Health Care

Halozyme Therapeutics, Inc. (HALO) options and signal

Figures as of 28 Sep 2026

HALO is Halozyme Therapeutics, Inc., a Health Care name the model ranks every trading day. The options figures are from the close on 28 Sep 2026. The model's figures are from 25 Sep 2026, one trading day behind the latest, as the Free plan shows them. Every model figure is paper trading.

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At a glance

Figure	Value	Date
IV rank	15 of 100	28 Sep
At the money IV	39.9%	28 Sep
Priced move to 16 Oct	12.8% down, 8.6% up	28 Sep
Call wall and put wall	Both 110	28 Sep
Signal and the desk's view	No signal, view neutral	25 Sep
Last close	112.89	28 Sep
Next report	2 Nov 2026	28 Sep

Options Snapshot

HALO's IV rank is 15 of 100 on 28 Sep 2026.

Figure	Value
IV rank	15 of 100
At the money IV	39.9%, near month, 18 days
Put/call ratio, open interest	0.19
Call open interest, strikes captured near the price	9,080 contracts
Put open interest, strikes captured near the price	1,740 contracts
Cost to trade at the money	Fair, 37.4% of the option's mid price

IV rank is where the at the money IV sits among HALO's own weekly readings, 0 the lowest and 100 the highest.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Priced Range

On 28 Sep 2026, HALO options priced a move of 12.8 percent down and 8.6 percent up by 16 Oct 2026.

Expiry	Days	Down	Up	Range
16 Oct 2026	18	12.8%	8.6%	98.49 to 122.63
20 Nov 2026	53	18.3%	16.3%	92.19 to 131.29
18 Dec 2026	81	20.1%	21.3%	90.19 to 136.99
19 Mar 2027	172	28.4%	31.9%	80.79 to 148.89

The range is one standard deviation either side of the close of 112.89, as the option prices imply it.

A priced move restates option prices at the close and says nothing certain about where the price goes.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Gamma Map

On 28 Sep 2026, HALO's call wall and put wall are both at the 110 strike.

Figure	Value
Call wall, most open call gamma	110
Put wall, most open put gamma	110
Net dollar gamma, calls minus puts	$1.1 million
Total dollar gamma, both sides	$1.79 million
Close	112.89

Dollar gamma is stated for a one percent move in the price.

Net is calls minus puts under the standard convention, not a record of who holds the contracts.

Net gamma changes sign at 2 strikes, so no single flip strike is named.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility History

On 28 Sep 2026, HALO's at the money IV is 39.9 percent against 20 day realized volatility of 25.2 percent.

Figure	Value
At the money IV	39.9%
Realized volatility, 20 trading days	25.2%
Realized volatility, 60 trading days	45.4%
IV against its own weekly record	Low, in the bottom fifth
Weekly readings on record	847, from 8 Jan 2010
Weeks the price moved more than the one week priced move	21.8% of 234 weeks

Realized volatility is worked out from the daily closes the desk holds, not from the option chain.

From the option chain at the close on 28 Sep 2026. Current on every plan.

Open Volatility History in RingMaster The Volatility History guide

Volatility Weather

On 28 Sep 2026, HALO's at the money IV runs from 39.9 percent at 18 days to 43.6 percent at 172 days.

Days to expiry	At the money IV
18	39.9%
53	47.5%
81	44.3%
172	43.6%

Far expiries price more volatility than near ones, an upward sloping term structure.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Smile

On 28 Sep 2026, at the 53 day expiry, HALO's IV ten percent below the price sits 12.2 points above at the money IV.

Strike area	Implied volatility	Against at the money
10% below the price	59.7%	+12.2 points
At the money	47.5%	0.0 points
10% above the price	50.0%	+2.5 points

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Surface

On 28 Sep 2026, HALO's surface spans 4 expiries out to 172 days, with IV from 36.2 to 60.5 percent near the price.

Figure	Value
Expiries captured	4
Nearest expiry	16 Oct 2026, 18 days
Farthest expiry	19 Mar 2027, 172 days
Points within 10% of the price, 7 days out or more	16
Lowest IV among them	36.2%
Highest IV among them	60.5%

From the option chain at the close on 28 Sep 2026. Current on every plan.

Open Volatility Surface in RingMaster The Volatility Surface guide

Expiry Ladder

On 28 Sep 2026, HALO has 4 captured expiries, from 16 Oct 2026 to 19 Mar 2027.

Expiry	Days	At the money IV	Call open interest	Put open interest
16 Oct 2026	18	39.9%	604	368
20 Nov 2026	53	47.5%	913	70
18 Dec 2026	81	44.3%	3,841	992
19 Mar 2027	172	43.6%	3,725	309

Open interest is summed over the strikes captured near the price on each expiry.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Strike Table

On 28 Sep 2026, HALO's largest open interest sits at the 110 strike, with 1,771 contracts across the captured expiries.

Strike	Call open interest	Put open interest	Total
110	1,412	359	1,771
140	1,742	0	1,742
115	882	132	1,014
90	794	123	917
120	819	77	896
100	369	421	790

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Since Yesterday

From 25 Sep 2026 to 28 Sep 2026, HALO's at the money IV moved from 45.0 percent to 39.9 percent.

Figure	25 Sep	28 Sep	Change
At the money IV	45.0%	39.9%	-5.2 points
Open interest, strikes captured near the price	10,737	10,822	+85
Put/call ratio, open interest	0.18	0.19	+0.01

Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Changed Hands

On 28 Sep 2026, 821 HALO option contracts traded, 0.6 times its own recent average.

Figure	Value
Calls traded	595
Puts traded	226
Against its recent average	0.6 times
Busier than	4 of its last 20 trading days
Open interest, whole chain	11,984 contracts
Volume to open interest	0.07
Unusual volume flag	No

Traded volume and open interest are shown side by side and never combined. Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Positioning Replay

The replay holds 33 trading days of HALO's option positioning, from 11 Aug 2026 to 28 Sep 2026.

Date	Close	Net dollar gamma	Top call strike	Top put strike
11 Aug 2026	102.62	$1.71 million	90	95
21 Sep 2026	111.45	$530,772	115	100
28 Sep 2026	112.89	$1.1 million	110	110

Each frame restates one nightly capture. Net is calls minus puts, a convention, not who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Read-out

On 25 Sep 2026 the desk's view of HALO was neutral, paper trading.

Figure	Value
Side	Neutral at 45 trading days, no signal
Level above the close	116.85, the swing high of 23 Sep 2026
Level below the close	111.15, the swing low of 4 Sep 2026
Strategy family	Long straddle (buy a call and a put at the same strike)
Price target	None. The desk has no price model.

The levels are prices the shares turned at on the chart, with the date of each.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

Open Read-out in RingMaster The Read-out guide

Rank by Timeframe

On 25 Sep 2026 HALO sat at the 51st percentile of the model's 45 trading day ranking, paper trading.

Timeframe	Percentile	Side
10 trading days	83 of 100	Bullish
20 trading days	82 of 100	Bullish
45 trading days	51 of 100	Neutral

100 is the top of the ranking. A name in the middle three fifths is neutral.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Timeframe Agreement

On 25 Sep 2026 HALO's near timeframes were bullish and its long timeframe was neutral, paper trading.

Group	Timeframes	Side	On that side
Near	10 day, 20 day	Bullish	2 of 2
Long	45 day	Neutral	0 of 1

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

Open Timeframe Agreement in RingMaster The Timeframe Agreement guide

Signal History

On 25 Sep 2026 HALO had carried no signal for at least 18 trading days, paper trading.

Trading day	Signal	45 day percentile
25 Sep 2026	None	51 of 100
24 Sep 2026	None	68 of 100
23 Sep 2026	None	82 of 100
22 Sep 2026	None	88 of 100
21 Sep 2026	None	82 of 100
18 Sep 2026	None	85 of 100
17 Sep 2026	None	71 of 100
16 Sep 2026	None	76 of 100

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

Open Signal History in RingMaster The Signal History guide

Sector Split

On 25 Sep 2026, 32 of 120 Health Care names were bullish and 52 were bearish, paper trading.

Sector	Names	Bullish	Bearish	Neutral
Health Care	120	32	52	36

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Price Chart

HALO closed at 112.89 on 28 Sep 2026.

Figure	Value
Last close	112.89
Change over 5 trading days	+1.3%
Change over 21 trading days	+5.6%
Change over 63 trading days	+46.3%
Change over 252 trading days	+52.6%
52 week high	116.85
52 week low	61.23
20 day moving average	110.03
50 day moving average	100.45
200 day moving average	77.39
RSI, 14 days	61

Worked out from the desk's own daily bars, adjusted for share splits.

From the daily bars through 28 Sep 2026. Current on every plan.

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Earnings Radar

HALO reports next on 2 Nov 2026, a date worked out from past quarters.

Figure	Value
Next report	2 Nov 2026, after the close
Date	Worked out from past quarters
Move after the report of 6 Aug 2026	+20.2%
Move after the report of 30 Apr 2026	+0.5%
Move after the report of 28 Jan 2026	+0.7%
Move after the report of 6 May 2025	+18.1%

Earnings calendar as of 28 Sep 2026. Current on every plan.

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Company Events

HALO filed 3 current reports in the 14 days to 28 Sep 2026, the latest on 22 Sep 2026.

Filed	Report	What it covers
22 Sep 2026	Current report	Entry into a Material Definitive Agreement; Creation of a Direct Financial Obligation or an Obligation under an Off-Balance Sheet Arrangement of a Registrant; Unregistered Sales of Equity Securities
18 Sep 2026	Current report	Other Events
16 Sep 2026	Current report	Other Events

Filings as of 28 Sep 2026. Current on every plan.

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Seasonality

In the 22 Septembers on record, HALO's average change was plus 2.1 percent, and it rose in 36.4 percent of them.

Month	Average change	Middle change	Share of years up	Years
September	+2.1%	-2.4%	36.4%	22
October	-2.7%	-3.1%	45.5%	22
November	+6.5%	+5.8%	63.6%	22

Each figure is a month end to month end change in past years. A past month says nothing certain about the next one.

Monthly history through 28 Sep 2026. Current on every plan.

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Questions

What is HALO's IV rank?: HALO's IV rank is 15 of 100 on 28 Sep 2026.
What move are HALO options pricing?: On 28 Sep 2026, HALO options priced a move of 12.8 percent down and 8.6 percent up by 16 Oct 2026.
Where are HALO's call wall and put wall?: On 28 Sep 2026, HALO's call wall and put wall are both at the 110 strike.
What was the desk's latest view of HALO on the Free plan?: On 25 Sep 2026 the desk's view of HALO was neutral, paper trading.
When does HALO report earnings next?: HALO reports next on 2 Nov 2026, a date worked out from past quarters.

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