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Honda Motor Co., Ltd. American Depositary Share, each representing three (3) shares of Common Stock HMC

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Market datapartial · fetched 2026-11-07T06:09:22.862Z

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 · 2026-11-07T00:29:45.914122192Z

FundamentalsAlpha Vantage · unavailable

Share price$35.19
1D+1.8%
AH$35.07$35.35$35.63$35.91$36.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHMC
Sold putSold callAH

Honda Motor Co., Ltd. American Depositary Share, each representing three (3) shares of Common Stock options

Live interpolated HMC call and put midpoint premiums by absolute delta.Honda Motor Co., Ltd. American Depositary Share, each representing three (3) shares of Common Stock$0.15$1.25$2.34$3.44$4.54$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ 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 PRICEHMC PRICE$0.27$0.46$0.65$0.84$1.03$1.23$1.42$1.63$2.13$2.62$3.12$3.63$4.22$0.47$0.63$0.82$1.01$1.20$1.39
Puts——
CallsExpensive1.39×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.5436.9%7.4%32.1859.1%9.9%
25Δ37.1639.5%6.9%32.9255.9%8.3%
30Δ36.7942.3%6.4%33.4356.1%7.3%
35Δ36.4345.0%5.9%33.9556.2%6.4%
40Δ36.0747.8%5.4%34.4656.3%5.5%
45Δ35.7050.6%4.9%34.9856.4%4.6%
50Δ35.3453.3%4.5%
55Δ34.9656.2%4.0%
60Δ34.3260.7%3.6%
65Δ33.6965.2%3.2%
70Δ33.0569.7%2.8%
75Δ32.3973.3%2.4%
80Δ31.6271.8%1.8%

20Δ

Calls
Pseudo strike
37.54
IV
36.9%
B/E move
7.4%
Puts
Pseudo strike
32.18
IV
59.1%
B/E move
9.9%

25Δ

Calls
Pseudo strike
37.16
IV
39.5%
B/E move
6.9%
Puts
Pseudo strike
32.92
IV
55.9%
B/E move
8.3%

30Δ

Calls
Pseudo strike
36.79
IV
42.3%
B/E move
6.4%
Puts
Pseudo strike
33.43
IV
56.1%
B/E move
7.3%

35Δ

Calls
Pseudo strike
36.43
IV
45.0%
B/E move
5.9%
Puts
Pseudo strike
33.95
IV
56.2%
B/E move
6.4%

40Δ

Calls
Pseudo strike
36.07
IV
47.8%
B/E move
5.4%
Puts
Pseudo strike
34.46
IV
56.3%
B/E move
5.5%

45Δ

Calls
Pseudo strike
35.70
IV
50.6%
B/E move
4.9%
Puts
Pseudo strike
34.98
IV
56.4%
B/E move
4.6%

50Δ

Calls
Pseudo strike
35.34
IV
53.3%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
34.96
IV
56.2%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
34.32
IV
60.7%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
33.69
IV
65.2%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
33.05
IV
69.7%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
32.39
IV
73.3%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
31.62
IV
71.8%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend30.37%
Daily close
HMC25.5%31.3%37.1%2026-08-21: 26.51%2026-08-24: 27.30%2026-08-25: 27.86%2026-08-28: 27.49%2026-08-31: 27.36%2026-09-01: 26.30%2026-09-02: 27.65%2026-09-03: 34.26%2026-09-04: 30.45%2026-09-11: 30.16%2026-09-14: 36.31%2026-09-21: 28.03%2026-09-22: 27.27%2026-09-23: 29.02%2026-09-24: 30.23%2026-09-25: 32.81%2026-09-28: 28.87%2026-09-29: 30.48%2026-10-08: 28.30%2026-10-09: 29.67%2026-10-16: 31.26%2026-10-19: 29.63%2026-10-20: 31.21%2026-10-21: 28.03%2026-10-22: 30.53%2026-10-23: 29.29%2026-10-26: 33.28%2026-10-27: 28.04%2026-10-28: 30.03%2026-10-29: 30.52%2026-10-30: 30.37%Aug 21Sep 25Oct 30
31 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
26.51%
27.30%
27.86%
27.49%
27.36%
26.30%
27.65%
34.26%
30.45%
30.16%
36.31%
28.03%
27.27%
29.02%
30.23%
32.81%
28.87%
30.48%
28.30%
29.67%
31.26%
29.63%
31.21%
28.03%
30.53%
29.29%
33.28%
28.04%
30.03%
30.52%
30.37%