IntraAlpha
Create free account Start free

Harmony Gold Mining Company Limited HMY

i

Market datapartial · fetched 2026-10-23T15:46:31.145Z

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 · 2026-10-23T15:45:39.268301717Z

FundamentalsAlpha Vantage · unavailable

Share price$15.94
1D-2.3%
$15.57$15.77$15.97$16.17$16.365:30 AM6:30 AM9:00 AM1:00 PMHMY
Sold putSold call

Harmony Gold Mining Company Limited options

Live interpolated HMY call and put midpoint premiums by absolute delta.Harmony Gold Mining Company Limited$0.17$1.48$2.80$4.11$5.43$12.23$14.14$16.04$17.95$19.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HMY spot · $15.94HMY PRICE$0.31$0.31$0.39$0.48$0.63$0.79$0.95$1.09$1.19$1.29$1.39$2.28$2.81$0.39$0.42$0.44$0.58$0.72$0.86$1.05$1.29$1.52$1.77$2.02$2.27$5.05
PutsCheap0.85×
CallsExpensive1.15×
SkewBullish-1.02 pp
Implied moveBearish±$2.00
TiltBearish13.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.4778.0%30.4%13.7472.6%16.2%
25Δ17.7349.6%13.2%14.4260.9%12.2%
30Δ17.3749.4%11.4%15.0348.5%8.4%
35Δ17.0049.1%9.7%15.3149.5%7.6%
40Δ16.7252.2%8.9%15.5950.5%6.7%
45Δ16.4555.2%8.2%15.8751.6%5.8%
50Δ16.1758.3%7.5%16.1853.0%5.1%
55Δ15.8958.8%6.6%16.5254.8%4.4%
60Δ15.6155.4%5.4%16.8656.6%3.8%
65Δ15.3251.9%4.2%17.2056.8%3.1%
70Δ15.0448.5%3.1%17.5655.8%2.5%
75Δ14.2272.5%3.5%17.9254.8%1.8%
80Δ13.6078.6%3.0%20.7578.9%1.5%

20Δ

Calls
Pseudo strike
20.47
IV
78.0%
B/E move
30.4%
Puts
Pseudo strike
13.74
IV
72.6%
B/E move
16.2%

25Δ

Calls
Pseudo strike
17.73
IV
49.6%
B/E move
13.2%
Puts
Pseudo strike
14.42
IV
60.9%
B/E move
12.2%

30Δ

Calls
Pseudo strike
17.37
IV
49.4%
B/E move
11.4%
Puts
Pseudo strike
15.03
IV
48.5%
B/E move
8.4%

35Δ

Calls
Pseudo strike
17.00
IV
49.1%
B/E move
9.7%
Puts
Pseudo strike
15.31
IV
49.5%
B/E move
7.6%

40Δ

Calls
Pseudo strike
16.72
IV
52.2%
B/E move
8.9%
Puts
Pseudo strike
15.59
IV
50.5%
B/E move
6.7%

45Δ

Calls
Pseudo strike
16.45
IV
55.2%
B/E move
8.2%
Puts
Pseudo strike
15.87
IV
51.6%
B/E move
5.8%

50Δ

Calls
Pseudo strike
16.17
IV
58.3%
B/E move
7.5%
Puts
Pseudo strike
16.18
IV
53.0%
B/E move
5.1%

55Δ

Calls
Pseudo strike
15.89
IV
58.8%
B/E move
6.6%
Puts
Pseudo strike
16.52
IV
54.8%
B/E move
4.4%

60Δ

Calls
Pseudo strike
15.61
IV
55.4%
B/E move
5.4%
Puts
Pseudo strike
16.86
IV
56.6%
B/E move
3.8%

65Δ

Calls
Pseudo strike
15.32
IV
51.9%
B/E move
4.2%
Puts
Pseudo strike
17.20
IV
56.8%
B/E move
3.1%

70Δ

Calls
Pseudo strike
15.04
IV
48.5%
B/E move
3.1%
Puts
Pseudo strike
17.56
IV
55.8%
B/E move
2.5%

75Δ

Calls
Pseudo strike
14.22
IV
72.5%
B/E move
3.5%
Puts
Pseudo strike
17.92
IV
54.8%
B/E move
1.8%

80Δ

Calls
Pseudo strike
13.60
IV
78.6%
B/E move
3.0%
Puts
Pseudo strike
20.75
IV
78.9%
B/E move
1.5%

Options history

No recorded observations