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Harmony Biosciences Holdings, Inc. Common Stock HRMY

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T02:47:43.791Z

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 · 2026-11-11T21:26:53.807733875Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:47:43.399119+00:00

Share price$34.25
1D+2.1%
AH$33.27$33.55$33.82$34.10$34.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHRMY
Sold putSold callAH

Harmony Biosciences Holdings, Inc. Common Stock options

Live interpolated HRMY call and put midpoint premiums by absolute delta.Harmony Biosciences Holdings, Inc. Common Stock$0.61$1.92$3.23$4.55$5.86$27.22$30.38$33.54$36.70$39.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive HRMY spot · $34.25HRMY PRICE$1.05$0.99$1.11$1.25$1.39$1.51$1.62$1.73$1.85$1.96$2.07$2.40$0.75$1.01$1.28$1.55$1.81$2.10$2.51$2.92$3.33$3.73$5.48
Puts——
Calls——
Skew——
Implied moveBearish±$3.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.16205.3%40.8%
25Δ
30Δ38.05108.2%14.0%32.6367.0%6.9%
35Δ36.8696.8%10.9%33.1269.0%6.3%
40Δ36.0390.2%8.8%33.6071.1%5.6%
45Δ35.1983.7%6.8%34.0973.1%5.0%
50Δ34.6977.9%5.7%34.5775.2%4.4%
55Δ34.2972.4%4.9%35.0776.9%3.7%
60Δ33.8966.8%4.0%35.6676.8%3.2%
65Δ33.5061.3%3.2%36.2676.6%2.7%
70Δ33.1055.7%2.4%36.8576.4%2.1%
75Δ32.7050.1%1.5%37.4476.2%1.6%
80Δ32.1847.1%1.0%39.2692.4%1.4%

20Δ

Calls
Pseudo strike
47.16
IV
205.3%
B/E move
40.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
38.05
IV
108.2%
B/E move
14.0%
Puts
Pseudo strike
32.63
IV
67.0%
B/E move
6.9%

35Δ

Calls
Pseudo strike
36.86
IV
96.8%
B/E move
10.9%
Puts
Pseudo strike
33.12
IV
69.0%
B/E move
6.3%

40Δ

Calls
Pseudo strike
36.03
IV
90.2%
B/E move
8.8%
Puts
Pseudo strike
33.60
IV
71.1%
B/E move
5.6%

45Δ

Calls
Pseudo strike
35.19
IV
83.7%
B/E move
6.8%
Puts
Pseudo strike
34.09
IV
73.1%
B/E move
5.0%

50Δ

Calls
Pseudo strike
34.69
IV
77.9%
B/E move
5.7%
Puts
Pseudo strike
34.57
IV
75.2%
B/E move
4.4%

55Δ

Calls
Pseudo strike
34.29
IV
72.4%
B/E move
4.9%
Puts
Pseudo strike
35.07
IV
76.9%
B/E move
3.7%

60Δ

Calls
Pseudo strike
33.89
IV
66.8%
B/E move
4.0%
Puts
Pseudo strike
35.66
IV
76.8%
B/E move
3.2%

65Δ

Calls
Pseudo strike
33.50
IV
61.3%
B/E move
3.2%
Puts
Pseudo strike
36.26
IV
76.6%
B/E move
2.7%

70Δ

Calls
Pseudo strike
33.10
IV
55.7%
B/E move
2.4%
Puts
Pseudo strike
36.85
IV
76.4%
B/E move
2.1%

75Δ

Calls
Pseudo strike
32.70
IV
50.1%
B/E move
1.5%
Puts
Pseudo strike
37.44
IV
76.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
32.18
IV
47.1%
B/E move
1.0%
Puts
Pseudo strike
39.26
IV
92.4%
B/E move
1.4%

Options history

IV · four-Friday blend67.61%
Daily close
HRMY40.2%71.3%102.4%2026-08-13: 68.30%2026-08-14: 67.46%2026-08-17: 78.41%2026-08-18: 81.79%2026-08-19: 82.10%2026-08-21: 49.84%2026-08-24: 44.44%2026-08-25: 45.29%2026-08-26: 48.21%2026-08-27: 51.20%2026-08-28: 50.44%2026-08-31: 50.25%2026-09-01: 49.97%2026-09-02: 52.98%2026-09-03: 52.59%2026-09-04: 51.91%2026-09-08: 59.40%2026-09-09: 58.17%2026-09-10: 59.83%2026-09-11: 55.95%2026-09-14: 58.92%2026-09-17: 73.67%2026-09-18: 56.17%2026-09-21: 53.42%2026-09-22: 59.65%2026-09-23: 57.39%2026-09-24: 59.61%2026-09-25: 60.23%2026-09-28: 64.43%2026-09-29: 63.65%2026-09-30: 59.41%2026-10-01: 61.97%2026-10-02: 63.05%2026-10-05: 62.96%2026-10-06: 70.04%2026-10-07: 72.21%2026-10-08: 71.52%2026-10-09: 69.87%2026-10-12: 83.33%2026-10-13: 72.85%2026-10-14: 77.11%2026-10-15: 98.07%2026-10-16: 70.30%2026-10-19: 70.38%2026-10-20: 69.00%2026-10-21: 65.13%2026-10-22: 77.06%2026-10-23: 71.59%2026-10-26: 73.42%2026-10-27: 61.85%2026-10-28: 65.45%2026-10-29: 64.31%2026-10-30: 67.61%Aug 13Sep 24Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
68.30%
67.46%
78.41%
81.79%
82.10%
49.84%
44.44%
45.29%
48.21%
51.20%
50.44%
50.25%
49.97%
52.98%
52.59%
51.91%
59.40%
58.17%
59.83%
55.95%
58.92%
73.67%
56.17%
53.42%
59.65%
57.39%
59.61%
60.23%
64.43%
63.65%
59.41%
61.97%
63.05%
62.96%
70.04%
72.21%
71.52%
69.87%
83.33%
72.85%
77.11%
98.07%
70.30%
70.38%
69.00%
65.13%
77.06%
71.59%
73.42%
61.85%
65.45%
64.31%
67.61%