HNI Corporation HNI
CONSUMER CYCLICAL · FURNISHINGS, FIXTURES & APPLIANCESi
Market dataready · fetched 2026-11-05T18:31:46.062Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-05T18:31:31.047267546Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-05T18:31:45.121834+00:00
HNI Corporation options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 63.53 | 139.1% | 35.4% | 41.67 | 87.2% | 15.2% |
| 25Δ | 57.45 | 109.6% | 22.8% | 43.22 | 81.3% | 12.4% |
| 30Δ | 54.28 | 94.3% | 16.5% | 44.77 | 75.3% | 9.7% |
| 35Δ | 52.48 | 85.1% | 13.1% | 45.62 | 70.9% | 8.4% |
| 40Δ | 50.68 | 75.9% | 9.7% | 46.35 | 66.8% | 7.3% |
| 45Δ | 49.52 | 70.7% | 7.8% | 47.07 | 62.7% | 6.3% |
| 50Δ | 48.74 | 67.7% | 6.8% | 47.80 | 58.6% | 5.2% |
| 55Δ | 47.97 | 64.8% | 5.8% | 48.53 | 54.5% | 4.1% |
| 60Δ | 47.19 | 61.9% | 4.8% | 49.25 | 50.5% | 3.0% |
| 65Δ | 46.42 | 58.9% | 3.8% | 49.98 | 46.4% | 2.0% |
| 70Δ | 45.64 | 56.0% | 2.8% | 50.96 | 46.9% | 1.6% |
| 75Δ | 44.65 | 56.1% | 1.9% | 51.95 | 47.5% | 1.3% |
| 80Δ | 42.57 | 71.3% | 1.7% | 52.94 | 48.2% | 0.9% |
20Δ
- Pseudo strike
- 63.53
- IV
- 139.1%
- B/E move
- 35.4%
- Pseudo strike
- 41.67
- IV
- 87.2%
- B/E move
- 15.2%
25Δ
- Pseudo strike
- 57.45
- IV
- 109.6%
- B/E move
- 22.8%
- Pseudo strike
- 43.22
- IV
- 81.3%
- B/E move
- 12.4%
30Δ
- Pseudo strike
- 54.28
- IV
- 94.3%
- B/E move
- 16.5%
- Pseudo strike
- 44.77
- IV
- 75.3%
- B/E move
- 9.7%
35Δ
- Pseudo strike
- 52.48
- IV
- 85.1%
- B/E move
- 13.1%
- Pseudo strike
- 45.62
- IV
- 70.9%
- B/E move
- 8.4%
40Δ
- Pseudo strike
- 50.68
- IV
- 75.9%
- B/E move
- 9.7%
- Pseudo strike
- 46.35
- IV
- 66.8%
- B/E move
- 7.3%
45Δ
- Pseudo strike
- 49.52
- IV
- 70.7%
- B/E move
- 7.8%
- Pseudo strike
- 47.07
- IV
- 62.7%
- B/E move
- 6.3%
50Δ
- Pseudo strike
- 48.74
- IV
- 67.7%
- B/E move
- 6.8%
- Pseudo strike
- 47.80
- IV
- 58.6%
- B/E move
- 5.2%
55Δ
- Pseudo strike
- 47.97
- IV
- 64.8%
- B/E move
- 5.8%
- Pseudo strike
- 48.53
- IV
- 54.5%
- B/E move
- 4.1%
60Δ
- Pseudo strike
- 47.19
- IV
- 61.9%
- B/E move
- 4.8%
- Pseudo strike
- 49.25
- IV
- 50.5%
- B/E move
- 3.0%
65Δ
- Pseudo strike
- 46.42
- IV
- 58.9%
- B/E move
- 3.8%
- Pseudo strike
- 49.98
- IV
- 46.4%
- B/E move
- 2.0%
70Δ
- Pseudo strike
- 45.64
- IV
- 56.0%
- B/E move
- 2.8%
- Pseudo strike
- 50.96
- IV
- 46.9%
- B/E move
- 1.6%
75Δ
- Pseudo strike
- 44.65
- IV
- 56.1%
- B/E move
- 1.9%
- Pseudo strike
- 51.95
- IV
- 47.5%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- 42.57
- IV
- 71.3%
- B/E move
- 1.7%
- Pseudo strike
- 52.94
- IV
- 48.2%
- B/E move
- 0.9%
Options history
Table
| Date | IV (%) |
|---|---|
| 47.25% | |
| 42.65% | |
| 50.63% | |
| 53.09% | |
| 59.61% | |
| 75.63% | |
| 39.37% | |
| 39.16% | |
| 39.66% | |
| 40.61% | |
| 38.97% | |
| 40.73% | |
| 43.30% | |
| 41.76% | |
| 41.94% | |
| 48.65% | |
| 50.31% | |
| 52.91% | |
| 38.55% | |
| 38.11% | |
| 36.88% | |
| 36.99% | |
| 38.26% | |
| 39.15% | |
| 38.31% | |
| 38.39% | |
| 39.28% | |
| 41.62% | |
| 39.99% | |
| 40.87% | |
| 40.37% | |
| 41.74% | |
| 42.62% | |
| 42.64% | |
| 41.05% | |
| 43.60% |