Hertz Global Holdings, Inc Common Stock HTZ
i
Market datapartial · fetched 2026-11-03T15:44:25.533Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06
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 · 2026-11-03T15:44:09.910097002Z
FundamentalsAlpha Vantage · unavailable
Hertz Global Holdings, Inc Common Stock options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.82 | 332.6% | 41.5% | 1.69 | 257.2% | 21.2% |
| 25Δ | 2.59 | 302.2% | 30.8% | 1.76 | 265.1% | 18.9% |
| 30Δ | 2.45 | 288.0% | 24.9% | 1.83 | 272.9% | 16.7% |
| 35Δ | 2.37 | 283.5% | 22.0% | 1.90 | 280.8% | 14.5% |
| 40Δ | 2.29 | 279.1% | 19.0% | 1.97 | 288.6% | 12.2% |
| 45Δ | 2.21 | 274.6% | 16.1% | 2.05 | 294.3% | 10.6% |
| 50Δ | 2.12 | 270.1% | 13.1% | 2.14 | 298.4% | 9.5% |
| 55Δ | 2.04 | 265.7% | 10.2% | 2.23 | 302.6% | 8.3% |
| 60Δ | 1.96 | 263.8% | 8.1% | 2.31 | 306.7% | 7.2% |
| 65Δ | 1.89 | 264.7% | 7.0% | 2.40 | 310.8% | 6.0% |
| 70Δ | 1.81 | 265.7% | 5.9% | |||
| 75Δ | 1.74 | 266.7% | 4.8% | |||
| 80Δ | 1.66 | 267.6% | 3.6% | |||
20Δ
- Pseudo strike
- 2.82
- IV
- 332.6%
- B/E move
- 41.5%
- Pseudo strike
- 1.69
- IV
- 257.2%
- B/E move
- 21.2%
25Δ
- Pseudo strike
- 2.59
- IV
- 302.2%
- B/E move
- 30.8%
- Pseudo strike
- 1.76
- IV
- 265.1%
- B/E move
- 18.9%
30Δ
- Pseudo strike
- 2.45
- IV
- 288.0%
- B/E move
- 24.9%
- Pseudo strike
- 1.83
- IV
- 272.9%
- B/E move
- 16.7%
35Δ
- Pseudo strike
- 2.37
- IV
- 283.5%
- B/E move
- 22.0%
- Pseudo strike
- 1.90
- IV
- 280.8%
- B/E move
- 14.5%
40Δ
- Pseudo strike
- 2.29
- IV
- 279.1%
- B/E move
- 19.0%
- Pseudo strike
- 1.97
- IV
- 288.6%
- B/E move
- 12.2%
45Δ
- Pseudo strike
- 2.21
- IV
- 274.6%
- B/E move
- 16.1%
- Pseudo strike
- 2.05
- IV
- 294.3%
- B/E move
- 10.6%
50Δ
- Pseudo strike
- 2.12
- IV
- 270.1%
- B/E move
- 13.1%
- Pseudo strike
- 2.14
- IV
- 298.4%
- B/E move
- 9.5%
55Δ
- Pseudo strike
- 2.04
- IV
- 265.7%
- B/E move
- 10.2%
- Pseudo strike
- 2.23
- IV
- 302.6%
- B/E move
- 8.3%
60Δ
- Pseudo strike
- 1.96
- IV
- 263.8%
- B/E move
- 8.1%
- Pseudo strike
- 2.31
- IV
- 306.7%
- B/E move
- 7.2%
65Δ
- Pseudo strike
- 1.89
- IV
- 264.7%
- B/E move
- 7.0%
- Pseudo strike
- 2.40
- IV
- 310.8%
- B/E move
- 6.0%
70Δ
- Pseudo strike
- 1.81
- IV
- 265.7%
- B/E move
- 5.9%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 1.74
- IV
- 266.7%
- B/E move
- 4.8%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 1.66
- IV
- 267.6%
- B/E move
- 3.6%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 244.75% | |
| 258.38% | |
| 168.32% | |
| 170.83% | |
| 207.02% | |
| 113.43% | |
| 86.07% | |
| 149.74% | |
| 156.60% | |
| 143.38% | |
| 148.51% | |
| 160.73% |
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