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Houlihan Lokey, Inc. HLI

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-11-07T01:24:14.420Z

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 · 2026-11-07T00:00:00.002818079Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T01:14:22.459794+00:00

Share price$145.86
1D-0.6%
AH$144.92$145.68$146.45$147.21$147.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHLI
Sold putSold callAH

Houlihan Lokey, Inc. options

Live interpolated HLI call and put midpoint premiums by absolute delta.Houlihan Lokey, Inc.$1.23$3.50$5.77$8.04$10.31$119.48$133.45$147.42$161.39$175.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HLI spot · $145.86HLI PRICE$1.47$1.71$2.04$2.37$2.84$3.39$3.93$4.48$5.22$6.00$6.77$7.54$9.17$1.48$1.79$2.23$2.78$3.34$3.92$4.75$5.58$6.41$7.23$8.03$8.84$9.65
PutsCheap0.52×
CallsCheap0.44×
SkewBearish+1.51 pp
Implied moveBearish±$8.68
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ159.1348.9%10.1%136.0645.0%7.7%
25Δ154.9442.1%7.4%138.6940.8%6.1%
30Δ152.8139.4%6.2%140.7338.7%5.0%
35Δ150.6936.7%4.9%142.1938.6%4.4%
40Δ149.1135.7%4.2%143.6638.5%3.8%
45Δ147.8035.5%3.7%145.1238.5%3.2%
50Δ146.4835.4%3.1%146.5538.7%2.8%
55Δ145.1735.2%2.6%147.9838.9%2.4%
60Δ143.8834.8%2.2%149.4139.1%2.0%
65Δ142.5934.5%1.9%150.7738.2%1.6%
70Δ141.3034.1%1.5%152.0736.6%1.2%
75Δ140.0233.7%1.2%153.3835.0%0.9%
80Δ138.0534.5%0.9%154.6833.4%0.6%

20Δ

Calls
Pseudo strike
159.13
IV
48.9%
B/E move
10.1%
Puts
Pseudo strike
136.06
IV
45.0%
B/E move
7.7%

25Δ

Calls
Pseudo strike
154.94
IV
42.1%
B/E move
7.4%
Puts
Pseudo strike
138.69
IV
40.8%
B/E move
6.1%

30Δ

Calls
Pseudo strike
152.81
IV
39.4%
B/E move
6.2%
Puts
Pseudo strike
140.73
IV
38.7%
B/E move
5.0%

35Δ

Calls
Pseudo strike
150.69
IV
36.7%
B/E move
4.9%
Puts
Pseudo strike
142.19
IV
38.6%
B/E move
4.4%

40Δ

Calls
Pseudo strike
149.11
IV
35.7%
B/E move
4.2%
Puts
Pseudo strike
143.66
IV
38.5%
B/E move
3.8%

45Δ

Calls
Pseudo strike
147.80
IV
35.5%
B/E move
3.7%
Puts
Pseudo strike
145.12
IV
38.5%
B/E move
3.2%

50Δ

Calls
Pseudo strike
146.48
IV
35.4%
B/E move
3.1%
Puts
Pseudo strike
146.55
IV
38.7%
B/E move
2.8%

55Δ

Calls
Pseudo strike
145.17
IV
35.2%
B/E move
2.6%
Puts
Pseudo strike
147.98
IV
38.9%
B/E move
2.4%

60Δ

Calls
Pseudo strike
143.88
IV
34.8%
B/E move
2.2%
Puts
Pseudo strike
149.41
IV
39.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
142.59
IV
34.5%
B/E move
1.9%
Puts
Pseudo strike
150.77
IV
38.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
141.30
IV
34.1%
B/E move
1.5%
Puts
Pseudo strike
152.07
IV
36.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
140.02
IV
33.7%
B/E move
1.2%
Puts
Pseudo strike
153.38
IV
35.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
138.05
IV
34.5%
B/E move
0.9%
Puts
Pseudo strike
154.68
IV
33.4%
B/E move
0.6%

Options history

IV · four-Friday blend36.95%
Daily close
HLI32.2%38.8%45.5%2026-08-10: 38.03%2026-08-11: 36.20%2026-08-12: 37.08%2026-08-13: 34.40%2026-08-14: 36.09%2026-08-17: 39.34%2026-08-18: 38.91%2026-08-19: 38.51%2026-08-20: 44.25%2026-08-21: 34.53%2026-08-24: 34.84%2026-08-25: 34.58%2026-08-26: 33.52%2026-08-27: 33.21%2026-08-28: 33.14%2026-08-31: 34.34%2026-09-01: 35.16%2026-09-02: 34.81%2026-09-03: 34.81%2026-09-04: 34.46%2026-09-08: 36.07%2026-09-09: 35.79%2026-09-10: 37.73%2026-09-11: 35.99%2026-09-14: 37.08%2026-09-15: 40.87%2026-09-16: 40.40%2026-09-17: 44.55%2026-09-18: 36.38%2026-09-21: 36.63%2026-09-22: 36.93%2026-09-23: 36.40%2026-09-24: 37.18%2026-09-25: 36.00%2026-09-28: 37.55%2026-09-29: 38.08%2026-09-30: 37.45%2026-10-01: 36.12%2026-10-02: 37.17%2026-10-05: 37.69%2026-10-06: 36.68%2026-10-07: 37.89%2026-10-08: 37.50%2026-10-09: 36.44%2026-10-12: 39.31%2026-10-13: 39.87%2026-10-14: 43.16%2026-10-16: 37.81%2026-10-19: 38.52%2026-10-20: 37.67%2026-10-21: 38.09%2026-10-22: 37.94%2026-10-23: 39.66%2026-10-26: 39.59%2026-10-27: 40.35%2026-10-28: 40.50%2026-10-29: 36.81%2026-10-30: 36.95%Aug 10Sep 18Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
38.03%
36.20%
37.08%
34.40%
36.09%
39.34%
38.91%
38.51%
44.25%
34.53%
34.84%
34.58%
33.52%
33.21%
33.14%
34.34%
35.16%
34.81%
34.81%
34.46%
36.07%
35.79%
37.73%
35.99%
37.08%
40.87%
40.40%
44.55%
36.38%
36.63%
36.93%
36.40%
37.18%
36.00%
37.55%
38.08%
37.45%
36.12%
37.17%
37.69%
36.68%
37.89%
37.50%
36.44%
39.31%
39.87%
43.16%
37.81%
38.52%
37.67%
38.09%
37.94%
39.66%
39.59%
40.35%
40.50%
36.81%
36.95%