IntraAlpha
Create free account Start free

Haemonetics Corporation HAE

i

Market datapartial · fetched 2026-10-22T23:51:17.470Z

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 · 2026-10-22T23:00:00.003210554Z

FundamentalsAlpha Vantage · unavailable

Share price$116.16
1D-1.4%
AH$115.97$116.63$117.29$117.95$118.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHAE
Sold putSold callAH

Haemonetics Corporation options

Live interpolated HAE call and put midpoint premiums by absolute delta.Haemonetics Corporation$1.43$5.76$10.10$14.43$18.76$95.20$106.99$118.77$130.55$142.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HAE spot · $116.16HAE PRICE$1.90$2.61$3.20$3.72$4.69$5.66$6.68$7.70$8.93$10.23$12.07$14.30$17.51$2.11$2.81$3.59$4.35$5.12$5.97$7.01$8.06$9.31$10.60$12.18$14.23$16.66
PutsFair0.98×
CallsCheap0.85×
SkewBullish-7.16 pp
Implied moveBearish±$13.69
TiltBalanced1.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ134.6855.7%17.6%103.6853.5%12.6%
25Δ131.7157.2%15.6%106.5152.6%10.7%
30Δ128.2755.8%13.2%108.9452.7%9.3%
35Δ124.5751.8%10.4%111.2451.8%8.0%
40Δ122.4453.7%9.4%113.4650.3%6.7%
45Δ120.3055.6%8.4%115.6149.1%5.6%
50Δ118.0055.8%7.3%117.6248.6%4.8%
55Δ115.6855.7%6.2%119.6348.2%4.0%
60Δ113.3455.7%5.3%121.6747.6%3.3%
65Δ111.0155.8%4.4%123.7346.9%2.6%
70Δ108.3457.4%3.7%126.0146.6%2.0%
75Δ105.3960.2%3.0%128.6246.9%1.5%
80Δ101.5464.5%2.5%131.6047.1%1.1%

20Δ

Calls
Pseudo strike
134.68
IV
55.7%
B/E move
17.6%
Puts
Pseudo strike
103.68
IV
53.5%
B/E move
12.6%

25Δ

Calls
Pseudo strike
131.71
IV
57.2%
B/E move
15.6%
Puts
Pseudo strike
106.51
IV
52.6%
B/E move
10.7%

30Δ

Calls
Pseudo strike
128.27
IV
55.8%
B/E move
13.2%
Puts
Pseudo strike
108.94
IV
52.7%
B/E move
9.3%

35Δ

Calls
Pseudo strike
124.57
IV
51.8%
B/E move
10.4%
Puts
Pseudo strike
111.24
IV
51.8%
B/E move
8.0%

40Δ

Calls
Pseudo strike
122.44
IV
53.7%
B/E move
9.4%
Puts
Pseudo strike
113.46
IV
50.3%
B/E move
6.7%

45Δ

Calls
Pseudo strike
120.30
IV
55.6%
B/E move
8.4%
Puts
Pseudo strike
115.61
IV
49.1%
B/E move
5.6%

50Δ

Calls
Pseudo strike
118.00
IV
55.8%
B/E move
7.3%
Puts
Pseudo strike
117.62
IV
48.6%
B/E move
4.8%

55Δ

Calls
Pseudo strike
115.68
IV
55.7%
B/E move
6.2%
Puts
Pseudo strike
119.63
IV
48.2%
B/E move
4.0%

60Δ

Calls
Pseudo strike
113.34
IV
55.7%
B/E move
5.3%
Puts
Pseudo strike
121.67
IV
47.6%
B/E move
3.3%

65Δ

Calls
Pseudo strike
111.01
IV
55.8%
B/E move
4.4%
Puts
Pseudo strike
123.73
IV
46.9%
B/E move
2.6%

70Δ

Calls
Pseudo strike
108.34
IV
57.4%
B/E move
3.7%
Puts
Pseudo strike
126.01
IV
46.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
105.39
IV
60.2%
B/E move
3.0%
Puts
Pseudo strike
128.62
IV
46.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
101.54
IV
64.5%
B/E move
2.5%
Puts
Pseudo strike
131.60
IV
47.1%
B/E move
1.1%

Options history

No recorded observations