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Harmony Biosciences Holdings HRMY

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T23:52:17.790Z

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 · 2026-10-22T20:33:34.856297251Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:52:17.133246+00:00

Share price$35.94
1D-6.1%
AH$34$36$37$39$405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHRMY
Sold putSold callAH

Harmony Biosciences Holdings options

Live interpolated HRMY call and put midpoint premiums by absolute delta.Harmony Biosciences Holdings$0.92$3.91$6.91$9.91$12.91$24.64$30.12$35.59$41.07$46.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HRMY spot · $35.94HRMY PRICE$1.25$1.24$1.32$1.60$2.02$2.44$2.87$3.28$3.72$4.33$4.94$5.70$6.52$1.55$1.81$2.04$2.46$2.87$3.22$3.56$4.32$6.00$6.90$7.71$9.64$12.04
PutsExpensive1.54×
CallsExpensive1.79×
SkewBearish+6.88 pp
Implied moveBearish±$6.43
TiltBearish21.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.87131.4%50.6%28.61118.6%24.7%
25Δ44.8694.3%28.3%30.83103.7%19.2%
30Δ41.3375.8%18.7%32.5591.7%15.1%
35Δ40.0075.0%15.7%33.7388.7%13.0%
40Δ39.0277.5%14.2%34.9185.8%10.8%
45Δ38.0480.0%12.6%35.8881.3%9.1%
50Δ37.0280.8%11.0%36.8476.7%7.4%
55Δ35.9879.7%9.2%38.0477.6%6.2%
60Δ34.9378.6%7.5%39.7990.8%6.0%
65Δ33.8979.1%6.3%41.0790.0%4.9%
70Δ32.8579.7%5.2%42.2887.3%3.8%
75Δ31.7280.0%4.1%44.4992.2%3.0%
80Δ30.5480.1%3.1%47.1697.1%2.3%

20Δ

Calls
Pseudo strike
52.87
IV
131.4%
B/E move
50.6%
Puts
Pseudo strike
28.61
IV
118.6%
B/E move
24.7%

25Δ

Calls
Pseudo strike
44.86
IV
94.3%
B/E move
28.3%
Puts
Pseudo strike
30.83
IV
103.7%
B/E move
19.2%

30Δ

Calls
Pseudo strike
41.33
IV
75.8%
B/E move
18.7%
Puts
Pseudo strike
32.55
IV
91.7%
B/E move
15.1%

35Δ

Calls
Pseudo strike
40.00
IV
75.0%
B/E move
15.7%
Puts
Pseudo strike
33.73
IV
88.7%
B/E move
13.0%

40Δ

Calls
Pseudo strike
39.02
IV
77.5%
B/E move
14.2%
Puts
Pseudo strike
34.91
IV
85.8%
B/E move
10.8%

45Δ

Calls
Pseudo strike
38.04
IV
80.0%
B/E move
12.6%
Puts
Pseudo strike
35.88
IV
81.3%
B/E move
9.1%

50Δ

Calls
Pseudo strike
37.02
IV
80.8%
B/E move
11.0%
Puts
Pseudo strike
36.84
IV
76.7%
B/E move
7.4%

55Δ

Calls
Pseudo strike
35.98
IV
79.7%
B/E move
9.2%
Puts
Pseudo strike
38.04
IV
77.6%
B/E move
6.2%

60Δ

Calls
Pseudo strike
34.93
IV
78.6%
B/E move
7.5%
Puts
Pseudo strike
39.79
IV
90.8%
B/E move
6.0%

65Δ

Calls
Pseudo strike
33.89
IV
79.1%
B/E move
6.3%
Puts
Pseudo strike
41.07
IV
90.0%
B/E move
4.9%

70Δ

Calls
Pseudo strike
32.85
IV
79.7%
B/E move
5.2%
Puts
Pseudo strike
42.28
IV
87.3%
B/E move
3.8%

75Δ

Calls
Pseudo strike
31.72
IV
80.0%
B/E move
4.1%
Puts
Pseudo strike
44.49
IV
92.2%
B/E move
3.0%

80Δ

Calls
Pseudo strike
30.54
IV
80.1%
B/E move
3.1%
Puts
Pseudo strike
47.16
IV
97.1%
B/E move
2.3%

Options history

No recorded observations