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Harmonic Inc. Common Stock HLIT

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Market datapartial · fetched 2026-10-22T18:44:17.720Z

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 · 2026-10-22T18:44:11.383490679Z

FundamentalsAlpha Vantage · unavailable

Share price$10.18
1D-2.2%
$10.09$10.24$10.39$10.53$10.685:30 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$0.22$0.86$1.50$2.15$2.79$7.29$8.87$10.44$12.01$13.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HLIT spot · $10.18HLIT PRICE$0.29$0.36$0.46$0.58$0.70$0.81$0.93$1.05$1.24$1.58$1.92$2.26$2.60$0.36$0.46$0.57$0.68$0.79$0.96$1.17$1.38$1.58$1.79$2.00$2.21$2.42
PutsExpensive1.58×
CallsExpensive2.01×
SkewBullish-18.10 pp
Implied moveBearish±$2.10
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.90105.1%39.4%8.3884.4%21.2%
25Δ12.7895.7%29.0%8.7583.8%18.6%
30Δ12.2193.0%24.4%9.1283.3%16.0%
35Δ11.8292.4%21.8%9.4982.7%13.4%
40Δ11.4391.9%19.1%9.8682.2%10.8%
45Δ11.0491.4%16.4%10.2081.2%9.2%
50Δ10.6590.8%13.7%10.5280.0%8.1%
55Δ10.2690.3%11.0%10.8378.8%7.1%
60Δ9.8491.9%8.9%11.1577.6%6.0%
65Δ9.3997.6%7.8%11.4776.3%5.0%
70Δ8.94103.3%6.7%11.7875.1%3.9%
75Δ8.48109.1%5.6%12.1073.9%2.9%
80Δ8.03114.8%4.4%12.4272.7%1.8%

20Δ

Calls
Pseudo strike
13.90
IV
105.1%
B/E move
39.4%
Puts
Pseudo strike
8.38
IV
84.4%
B/E move
21.2%

25Δ

Calls
Pseudo strike
12.78
IV
95.7%
B/E move
29.0%
Puts
Pseudo strike
8.75
IV
83.8%
B/E move
18.6%

30Δ

Calls
Pseudo strike
12.21
IV
93.0%
B/E move
24.4%
Puts
Pseudo strike
9.12
IV
83.3%
B/E move
16.0%

35Δ

Calls
Pseudo strike
11.82
IV
92.4%
B/E move
21.8%
Puts
Pseudo strike
9.49
IV
82.7%
B/E move
13.4%

40Δ

Calls
Pseudo strike
11.43
IV
91.9%
B/E move
19.1%
Puts
Pseudo strike
9.86
IV
82.2%
B/E move
10.8%

45Δ

Calls
Pseudo strike
11.04
IV
91.4%
B/E move
16.4%
Puts
Pseudo strike
10.20
IV
81.2%
B/E move
9.2%

50Δ

Calls
Pseudo strike
10.65
IV
90.8%
B/E move
13.7%
Puts
Pseudo strike
10.52
IV
80.0%
B/E move
8.1%

55Δ

Calls
Pseudo strike
10.26
IV
90.3%
B/E move
11.0%
Puts
Pseudo strike
10.83
IV
78.8%
B/E move
7.1%

60Δ

Calls
Pseudo strike
9.84
IV
91.9%
B/E move
8.9%
Puts
Pseudo strike
11.15
IV
77.6%
B/E move
6.0%

65Δ

Calls
Pseudo strike
9.39
IV
97.6%
B/E move
7.8%
Puts
Pseudo strike
11.47
IV
76.3%
B/E move
5.0%

70Δ

Calls
Pseudo strike
8.94
IV
103.3%
B/E move
6.7%
Puts
Pseudo strike
11.78
IV
75.1%
B/E move
3.9%

75Δ

Calls
Pseudo strike
8.48
IV
109.1%
B/E move
5.6%
Puts
Pseudo strike
12.10
IV
73.9%
B/E move
2.9%

80Δ

Calls
Pseudo strike
8.03
IV
114.8%
B/E move
4.4%
Puts
Pseudo strike
12.42
IV
72.7%
B/E move
1.8%

Options history

No recorded observations