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Harmonic Inc. Common Stock HLIT

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Market datapartial · fetched 2026-10-22T13:25:42.560Z

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 · 2026-10-22T12:40:50.064174193Z

FundamentalsAlpha Vantage · unavailable

Share price$10.41
1D+0.0%
$10.41$10.41$10.41$10.42$10.425:30 AM6:30 AM9:00 AM1:00 PMHLIT
Sold putSold call

Harmonic Inc. Common Stock options

Live interpolated HLIT call and put midpoint premiums by absolute delta.Harmonic Inc. Common Stock$0.23$1.04$1.85$2.66$3.48$7.67$9.38$11.09$12.80$14.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HLIT spot · $10.41HLIT PRICE$0.31$0.40$0.49$0.64$0.81$0.97$1.14$1.30$1.47$1.84$2.31$2.77$3.24$0.34$0.44$0.54$0.64$0.76$0.90$1.04$1.18$1.32$1.46$1.60$1.74$1.88
PutsExpensive1.43×
CallsExpensive2.50×
SkewBullish-45.74 pp
Implied moveBullish±$2.18
TiltBullish12.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.37109.4%41.0%8.5881.5%20.9%
25Δ13.50104.7%33.5%8.9780.8%18.1%
30Δ12.64100.1%26.0%9.3780.2%15.2%
35Δ12.16101.2%22.9%9.7779.5%12.4%
40Δ11.75103.5%20.6%10.1077.9%10.3%
45Δ11.35105.7%18.3%10.3575.0%9.2%
50Δ10.94108.0%16.0%10.5972.2%8.2%
55Δ10.54110.2%13.7%10.8469.3%7.2%
60Δ10.13112.4%11.4%11.0966.4%6.2%
65Δ9.60121.4%9.9%11.3363.5%5.2%
70Δ9.01133.6%8.7%11.5860.6%4.2%
75Δ8.42145.8%7.5%11.8357.7%3.1%
80Δ7.83158.0%6.3%12.0754.9%2.1%

20Δ

Calls
Pseudo strike
14.37
IV
109.4%
B/E move
41.0%
Puts
Pseudo strike
8.58
IV
81.5%
B/E move
20.9%

25Δ

Calls
Pseudo strike
13.50
IV
104.7%
B/E move
33.5%
Puts
Pseudo strike
8.97
IV
80.8%
B/E move
18.1%

30Δ

Calls
Pseudo strike
12.64
IV
100.1%
B/E move
26.0%
Puts
Pseudo strike
9.37
IV
80.2%
B/E move
15.2%

35Δ

Calls
Pseudo strike
12.16
IV
101.2%
B/E move
22.9%
Puts
Pseudo strike
9.77
IV
79.5%
B/E move
12.4%

40Δ

Calls
Pseudo strike
11.75
IV
103.5%
B/E move
20.6%
Puts
Pseudo strike
10.10
IV
77.9%
B/E move
10.3%

45Δ

Calls
Pseudo strike
11.35
IV
105.7%
B/E move
18.3%
Puts
Pseudo strike
10.35
IV
75.0%
B/E move
9.2%

50Δ

Calls
Pseudo strike
10.94
IV
108.0%
B/E move
16.0%
Puts
Pseudo strike
10.59
IV
72.2%
B/E move
8.2%

55Δ

Calls
Pseudo strike
10.54
IV
110.2%
B/E move
13.7%
Puts
Pseudo strike
10.84
IV
69.3%
B/E move
7.2%

60Δ

Calls
Pseudo strike
10.13
IV
112.4%
B/E move
11.4%
Puts
Pseudo strike
11.09
IV
66.4%
B/E move
6.2%

65Δ

Calls
Pseudo strike
9.60
IV
121.4%
B/E move
9.9%
Puts
Pseudo strike
11.33
IV
63.5%
B/E move
5.2%

70Δ

Calls
Pseudo strike
9.01
IV
133.6%
B/E move
8.7%
Puts
Pseudo strike
11.58
IV
60.6%
B/E move
4.2%

75Δ

Calls
Pseudo strike
8.42
IV
145.8%
B/E move
7.5%
Puts
Pseudo strike
11.83
IV
57.7%
B/E move
3.1%

80Δ

Calls
Pseudo strike
7.83
IV
158.0%
B/E move
6.3%
Puts
Pseudo strike
12.07
IV
54.9%
B/E move
2.1%

Options history

No recorded observations