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Halozyme Therapeutics, Inc. Common Stock HALO

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Market datapartial · fetched 2026-10-22T09:21:02.278Z

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 · 2026-10-21T20:00:03.345375383Z

FundamentalsAlpha Vantage · unavailable

Share price$124.83
1D+1.1%
AH$122.64$123.49$124.35$125.20$126.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHALO
Sold putSold callAH

Halozyme Therapeutics, Inc. Common Stock options

Live interpolated HALO call and put midpoint premiums by absolute delta.Halozyme Therapeutics, Inc. Common Stock$1.07$5.24$9.42$13.59$17.77$101.98$112.75$123.51$134.28$145.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HALO spot · $124.83HALO PRICE$1.52$2.04$2.64$3.32$3.99$4.77$5.54$6.45$7.54$8.63$10.25$12.01$14.60$1.84$2.43$3.04$3.75$4.75$5.76$6.76$7.76$8.75$10.27$11.79$14.01$16.56
PutsExpensive1.16×
CallsCheap0.94×
SkewBearish+0.33 pp
Implied moveBearish±$12.30
TiltBearish7.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ138.7540.1%12.4%113.7643.2%10.3%
25Δ136.3040.7%10.8%116.0743.3%9.0%
30Δ134.0641.3%9.5%118.3542.3%7.6%
35Δ132.0441.9%8.4%120.5141.8%6.5%
40Δ130.0242.6%7.4%122.3943.0%5.8%
45Δ128.0842.4%6.4%124.2744.2%5.1%
50Δ126.1442.2%5.5%126.1744.1%4.3%
55Δ124.2242.2%4.7%128.0943.3%3.6%
60Δ122.3042.5%4.0%130.0042.5%2.9%
65Δ120.3942.8%3.4%132.1842.5%2.3%
70Δ118.1144.0%2.8%134.3542.5%1.8%
75Δ115.7345.4%2.3%137.1243.2%1.4%
80Δ112.5948.0%1.9%140.1944.3%1.0%

20Δ

Calls
Pseudo strike
138.75
IV
40.1%
B/E move
12.4%
Puts
Pseudo strike
113.76
IV
43.2%
B/E move
10.3%

25Δ

Calls
Pseudo strike
136.30
IV
40.7%
B/E move
10.8%
Puts
Pseudo strike
116.07
IV
43.3%
B/E move
9.0%

30Δ

Calls
Pseudo strike
134.06
IV
41.3%
B/E move
9.5%
Puts
Pseudo strike
118.35
IV
42.3%
B/E move
7.6%

35Δ

Calls
Pseudo strike
132.04
IV
41.9%
B/E move
8.4%
Puts
Pseudo strike
120.51
IV
41.8%
B/E move
6.5%

40Δ

Calls
Pseudo strike
130.02
IV
42.6%
B/E move
7.4%
Puts
Pseudo strike
122.39
IV
43.0%
B/E move
5.8%

45Δ

Calls
Pseudo strike
128.08
IV
42.4%
B/E move
6.4%
Puts
Pseudo strike
124.27
IV
44.2%
B/E move
5.1%

50Δ

Calls
Pseudo strike
126.14
IV
42.2%
B/E move
5.5%
Puts
Pseudo strike
126.17
IV
44.1%
B/E move
4.3%

55Δ

Calls
Pseudo strike
124.22
IV
42.2%
B/E move
4.7%
Puts
Pseudo strike
128.09
IV
43.3%
B/E move
3.6%

60Δ

Calls
Pseudo strike
122.30
IV
42.5%
B/E move
4.0%
Puts
Pseudo strike
130.00
IV
42.5%
B/E move
2.9%

65Δ

Calls
Pseudo strike
120.39
IV
42.8%
B/E move
3.4%
Puts
Pseudo strike
132.18
IV
42.5%
B/E move
2.3%

70Δ

Calls
Pseudo strike
118.11
IV
44.0%
B/E move
2.8%
Puts
Pseudo strike
134.35
IV
42.5%
B/E move
1.8%

75Δ

Calls
Pseudo strike
115.73
IV
45.4%
B/E move
2.3%
Puts
Pseudo strike
137.12
IV
43.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
112.59
IV
48.0%
B/E move
1.9%
Puts
Pseudo strike
140.19
IV
44.3%
B/E move
1.0%

Options history

No recorded observations