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Harmony Gold Mining Company Limited HMY

i

Market datapartial · fetched 2026-11-13T02:09:29.206Z

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 · 2026-11-13T00:59:58.309928924Z

FundamentalsAlpha Vantage · unavailable

Share price$15.60
1D+0.5%
AH$15.32$15.43$15.55$15.67$15.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHMY
Sold putSold callAH

Harmony Gold Mining Company Limited options

Live interpolated HMY call and put midpoint premiums by absolute delta.Harmony Gold Mining Company Limited$0.11$0.48$0.86$1.23$1.61$13.59$14.76$15.93$17.09$18.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive HMY spot · $15.60HMY PRICE$0.15$0.20$0.25$0.30$0.35$0.43$0.51$0.59$0.68$0.76$0.84$1.15$1.50$0.42$0.56$0.71$0.85$0.99$1.10$1.20$1.30$1.40$1.50
Puts——
CallsFair0.97×
Skew——
Implied moveBearish±$1.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.9058.8%9.3%
25Δ16.6758.0%8.1%
30Δ16.4557.3%7.0%
35Δ16.2256.5%5.9%15.1169.2%5.8%
40Δ16.0055.8%4.8%15.3373.1%5.4%
45Δ15.8455.4%4.3%15.5577.0%4.9%
50Δ15.6755.0%3.8%15.7780.9%4.4%
55Δ15.5154.7%3.2%15.9984.8%3.9%
60Δ15.3554.3%2.7%16.1880.7%3.3%
65Δ15.1953.9%2.2%16.3776.2%2.7%
70Δ15.0253.5%1.7%16.5771.7%2.1%
75Δ14.6861.7%1.4%16.7667.2%1.5%
80Δ14.3071.4%1.3%16.9562.7%1.0%

20Δ

Calls
Pseudo strike
16.90
IV
58.8%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
16.67
IV
58.0%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
16.45
IV
57.3%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
16.22
IV
56.5%
B/E move
5.9%
Puts
Pseudo strike
15.11
IV
69.2%
B/E move
5.8%

40Δ

Calls
Pseudo strike
16.00
IV
55.8%
B/E move
4.8%
Puts
Pseudo strike
15.33
IV
73.1%
B/E move
5.4%

45Δ

Calls
Pseudo strike
15.84
IV
55.4%
B/E move
4.3%
Puts
Pseudo strike
15.55
IV
77.0%
B/E move
4.9%

50Δ

Calls
Pseudo strike
15.67
IV
55.0%
B/E move
3.8%
Puts
Pseudo strike
15.77
IV
80.9%
B/E move
4.4%

55Δ

Calls
Pseudo strike
15.51
IV
54.7%
B/E move
3.2%
Puts
Pseudo strike
15.99
IV
84.8%
B/E move
3.9%

60Δ

Calls
Pseudo strike
15.35
IV
54.3%
B/E move
2.7%
Puts
Pseudo strike
16.18
IV
80.7%
B/E move
3.3%

65Δ

Calls
Pseudo strike
15.19
IV
53.9%
B/E move
2.2%
Puts
Pseudo strike
16.37
IV
76.2%
B/E move
2.7%

70Δ

Calls
Pseudo strike
15.02
IV
53.5%
B/E move
1.7%
Puts
Pseudo strike
16.57
IV
71.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
14.68
IV
61.7%
B/E move
1.4%
Puts
Pseudo strike
16.76
IV
67.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
14.30
IV
71.4%
B/E move
1.3%
Puts
Pseudo strike
16.95
IV
62.7%
B/E move
1.0%

Options history

IV · four-Friday blend49.46%
Daily EOD
HMY46.4%52.5%58.6%2026-10-19: 54.29%2026-10-20: 49.75%2026-10-21: 48.30%2026-10-22: 57.74%2026-10-23: 55.02%2026-10-26: 56.51%2026-10-27: 52.57%2026-10-28: 55.95%2026-10-29: 47.21%2026-10-30: 49.46%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.29%
49.75%
48.30%
57.74%
55.02%
56.51%
52.57%
55.95%
47.21%
49.46%