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HUTCHMED (China) Limited American Depositary Shares HCM

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Market datapartial · fetched 2026-10-22T12:10:14.851Z

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 · 2026-10-21T20:00:03.865098945Z

FundamentalsAlpha Vantage · unavailable

Share price$14.37
1D-2.3%
AH$14.34$14.44$14.54$14.63$14.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHCM
Sold putSold callAH

HUTCHMED (China) Limited American Depositary Shares options

Live interpolated HCM call and put midpoint premiums by absolute delta.HUTCHMED (China) Limited American Depositary Shares$0.65$1.39$2.14$2.88$3.63$9.61$12.99$16.37$19.75$23.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HCM spot · $14.37HCM PRICE$2.45$2.45$2.47$2.63$2.70$2.71$2.72$2.89$3.41$1.50$0.87$0.75$0.75$0.74$0.74$0.74$0.73$0.73$0.73$0.73
PutsExpensive2.04×
CallsExpensive4.18×
SkewBullish-98.28 pp
Implied moveBullish±$3.21
TiltBullish46.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.30261.5%38.8%
25Δ12.14127.1%21.6%
30Δ12.7193.9%16.7%
35Δ12.9885.5%14.9%
40Δ28.75332.7%117.1%13.2477.2%13.0%
45Δ20.85260.3%62.2%13.5168.8%11.1%
50Δ17.32212.1%37.7%13.7860.4%9.3%
55Δ15.70191.8%27.6%14.0452.1%7.4%
60Δ14.57169.6%20.2%14.3143.7%5.5%
65Δ13.80146.0%14.9%14.5735.3%3.7%
70Δ13.03122.3%9.6%14.8427.0%1.8%
75Δ12.28106.2%5.6%
80Δ11.58106.6%4.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.30
IV
261.5%
B/E move
38.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.14
IV
127.1%
B/E move
21.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.71
IV
93.9%
B/E move
16.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.98
IV
85.5%
B/E move
14.9%

40Δ

Calls
Pseudo strike
28.75
IV
332.7%
B/E move
117.1%
Puts
Pseudo strike
13.24
IV
77.2%
B/E move
13.0%

45Δ

Calls
Pseudo strike
20.85
IV
260.3%
B/E move
62.2%
Puts
Pseudo strike
13.51
IV
68.8%
B/E move
11.1%

50Δ

Calls
Pseudo strike
17.32
IV
212.1%
B/E move
37.7%
Puts
Pseudo strike
13.78
IV
60.4%
B/E move
9.3%

55Δ

Calls
Pseudo strike
15.70
IV
191.8%
B/E move
27.6%
Puts
Pseudo strike
14.04
IV
52.1%
B/E move
7.4%

60Δ

Calls
Pseudo strike
14.57
IV
169.6%
B/E move
20.2%
Puts
Pseudo strike
14.31
IV
43.7%
B/E move
5.5%

65Δ

Calls
Pseudo strike
13.80
IV
146.0%
B/E move
14.9%
Puts
Pseudo strike
14.57
IV
35.3%
B/E move
3.7%

70Δ

Calls
Pseudo strike
13.03
IV
122.3%
B/E move
9.6%
Puts
Pseudo strike
14.84
IV
27.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
12.28
IV
106.2%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
11.58
IV
106.6%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations