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HUTCHMED (China) Limited American Depositary Shares HCM

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-11T14:00:40.363Z

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 · 2026-11-11T09:11:40.248181338Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T14:00:39.718509+00:00

Share price$15.30
1D
Price history unavailable.

HUTCHMED (China) Limited American Depositary Shares options

Live interpolated HCM call and put midpoint premiums by absolute delta.HUTCHMED (China) Limited American Depositary Shares$1.05$1.56$2.08$2.59$3.10$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEHCM PRICE$1.11$1.40$1.70$1.99$2.29$1.88$1.98$2.07$2.17$2.27$2.37$2.47$2.95
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ15.28195.5%12.4%
50Δ15.63181.2%10.8%
55Δ15.98166.9%9.1%
60Δ14.8991.2%4.6%16.33152.6%7.5%
65Δ14.5093.1%4.0%16.68138.2%5.8%
70Δ14.1295.1%3.4%17.03123.9%4.2%
75Δ13.7397.1%2.7%17.38109.6%2.5%
80Δ13.3499.1%2.1%18.00105.1%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.28
IV
195.5%
B/E move
12.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.63
IV
181.2%
B/E move
10.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.98
IV
166.9%
B/E move
9.1%

60Δ

Calls
Pseudo strike
14.89
IV
91.2%
B/E move
4.6%
Puts
Pseudo strike
16.33
IV
152.6%
B/E move
7.5%

65Δ

Calls
Pseudo strike
14.50
IV
93.1%
B/E move
4.0%
Puts
Pseudo strike
16.68
IV
138.2%
B/E move
5.8%

70Δ

Calls
Pseudo strike
14.12
IV
95.1%
B/E move
3.4%
Puts
Pseudo strike
17.03
IV
123.9%
B/E move
4.2%

75Δ

Calls
Pseudo strike
13.73
IV
97.1%
B/E move
2.7%
Puts
Pseudo strike
17.38
IV
109.6%
B/E move
2.5%

80Δ

Calls
Pseudo strike
13.34
IV
99.1%
B/E move
2.1%
Puts
Pseudo strike
18.00
IV
105.1%
B/E move
1.6%

Options history

IV · four-Friday blend116.22%
Daily close
HCM86.0%178.3%270.6%2026-08-13: 204.20%2026-08-14: 205.00%2026-08-17: 230.79%2026-08-18: 242.90%2026-08-21: 121.97%2026-09-01: 158.84%2026-09-03: 140.64%2026-09-08: 156.16%2026-09-09: 168.59%2026-09-10: 179.01%2026-09-11: 193.06%2026-09-14: 211.32%2026-09-15: 227.75%2026-09-16: 257.89%2026-09-18: 105.09%2026-09-21: 108.82%2026-09-22: 110.16%2026-09-23: 111.84%2026-09-24: 115.52%2026-09-25: 115.54%2026-09-30: 123.39%2026-10-01: 117.02%2026-10-05: 134.71%2026-10-06: 130.49%2026-10-07: 145.91%2026-10-08: 159.34%2026-10-09: 160.60%2026-10-12: 200.29%2026-10-13: 215.97%2026-10-14: 250.52%2026-10-16: 105.61%2026-10-19: 107.45%2026-10-20: 99.13%2026-10-21: 98.74%2026-10-23: 102.92%2026-10-26: 105.93%2026-10-27: 110.43%2026-10-29: 116.22%Aug 13Sep 24Oct 29
38 observations2026-08-13 — 2026-10-29
Table
DateIV (%)
204.20%
205.00%
230.79%
242.90%
121.97%
158.84%
140.64%
156.16%
168.59%
179.01%
193.06%
211.32%
227.75%
257.89%
105.09%
108.82%
110.16%
111.84%
115.52%
115.54%
123.39%
117.02%
134.71%
130.49%
145.91%
159.34%
160.60%
200.29%
215.97%
250.52%
105.61%
107.45%
99.13%
98.74%
102.92%
105.93%
110.43%
116.22%