IntraAlpha
Create free account Start free

Huron Consulting Group Inc. Common Stock HURN

i

Market datapartial · fetched 2026-11-04T09:43:32.685Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T22:13:59.057233896Z

FundamentalsAlpha Vantage · unavailable

Share price$197.12
1D-6.3%
AH$181$186$191$196$2015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHURN
Sold putSold callAH

Huron Consulting Group Inc. Common Stock options

Live interpolated HURN call and put midpoint premiums by absolute delta.Huron Consulting Group Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.20$0.15$0.50$0.85$1.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEHURN PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend54.29%
Daily close
HURN40.3%47.8%55.3%2026-08-06: 45.01%2026-08-07: 45.35%2026-08-10: 45.86%2026-08-11: 44.93%2026-08-12: 43.48%2026-08-13: 42.81%2026-08-14: 42.79%2026-08-17: 47.05%2026-08-18: 46.16%2026-08-19: 44.32%2026-08-20: 45.31%2026-08-21: 42.22%2026-08-24: 43.05%2026-08-25: 43.00%2026-08-26: 42.78%2026-08-27: 41.34%2026-08-28: 41.75%2026-08-31: 42.20%2026-09-01: 42.71%2026-09-02: 43.03%2026-09-03: 42.33%2026-09-04: 41.93%2026-09-08: 46.27%2026-09-09: 45.34%2026-09-10: 45.94%2026-09-11: 43.84%2026-09-14: 48.87%2026-09-15: 46.13%2026-09-16: 48.15%2026-09-17: 52.42%2026-09-18: 45.26%2026-09-21: 45.07%2026-09-22: 45.31%2026-09-23: 45.27%2026-09-24: 45.35%2026-09-25: 45.37%2026-09-28: 45.51%2026-09-29: 46.64%2026-09-30: 46.53%2026-10-01: 46.06%2026-10-02: 46.93%2026-10-05: 47.22%2026-10-06: 47.92%2026-10-07: 47.69%2026-10-08: 48.44%2026-10-09: 47.95%2026-10-12: 49.87%2026-10-13: 50.45%2026-10-14: 51.62%2026-10-15: 53.96%2026-10-16: 50.01%2026-10-19: 50.40%2026-10-20: 50.65%2026-10-21: 50.76%2026-10-22: 51.48%2026-10-23: 52.17%2026-10-26: 53.45%2026-10-27: 53.78%2026-10-28: 54.16%2026-10-29: 54.15%2026-10-30: 54.29%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
45.01%
45.35%
45.86%
44.93%
43.48%
42.81%
42.79%
47.05%
46.16%
44.32%
45.31%
42.22%
43.05%
43.00%
42.78%
41.34%
41.75%
42.20%
42.71%
43.03%
42.33%
41.93%
46.27%
45.34%
45.94%
43.84%
48.87%
46.13%
48.15%
52.42%
45.26%
45.07%
45.31%
45.27%
45.35%
45.37%
45.51%
46.64%
46.53%
46.06%
46.93%
47.22%
47.92%
47.69%
48.44%
47.95%
49.87%
50.45%
51.62%
53.96%
50.01%
50.40%
50.65%
50.76%
51.48%
52.17%
53.45%
53.78%
54.16%
54.15%
54.29%