$1.13$1.29$1.45$1.81$2.26$2.72$3.17$3.62$4.07$0.41$0.52$0.63$0.74$0.84$0.95$1.13$1.91$2.69$3.47$4.25$5.04$6.33
PutsFair0.99×
CallsExpensive1.25×
SkewBullish-3.52 pp
Implied moveBullish±$2.58
TiltBearish8.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.9356.2%13.0%31.4552.9%11.0%
25Δ38.3156.5%11.6%32.0550.5%9.6%
30Δ37.6956.9%10.3%32.6548.1%8.2%
35Δ37.0657.2%9.0%33.2545.7%6.8%
40Δ36.4457.5%7.7%33.8643.3%5.4%
45Δ35.8257.8%6.3%34.4640.9%4.0%
50Δ35.1958.1%5.0%35.0839.5%2.7%
55Δ34.5758.6%4.3%35.9346.7%2.5%
60Δ33.9459.0%3.8%36.7854.0%2.3%
65Δ33.3159.4%3.3%37.6361.2%2.1%
70Δ32.6959.9%2.8%38.4868.4%1.9%
75Δ32.0660.3%2.3%39.3375.7%1.7%
80Δ31.4360.7%1.7%40.7085.5%1.5%

20Δ

Calls
Pseudo strike
38.93
IV
56.2%
B/E move
13.0%
Puts
Pseudo strike
31.45
IV
52.9%
B/E move
11.0%

25Δ

Calls
Pseudo strike
38.31
IV
56.5%
B/E move
11.6%
Puts
Pseudo strike
32.05
IV
50.5%
B/E move
9.6%

30Δ

Calls
Pseudo strike
37.69
IV
56.9%
B/E move
10.3%
Puts
Pseudo strike
32.65
IV
48.1%
B/E move
8.2%

35Δ

Calls
Pseudo strike
37.06
IV
57.2%
B/E move
9.0%
Puts
Pseudo strike
33.25
IV
45.7%
B/E move
6.8%

40Δ

Calls
Pseudo strike
36.44
IV
57.5%
B/E move
7.7%
Puts
Pseudo strike
33.86
IV
43.3%
B/E move
5.4%

45Δ

Calls
Pseudo strike
35.82
IV
57.8%
B/E move
6.3%
Puts
Pseudo strike
34.46
IV
40.9%
B/E move
4.0%

50Δ

Calls
Pseudo strike
35.19
IV
58.1%
B/E move
5.0%
Puts
Pseudo strike
35.08
IV
39.5%
B/E move
2.7%

55Δ

Calls
Pseudo strike
34.57
IV
58.6%
B/E move
4.3%
Puts
Pseudo strike
35.93
IV
46.7%
B/E move
2.5%

60Δ

Calls
Pseudo strike
33.94
IV
59.0%
B/E move
3.8%
Puts
Pseudo strike
36.78
IV
54.0%
B/E move
2.3%

65Δ

Calls
Pseudo strike
33.31
IV
59.4%
B/E move
3.3%
Puts
Pseudo strike
37.63
IV
61.2%
B/E move
2.1%

70Δ

Calls
Pseudo strike
32.69
IV
59.9%
B/E move
2.8%
Puts
Pseudo strike
38.48
IV
68.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
32.06
IV
60.3%
B/E move
2.3%
Puts
Pseudo strike
39.33
IV
75.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
31.43
IV
60.7%
B/E move
1.7%
Puts
Pseudo strike
40.70
IV
85.5%
B/E move
1.5%

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%