HRTG · Heritage Insurance Holdings, Inc.

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$27.79 +1.51 (+5.73%) At close · Jul 24

Market Cap

$844.33M

30.35M

Options Chain

15-min delayed Underlying $27.79 · today Options Calculator

Positioning

Aug 21, 2026 · 26 days to expiry · 14 contracts

Put / call OI

0.06

Call-heavy positioning

Open interest

683

contracts outstanding

Volume

traded today

Max pain

$25.00

$2.79 below spot

ATM implied vol

74.9%

market's expected move

Open interest by strike

Calls Puts

12.5

17.5

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 26d Sep 18 54d Dec 18 145d Mar 19 236d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	—	—	—		$0.05	-0.037	197.9%	2	2
Call · $12.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $12.5 Last $0.05 Breakeven $12.45 Implied vol 197.9% Delta -0.037 ≈4% ITM Gamma 0.006 Theta -0.023 Vega 0.005 Open interest 2 Model this put
0	—	—	—	—		—	-0.06	174.3%	—	0
Call · $15 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $15 Last — Breakeven — Implied vol 174.3% Delta -0.06 ≈6% ITM Gamma 0.009 Theta -0.029 Vega 0.009 Open interest 0 Model this put
0	—	—	—	—		$0.05	-0.073	136.1%	2	5
Call · $17.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $17.5 Last $0.05 Breakeven $17.45 Implied vol 136.1% Delta -0.073 ≈7% ITM Gamma 0.014 Theta -0.027 Vega 0.01 Open interest 5 Model this put
0	—	—	—	—		$0.75	-0.097	107.8%	4	4
Call · $20 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $20 Last $0.75 Breakeven $19.25 Implied vol 107.8% Delta -0.097 ≈10% ITM Gamma 0.022 Theta -0.026 Vega 0.011 Open interest 4 Model this put
0	—	0.2%	1	—		$0.62	-0.134	79.2%	1	12
Call · $22.5 In the money Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.002 Vega 0 Open interest 0 Model this call Put · $22.5 Last $0.62 Breakeven $21.88 Implied vol 79.2% Delta -0.134 ≈13% ITM Gamma 0.036 Theta -0.024 Vega 0.018 Open interest 12 Model this put
65	20	38.8%	0.864	$3.20		$0.80	-0.268	78.7%	1	18
Call · $25 In the money Last $3.20 Breakeven $28.20 Implied vol 38.8% Delta 0.864 ≈86% ITM Gamma 0.075 Theta -0.014 Vega 0.018 Open interest 65 Model this call Put · $25 Last $0.80 Breakeven $24.20 Implied vol 78.7% Delta -0.268 ≈27% ITM Gamma 0.056 Theta -0.036 Vega 0.024 Open interest 18 Model this put
Underlying $27.79
577	5	65.1%	0.372	$1.00		—	-0.583	84.8%	—	0
Call · $30 Last $1.00 Breakeven $31.00 Implied vol 65.1% Delta 0.372 ≈37% ITM Gamma 0.078 Theta -0.036 Vega 0.027 Open interest 577 Model this call Put · $30 In the money Last — Breakeven — Implied vol 84.8% Delta -0.583 ≈58% ITM Gamma 0.063 Theta -0.046 Vega 0.031 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1598665 CUSIP 42727J102 13F (30d) 27 filings 27 filers Visit website Investor relations