HCI Group (HCI) Options Chain
NYSE: HCIFinanceProperty-Casualty InsurersUSD
At close: Oct 8, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- Oct 16, 2026
- Days to expiration
- 7
- Share price
- $192.35
- Put/call ratio (volume)
- 0.09
- Open interest (C / P)
- 0 / 0
HCI options summary
The HCI options chain for the October 16, 2026 expiration lists 12 call and 6 put contracts, with 7 days until expiration. The most open interest sits at the $130.00 call (0 contracts) and the $150.00 put (0 contracts).
Summary generated from market data by MetaCap's automated system. Methodology
HCI options chain · October 16, 2026
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| 49.10 | 0.00 | 0.00 | 130.00 | — | — | — | |||||
| 45.30 | 0.00 | 0.00 | 140.00 | — | — | — | |||||
| 38.60 | 0.00 | 0.00 | 145.00 | — | — | — | |||||
| 36.50 | 0.00 | 0.00 | 150.00 | 0.00 | 0.00 | 1.20 | |||||
| 16.40 | 0.00 | 0.00 | 160.00 | 0.00 | 0.00 | 0.55 | |||||
| 22.70 | 0.00 | 0.00 | 165.00 | 0.00 | 0.00 | 0.70 | |||||
| — | — | — | 170.00 | 0.00 | 0.00 | 0.55 | |||||
| 4.80 | 0.00 | 0.00 | 175.00 | 0.00 | 0.00 | 0.85 | |||||
| — | — | — | 180.00 | 0.00 | 0.00 | 6.20 | |||||
| 1.05 | 0.00 | 0.00 | 185.00 | — | — | — | |||||
| 3.00 | 0.00 | 0.00 | 190.00 | — | — | — | |||||
| 0.82 | 0.00 | 0.00 | 195.00 | — | — | — | |||||
| 1.15 | 0.00 | 0.00 | 200.00 | — | — | — | |||||
| 0.90 | 0.00 | 0.00 | 210.00 | — | — | — | |||||
In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.
Frequently asked questions
How many HCI option expiration dates are there?
HCI has 4 listed expiration dates, from Oct 16, 2026 to Mar 19, 2027.
What does "in the money" mean?
A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.