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Halozyme Therapeutics, Inc. Common Stock HALO

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Market dataready · fetched 2026-11-11T14:54:43.242Z

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: 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 · 2026-11-11T14:54:39.022058797Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:54:42.699447+00:00

Share price$99.61
1D-2.0%
$99.60$100.19$100.79$101.39$101.985:30 AM6:30 AM9:00 AM1:00 PMHALO
Sold putSold call

Halozyme Therapeutics, Inc. Common Stock options

Live interpolated HALO call and put midpoint premiums by absolute delta.Halozyme Therapeutics, Inc. Common Stock$0.73$2.90$5.07$7.25$9.42$76.13$91.87$107.61$123.35$139.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive HALO spot · $99.61HALO PRICE$0.96$1.28$1.61$2.04$2.47$2.90$3.34$3.99$4.66$5.34$6.01$7.20$8.79$1.08$1.40$1.66$1.85$2.04$2.23$2.42$3.08$3.84$4.60$5.36$6.12
Puts——
CallsCheap0.86×
Skew——
Implied moveBullish±$5.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.7954.2%9.2%93.1851.8%7.5%
25Δ106.3055.2%8.0%94.3654.7%6.7%
30Δ104.8556.1%6.9%95.4954.3%5.8%
35Δ103.6656.2%6.1%96.5750.1%4.9%
40Δ102.4756.2%5.4%97.6545.9%4.0%
45Δ101.2956.3%4.6%98.7341.7%3.1%
50Δ100.1056.3%3.8%99.8137.5%2.2%
55Δ98.9556.4%3.3%100.8238.1%1.9%
60Δ97.8056.5%2.9%101.8239.7%1.6%
65Δ96.6556.6%2.4%102.8241.2%1.4%
70Δ95.5056.7%1.9%103.8242.8%1.1%
75Δ93.9358.5%1.5%104.8244.4%0.9%
80Δ92.0361.7%1.2%

20Δ

Calls
Pseudo strike
107.79
IV
54.2%
B/E move
9.2%
Puts
Pseudo strike
93.18
IV
51.8%
B/E move
7.5%

25Δ

Calls
Pseudo strike
106.30
IV
55.2%
B/E move
8.0%
Puts
Pseudo strike
94.36
IV
54.7%
B/E move
6.7%

30Δ

Calls
Pseudo strike
104.85
IV
56.1%
B/E move
6.9%
Puts
Pseudo strike
95.49
IV
54.3%
B/E move
5.8%

35Δ

Calls
Pseudo strike
103.66
IV
56.2%
B/E move
6.1%
Puts
Pseudo strike
96.57
IV
50.1%
B/E move
4.9%

40Δ

Calls
Pseudo strike
102.47
IV
56.2%
B/E move
5.4%
Puts
Pseudo strike
97.65
IV
45.9%
B/E move
4.0%

45Δ

Calls
Pseudo strike
101.29
IV
56.3%
B/E move
4.6%
Puts
Pseudo strike
98.73
IV
41.7%
B/E move
3.1%

50Δ

Calls
Pseudo strike
100.10
IV
56.3%
B/E move
3.8%
Puts
Pseudo strike
99.81
IV
37.5%
B/E move
2.2%

55Δ

Calls
Pseudo strike
98.95
IV
56.4%
B/E move
3.3%
Puts
Pseudo strike
100.82
IV
38.1%
B/E move
1.9%

60Δ

Calls
Pseudo strike
97.80
IV
56.5%
B/E move
2.9%
Puts
Pseudo strike
101.82
IV
39.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
96.65
IV
56.6%
B/E move
2.4%
Puts
Pseudo strike
102.82
IV
41.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
95.50
IV
56.7%
B/E move
1.9%
Puts
Pseudo strike
103.82
IV
42.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
93.93
IV
58.5%
B/E move
1.5%
Puts
Pseudo strike
104.82
IV
44.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
92.03
IV
61.7%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend42.19%
Daily close
HALO31.4%37.2%43.0%2026-08-13: 35.04%2026-08-14: 35.08%2026-08-17: 38.30%2026-08-18: 39.15%2026-08-19: 42.07%2026-08-21: 34.85%2026-08-24: 35.18%2026-08-25: 34.42%2026-08-26: 34.42%2026-08-27: 34.38%2026-08-28: 34.69%2026-08-31: 35.22%2026-09-01: 34.61%2026-09-02: 33.16%2026-09-03: 32.32%2026-09-04: 32.23%2026-09-08: 33.81%2026-09-09: 34.68%2026-09-10: 34.10%2026-09-11: 32.71%2026-09-16: 39.08%2026-09-18: 33.95%2026-09-21: 34.04%2026-09-22: 34.65%2026-09-23: 36.13%2026-09-24: 36.04%2026-09-25: 37.42%2026-09-28: 36.66%2026-09-29: 36.18%2026-09-30: 37.95%2026-10-01: 37.24%2026-10-02: 36.91%2026-10-05: 36.01%2026-10-06: 36.63%2026-10-07: 37.76%2026-10-08: 36.69%2026-10-09: 35.74%2026-10-12: 39.95%2026-10-13: 39.82%2026-10-16: 40.36%2026-10-19: 40.74%2026-10-20: 41.75%2026-10-21: 39.89%2026-10-22: 41.06%2026-10-23: 41.34%2026-10-26: 40.19%2026-10-27: 41.69%2026-10-28: 40.45%2026-10-29: 41.36%2026-10-30: 42.19%Aug 13Sep 23Oct 30
50 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
35.04%
35.08%
38.30%
39.15%
42.07%
34.85%
35.18%
34.42%
34.42%
34.38%
34.69%
35.22%
34.61%
33.16%
32.32%
32.23%
33.81%
34.68%
34.10%
32.71%
39.08%
33.95%
34.04%
34.65%
36.13%
36.04%
37.42%
36.66%
36.18%
37.95%
37.24%
36.91%
36.01%
36.63%
37.76%
36.69%
35.74%
39.95%
39.82%
40.36%
40.74%
41.75%
39.89%
41.06%
41.34%
40.19%
41.69%
40.45%
41.36%
42.19%