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Harmony Biosciences Holdings, Inc. Common Stock HRMY

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Market datapartial · fetched 2026-10-22T16:19:58.008Z

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 · 2026-10-22T16:18:59.735365257Z

FundamentalsAlpha Vantage · unavailable

Share price$38.92
1D+1.6%
$38.01$38.44$38.88$39.31$39.745:30 AM6:30 AM9:00 AM1:00 PMHRMY
Sold putSold call

Harmony Biosciences Holdings, Inc. Common Stock options

Live interpolated HRMY call and put midpoint premiums by absolute delta.Harmony Biosciences Holdings, Inc. Common Stock$0.81$3.78$6.75$9.72$12.69$29.21$33.81$38.41$43.01$47.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HRMY spot · $38.92HRMY PRICE$1.13$1.18$1.35$1.71$2.07$2.40$2.69$2.98$3.53$4.57$5.61$6.67$1.39$1.61$1.86$2.16$2.41$2.57$2.74$3.05$3.73$4.41$6.60$9.30$11.83
PutsExpensive1.45×
CallsExpensive1.36×
SkewBearish+9.25 pp
Implied moveBearish±$5.13
TiltBearish19.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.0599.1%21.2%
25Δ46.2475.9%21.7%34.0287.1%16.7%
30Δ43.6062.7%15.1%35.5579.1%13.5%
35Δ41.9255.0%11.2%36.7474.4%11.1%
40Δ41.1757.6%10.2%37.8069.2%9.1%
45Δ40.4360.1%9.2%38.6163.2%7.4%
50Δ39.6660.6%8.1%39.4357.1%5.7%
55Δ38.8558.2%6.7%40.2753.4%4.4%
60Δ38.0455.9%5.4%41.1955.1%3.8%
65Δ37.1057.0%4.4%42.1156.8%3.1%
70Δ35.9365.1%4.1%44.3371.1%3.1%
75Δ34.7372.0%3.6%47.1782.2%2.7%
80Δ33.3774.5%2.9%49.9289.9%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.05
IV
99.1%
B/E move
21.2%

25Δ

Calls
Pseudo strike
46.24
IV
75.9%
B/E move
21.7%
Puts
Pseudo strike
34.02
IV
87.1%
B/E move
16.7%

30Δ

Calls
Pseudo strike
43.60
IV
62.7%
B/E move
15.1%
Puts
Pseudo strike
35.55
IV
79.1%
B/E move
13.5%

35Δ

Calls
Pseudo strike
41.92
IV
55.0%
B/E move
11.2%
Puts
Pseudo strike
36.74
IV
74.4%
B/E move
11.1%

40Δ

Calls
Pseudo strike
41.17
IV
57.6%
B/E move
10.2%
Puts
Pseudo strike
37.80
IV
69.2%
B/E move
9.1%

45Δ

Calls
Pseudo strike
40.43
IV
60.1%
B/E move
9.2%
Puts
Pseudo strike
38.61
IV
63.2%
B/E move
7.4%

50Δ

Calls
Pseudo strike
39.66
IV
60.6%
B/E move
8.1%
Puts
Pseudo strike
39.43
IV
57.1%
B/E move
5.7%

55Δ

Calls
Pseudo strike
38.85
IV
58.2%
B/E move
6.7%
Puts
Pseudo strike
40.27
IV
53.4%
B/E move
4.4%

60Δ

Calls
Pseudo strike
38.04
IV
55.9%
B/E move
5.4%
Puts
Pseudo strike
41.19
IV
55.1%
B/E move
3.8%

65Δ

Calls
Pseudo strike
37.10
IV
57.0%
B/E move
4.4%
Puts
Pseudo strike
42.11
IV
56.8%
B/E move
3.1%

70Δ

Calls
Pseudo strike
35.93
IV
65.1%
B/E move
4.1%
Puts
Pseudo strike
44.33
IV
71.1%
B/E move
3.1%

75Δ

Calls
Pseudo strike
34.73
IV
72.0%
B/E move
3.6%
Puts
Pseudo strike
47.17
IV
82.2%
B/E move
2.7%

80Δ

Calls
Pseudo strike
33.37
IV
74.5%
B/E move
2.9%
Puts
Pseudo strike
49.92
IV
89.9%
B/E move
2.1%

Options history

No recorded observations