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Houlihan Lokey, Inc. HLI

i

Market dataready · fetched 2026-11-07T08:09:17.620Z

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

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T08:09:17.184980+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$3.49$5.75$8.01$10.27$119.48$133.45$147.42$161.39$175.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HLI spot · $145.86HLI PRICE$1.47$1.71$2.04$2.37$2.85$3.39$3.94$4.49$5.23$6.01$6.78$7.57$9.21$1.48$1.79$2.22$2.78$3.33$3.91$4.74$5.57$6.40$7.21$8.01$8.82$9.62
PutsCheap0.53×
CallsCheap0.44×
SkewBearish+1.57 pp
Implied moveBearish±$8.68
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ159.1349.4%10.1%136.0545.7%7.7%
25Δ154.9342.5%7.4%138.6742.0%6.2%
30Δ152.8040.3%6.2%140.7240.1%5.0%
35Δ150.6738.0%4.9%142.1840.0%4.4%
40Δ149.1037.1%4.2%143.6439.9%3.8%
45Δ147.7837.0%3.6%145.1039.9%3.2%
50Δ146.4736.8%3.1%146.5340.1%2.8%
55Δ145.1536.6%2.6%147.9640.3%2.4%
60Δ143.8636.2%2.2%149.3940.5%2.0%
65Δ142.5735.9%1.9%150.7439.6%1.6%
70Δ141.2835.5%1.5%152.0437.9%1.3%
75Δ139.9835.1%1.2%153.3436.2%0.9%
80Δ138.0036.0%0.9%154.6334.5%0.6%

20Δ

Calls
Pseudo strike
159.13
IV
49.4%
B/E move
10.1%
Puts
Pseudo strike
136.05
IV
45.7%
B/E move
7.7%

25Δ

Calls
Pseudo strike
154.93
IV
42.5%
B/E move
7.4%
Puts
Pseudo strike
138.67
IV
42.0%
B/E move
6.2%

30Δ

Calls
Pseudo strike
152.80
IV
40.3%
B/E move
6.2%
Puts
Pseudo strike
140.72
IV
40.1%
B/E move
5.0%

35Δ

Calls
Pseudo strike
150.67
IV
38.0%
B/E move
4.9%
Puts
Pseudo strike
142.18
IV
40.0%
B/E move
4.4%

40Δ

Calls
Pseudo strike
149.10
IV
37.1%
B/E move
4.2%
Puts
Pseudo strike
143.64
IV
39.9%
B/E move
3.8%

45Δ

Calls
Pseudo strike
147.78
IV
37.0%
B/E move
3.6%
Puts
Pseudo strike
145.10
IV
39.9%
B/E move
3.2%

50Δ

Calls
Pseudo strike
146.47
IV
36.8%
B/E move
3.1%
Puts
Pseudo strike
146.53
IV
40.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
145.15
IV
36.6%
B/E move
2.6%
Puts
Pseudo strike
147.96
IV
40.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
143.86
IV
36.2%
B/E move
2.2%
Puts
Pseudo strike
149.39
IV
40.5%
B/E move
2.0%

65Δ

Calls
Pseudo strike
142.57
IV
35.9%
B/E move
1.9%
Puts
Pseudo strike
150.74
IV
39.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
141.28
IV
35.5%
B/E move
1.5%
Puts
Pseudo strike
152.04
IV
37.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
139.98
IV
35.1%
B/E move
1.2%
Puts
Pseudo strike
153.34
IV
36.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
138.00
IV
36.0%
B/E move
0.9%
Puts
Pseudo strike
154.63
IV
34.5%
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%