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Harmony Gold Mining Company Limited HMY

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-23T02:40:40.629Z

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 · 2026-10-22T23:38:13.337209145Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:39:18.055481+00:00

Share price$16.21
1D-1.2%
AH$16.10$16.20$16.31$16.41$16.515:30 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$0.17$0.80$1.44$2.07$2.70$12.48$14.34$16.21$18.08$19.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HMY spot · $16.21HMY PRICE$0.24$0.31$0.40$0.49$0.60$0.99$1.39$1.78$2.00$1.93$1.86$2.16$2.51$0.29$0.38$0.47$0.57$0.67$0.83$1.05$1.27$1.53$1.86$2.19
PutsCheap0.78×
CallsExpensive1.29×
SkewBullish-14.47 pp
Implied moveBullish±$2.44
TiltBullish19.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.5850.8%16.1%14.5450.2%12.1%
25Δ17.9847.9%12.8%14.9150.8%10.4%
30Δ17.6548.0%11.3%15.2350.0%9.0%
35Δ17.3148.0%9.8%15.5448.8%7.7%
40Δ16.9948.9%8.5%15.8447.6%6.4%
45Δ16.7164.5%9.2%16.1648.1%5.5%
50Δ16.4480.0%10.0%16.4750.5%4.9%
55Δ16.1795.6%10.7%16.7852.8%4.3%
60Δ15.8498.5%10.1%17.1355.0%3.7%
65Δ15.4481.9%7.2%17.5656.9%3.1%
70Δ15.0465.3%4.3%17.9858.7%2.6%
75Δ14.5865.0%3.3%
80Δ14.1166.7%2.6%

20Δ

Calls
Pseudo strike
18.58
IV
50.8%
B/E move
16.1%
Puts
Pseudo strike
14.54
IV
50.2%
B/E move
12.1%

25Δ

Calls
Pseudo strike
17.98
IV
47.9%
B/E move
12.8%
Puts
Pseudo strike
14.91
IV
50.8%
B/E move
10.4%

30Δ

Calls
Pseudo strike
17.65
IV
48.0%
B/E move
11.3%
Puts
Pseudo strike
15.23
IV
50.0%
B/E move
9.0%

35Δ

Calls
Pseudo strike
17.31
IV
48.0%
B/E move
9.8%
Puts
Pseudo strike
15.54
IV
48.8%
B/E move
7.7%

40Δ

Calls
Pseudo strike
16.99
IV
48.9%
B/E move
8.5%
Puts
Pseudo strike
15.84
IV
47.6%
B/E move
6.4%

45Δ

Calls
Pseudo strike
16.71
IV
64.5%
B/E move
9.2%
Puts
Pseudo strike
16.16
IV
48.1%
B/E move
5.5%

50Δ

Calls
Pseudo strike
16.44
IV
80.0%
B/E move
10.0%
Puts
Pseudo strike
16.47
IV
50.5%
B/E move
4.9%

55Δ

Calls
Pseudo strike
16.17
IV
95.6%
B/E move
10.7%
Puts
Pseudo strike
16.78
IV
52.8%
B/E move
4.3%

60Δ

Calls
Pseudo strike
15.84
IV
98.5%
B/E move
10.1%
Puts
Pseudo strike
17.13
IV
55.0%
B/E move
3.7%

65Δ

Calls
Pseudo strike
15.44
IV
81.9%
B/E move
7.2%
Puts
Pseudo strike
17.56
IV
56.9%
B/E move
3.1%

70Δ

Calls
Pseudo strike
15.04
IV
65.3%
B/E move
4.3%
Puts
Pseudo strike
17.98
IV
58.7%
B/E move
2.6%

75Δ

Calls
Pseudo strike
14.58
IV
65.0%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
14.11
IV
66.7%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations