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Haemonetics Corporation HAE

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Market datapartial · fetched 2026-10-23T15:44:40.072Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T15:44:04.909419949Z

FundamentalsAlpha Vantage · unavailable

Share price$117.33
1D+1.7%
$115.40$115.96$116.51$117.07$117.625:30 AM6:30 AM9:00 AM1:00 PMHAE
Sold putSold call

Haemonetics Corporation options

Live interpolated HAE call and put midpoint premiums by absolute delta.Haemonetics Corporation$1.26$7.47$13.67$19.88$26.08$94.22$106.67$119.13$131.58$144.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HAE spot · $117.33HAE PRICE$1.93$2.57$3.17$3.42$4.10$4.79$5.68$6.66$7.68$9.00$10.32$12.27$14.49$2.25$3.04$3.88$4.61$5.33$6.31$7.35$8.69$10.39$12.50$15.20$19.47$24.29
PutsExpensive1.11×
CallsCheap0.75×
SkewBearish+5.86 pp
Implied moveBearish±$13.03
TiltBearish17.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ136.3357.2%17.8%104.1657.5%13.1%
25Δ132.5956.7%15.2%107.0457.0%11.4%
30Δ129.2255.6%12.8%109.6357.4%9.9%
35Δ124.9547.9%9.4%112.1255.3%8.4%
40Δ122.8147.3%8.2%114.5952.8%6.9%
45Δ120.6646.7%6.9%116.7651.9%5.9%
50Δ118.6746.8%6.0%118.8751.4%4.9%
55Δ116.7447.3%5.2%121.1351.7%4.2%
60Δ114.7947.8%4.4%123.5653.0%3.5%
65Δ112.7048.3%3.7%126.3454.8%3.0%
70Δ110.6148.7%3.1%129.6457.6%2.5%
75Δ108.0150.4%2.5%134.4162.8%2.0%
80Δ105.2052.5%2.0%139.8266.6%1.5%

20Δ

Calls
Pseudo strike
136.33
IV
57.2%
B/E move
17.8%
Puts
Pseudo strike
104.16
IV
57.5%
B/E move
13.1%

25Δ

Calls
Pseudo strike
132.59
IV
56.7%
B/E move
15.2%
Puts
Pseudo strike
107.04
IV
57.0%
B/E move
11.4%

30Δ

Calls
Pseudo strike
129.22
IV
55.6%
B/E move
12.8%
Puts
Pseudo strike
109.63
IV
57.4%
B/E move
9.9%

35Δ

Calls
Pseudo strike
124.95
IV
47.9%
B/E move
9.4%
Puts
Pseudo strike
112.12
IV
55.3%
B/E move
8.4%

40Δ

Calls
Pseudo strike
122.81
IV
47.3%
B/E move
8.2%
Puts
Pseudo strike
114.59
IV
52.8%
B/E move
6.9%

45Δ

Calls
Pseudo strike
120.66
IV
46.7%
B/E move
6.9%
Puts
Pseudo strike
116.76
IV
51.9%
B/E move
5.9%

50Δ

Calls
Pseudo strike
118.67
IV
46.8%
B/E move
6.0%
Puts
Pseudo strike
118.87
IV
51.4%
B/E move
4.9%

55Δ

Calls
Pseudo strike
116.74
IV
47.3%
B/E move
5.2%
Puts
Pseudo strike
121.13
IV
51.7%
B/E move
4.2%

60Δ

Calls
Pseudo strike
114.79
IV
47.8%
B/E move
4.4%
Puts
Pseudo strike
123.56
IV
53.0%
B/E move
3.5%

65Δ

Calls
Pseudo strike
112.70
IV
48.3%
B/E move
3.7%
Puts
Pseudo strike
126.34
IV
54.8%
B/E move
3.0%

70Δ

Calls
Pseudo strike
110.61
IV
48.7%
B/E move
3.1%
Puts
Pseudo strike
129.64
IV
57.6%
B/E move
2.5%

75Δ

Calls
Pseudo strike
108.01
IV
50.4%
B/E move
2.5%
Puts
Pseudo strike
134.41
IV
62.8%
B/E move
2.0%

80Δ

Calls
Pseudo strike
105.20
IV
52.5%
B/E move
2.0%
Puts
Pseudo strike
139.82
IV
66.6%
B/E move
1.5%

Options history

No recorded observations