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Harmonic Inc. Common Stock HLIT

TECHNOLOGY · COMMUNICATION EQUIPMENT
i

Market dataready · fetched 2026-11-11T15:57:37.344Z

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 · 2026-11-11T15:57:15.878543665Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:49:09.811428+00:00

Share price$10.44
1D+1.6%
$10.17$10.24$10.31$10.38$10.455:30 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$0.11$0.67$1.22$1.77$2.33$7.88$9.42$10.96$12.49$14.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HLIT spot · $10.44HLIT PRICE$0.17$0.23$0.28$0.33$0.38$0.43$0.48$0.53$0.59$0.64$0.18$0.20$0.22$0.37$0.57$0.77$0.97$1.17$1.37$1.57$1.77$1.97$2.17
PutsCheap0.84×
Calls——
Skew——
Implied moveBearish±$1.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.2898.5%19.3%7.88174.7%26.3%
25Δ12.0495.0%17.5%8.82126.0%17.5%
30Δ11.8191.5%15.8%9.7577.4%8.7%
35Δ11.5888.0%14.0%10.1868.1%6.0%
40Δ11.3484.5%12.3%10.4373.2%5.5%
45Δ11.1181.0%10.5%10.6878.3%5.1%
50Δ10.8777.5%8.8%10.9383.4%4.6%
55Δ10.6474.0%7.0%11.1888.6%4.1%
60Δ10.4170.5%5.3%11.4393.7%3.6%
65Δ10.1766.9%3.5%11.6898.8%3.2%
70Δ11.93103.9%2.7%
75Δ12.18109.0%2.2%
80Δ12.43114.2%1.7%

20Δ

Calls
Pseudo strike
12.28
IV
98.5%
B/E move
19.3%
Puts
Pseudo strike
7.88
IV
174.7%
B/E move
26.3%

25Δ

Calls
Pseudo strike
12.04
IV
95.0%
B/E move
17.5%
Puts
Pseudo strike
8.82
IV
126.0%
B/E move
17.5%

30Δ

Calls
Pseudo strike
11.81
IV
91.5%
B/E move
15.8%
Puts
Pseudo strike
9.75
IV
77.4%
B/E move
8.7%

35Δ

Calls
Pseudo strike
11.58
IV
88.0%
B/E move
14.0%
Puts
Pseudo strike
10.18
IV
68.1%
B/E move
6.0%

40Δ

Calls
Pseudo strike
11.34
IV
84.5%
B/E move
12.3%
Puts
Pseudo strike
10.43
IV
73.2%
B/E move
5.5%

45Δ

Calls
Pseudo strike
11.11
IV
81.0%
B/E move
10.5%
Puts
Pseudo strike
10.68
IV
78.3%
B/E move
5.1%

50Δ

Calls
Pseudo strike
10.87
IV
77.5%
B/E move
8.8%
Puts
Pseudo strike
10.93
IV
83.4%
B/E move
4.6%

55Δ

Calls
Pseudo strike
10.64
IV
74.0%
B/E move
7.0%
Puts
Pseudo strike
11.18
IV
88.6%
B/E move
4.1%

60Δ

Calls
Pseudo strike
10.41
IV
70.5%
B/E move
5.3%
Puts
Pseudo strike
11.43
IV
93.7%
B/E move
3.6%

65Δ

Calls
Pseudo strike
10.17
IV
66.9%
B/E move
3.5%
Puts
Pseudo strike
11.68
IV
98.8%
B/E move
3.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.93
IV
103.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.18
IV
109.0%
B/E move
2.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.43
IV
114.2%
B/E move
1.7%

Options history

IV · four-Friday blend86.40%
Daily EOD
HLIT72.8%80.1%87.4%2026-10-19: 75.39%2026-10-20: 73.78%2026-10-21: 75.09%2026-10-22: 76.23%2026-10-23: 80.03%2026-10-26: 83.24%2026-10-27: 82.94%2026-10-28: 84.05%2026-10-29: 83.70%2026-10-30: 86.40%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
75.39%
73.78%
75.09%
76.23%
80.03%
83.24%
82.94%
84.05%
83.70%
86.40%