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Harmony Biosciences Holdings HRMY

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-24T04:26:07.488Z

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 · 2026-10-23T20:28:15.47787271Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:26:07.716272+00:00

Share price$36.13
1D-9.7%
AH$35$36$38$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$0.49$3.41$6.34$9.27$12.20$26.10$31.16$36.21$41.27$46.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HRMY spot · $36.13HRMY PRICE$0.80$1.38$1.42$1.52$1.95$2.37$2.80$3.21$3.62$4.25$4.91$5.77$6.84$1.39$1.66$2.02$2.40$2.89$3.39$4.10$5.06$6.07$7.16$8.89$11.36
PutsExpensive1.08×
CallsExpensive1.18×
SkewBullish-1.66 pp
Implied moveBearish±$6.18
TiltBearish16.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.7580.2%26.1%
25Δ46.72109.2%33.2%31.7784.8%15.9%
30Δ43.0588.8%23.1%33.1078.5%13.0%
35Δ39.8572.4%14.5%34.1276.8%11.1%
40Δ38.9675.8%13.2%35.1375.3%9.4%
45Δ38.0879.2%12.0%36.0775.1%8.2%
50Δ37.1481.0%10.5%37.0074.9%7.0%
55Δ36.1379.8%8.9%38.0776.6%6.0%
60Δ35.1278.7%7.2%39.3080.5%5.2%
65Δ34.0879.7%6.1%40.6183.2%4.4%
70Δ33.0481.1%5.0%42.0184.4%3.6%
75Δ31.8383.7%4.1%43.9988.9%2.9%
80Δ30.4687.6%3.2%46.6995.5%2.2%

20Δ

Calls
Pseudo strike
44.75
IV
80.2%
B/E move
26.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
46.72
IV
109.2%
B/E move
33.2%
Puts
Pseudo strike
31.77
IV
84.8%
B/E move
15.9%

30Δ

Calls
Pseudo strike
43.05
IV
88.8%
B/E move
23.1%
Puts
Pseudo strike
33.10
IV
78.5%
B/E move
13.0%

35Δ

Calls
Pseudo strike
39.85
IV
72.4%
B/E move
14.5%
Puts
Pseudo strike
34.12
IV
76.8%
B/E move
11.1%

40Δ

Calls
Pseudo strike
38.96
IV
75.8%
B/E move
13.2%
Puts
Pseudo strike
35.13
IV
75.3%
B/E move
9.4%

45Δ

Calls
Pseudo strike
38.08
IV
79.2%
B/E move
12.0%
Puts
Pseudo strike
36.07
IV
75.1%
B/E move
8.2%

50Δ

Calls
Pseudo strike
37.14
IV
81.0%
B/E move
10.5%
Puts
Pseudo strike
37.00
IV
74.9%
B/E move
7.0%

55Δ

Calls
Pseudo strike
36.13
IV
79.8%
B/E move
8.9%
Puts
Pseudo strike
38.07
IV
76.6%
B/E move
6.0%

60Δ

Calls
Pseudo strike
35.12
IV
78.7%
B/E move
7.2%
Puts
Pseudo strike
39.30
IV
80.5%
B/E move
5.2%

65Δ

Calls
Pseudo strike
34.08
IV
79.7%
B/E move
6.1%
Puts
Pseudo strike
40.61
IV
83.2%
B/E move
4.4%

70Δ

Calls
Pseudo strike
33.04
IV
81.1%
B/E move
5.0%
Puts
Pseudo strike
42.01
IV
84.4%
B/E move
3.6%

75Δ

Calls
Pseudo strike
31.83
IV
83.7%
B/E move
4.1%
Puts
Pseudo strike
43.99
IV
88.9%
B/E move
2.9%

80Δ

Calls
Pseudo strike
30.46
IV
87.6%
B/E move
3.2%
Puts
Pseudo strike
46.69
IV
95.5%
B/E move
2.2%

Options history

No recorded observations