HAE · Haemonetics Corp

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$85.42 +2.88 (+3.49%) At close · Jul 29

Market Cap

$3.75B

45.45M

Options Chain

15-min delayed Underlying $85.42 · at close Jul 29, 2026 Options Calculator

Positioning

Aug 21, 2026 · 22 days to expiry · 32 contracts

Put / call OI

0.05

Call-heavy positioning

Open interest

164

contracts outstanding

Volume

traded today

Max pain

$75.00

$10.42 below spot

ATM implied vol

63.5%

market's expected move

Open interest by strike

Calls Puts

100

105

110

115

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 22d Sep 18 50d Dec 18 141d Jan 15 169d Mar 19 232d Jan 21 540d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	—	—	—		—	-0.025	176.1%	—	0
Call · $40 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $40 Last — Breakeven — Implied vol 176.1% Delta -0.025 ≈2% ITM Gamma 0.002 Theta -0.048 Vega 0.014 Open interest 0 Model this put
0	—	0.2%	1	—		—	-0.029	151.6%	—	0
Call · $45 In the money Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.004 Vega 0 Open interest 0 Model this call Put · $45 Last — Breakeven — Implied vol 151.6% Delta -0.029 ≈3% ITM Gamma 0.002 Theta -0.047 Vega 0.015 Open interest 0 Model this put
0	—	0.2%	1	—		—	-0.039	135.9%	—	0
Call · $50 In the money Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.005 Vega 0 Open interest 0 Model this call Put · $50 Last — Breakeven — Implied vol 135.9% Delta -0.039 ≈4% ITM Gamma 0.003 Theta -0.054 Vega 0.016 Open interest 0 Model this put
0	—	—	—	—		$0.55	-0.04	110.1%	1	1
Call · $55 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $55 Last $0.55 Breakeven $54.45 Implied vol 110.1% Delta -0.04 ≈4% ITM Gamma 0.004 Theta -0.044 Vega 0.017 Open interest 1 Model this put
0	—	63.7%	0.991	—		$0.85	-0.063	102.2%	1	3
Call · $60 In the money Last — Breakeven — Implied vol 63.7% Delta 0.991 ≈99% ITM Gamma 0.002 Theta -0.013 Vega 0.004 Open interest 0 Model this call Put · $60 Last $0.85 Breakeven $59.15 Implied vol 102.2% Delta -0.063 ≈6% ITM Gamma 0.006 Theta -0.059 Vega 0.031 Open interest 3 Model this put
0	—	65.5%	0.962	—		$1.10	-0.122	107.4%	1	2
Call · $65 In the money Last — Breakeven — Implied vol 65.5% Delta 0.962 ≈96% ITM Gamma 0.006 Theta -0.032 Vega 0.018 Open interest 0 Model this call Put · $65 Last $1.10 Breakeven $63.90 Implied vol 107.4% Delta -0.122 ≈12% ITM Gamma 0.009 Theta -0.102 Vega 0.048 Open interest 2 Model this put
1	1	76.9%	0.875	$11.50		—	-0.153	87.9%	—	0
Call · $70 In the money Last $11.50 Breakeven $81.50 Implied vol 76.9% Delta 0.875 ≈88% ITM Gamma 0.013 Theta -0.081 Vega 0.05 Open interest 1 Model this call Put · $70 Last — Breakeven — Implied vol 87.9% Delta -0.153 ≈15% ITM Gamma 0.013 Theta -0.096 Vega 0.05 Open interest 0 Model this put
1	1	73%	0.795	$5.50		$4.20	-0.211	75.4%	1	1
Call · $75 In the money Last $5.50 Breakeven $80.50 Implied vol 73% Delta 0.795 ≈80% ITM Gamma 0.019 Theta -0.105 Vega 0.068 Open interest 1 Model this call Put · $75 Last $4.20 Breakeven $70.80 Implied vol 75.4% Delta -0.211 ≈21% ITM Gamma 0.018 Theta -0.102 Vega 0.068 Open interest 1 Model this put
35	2	67.2%	0.688	$5.47		$5.09	-0.316	69.3%	1	1
Call · $80 In the money Last $5.47 Breakeven $85.47 Implied vol 67.2% Delta 0.688 ≈69% ITM Gamma 0.025 Theta -0.119 Vega 0.071 Open interest 35 Model this call Put · $80 Last $5.09 Breakeven $74.91 Implied vol 69.3% Delta -0.316 ≈32% ITM Gamma 0.025 Theta -0.115 Vega 0.071 Open interest 1 Model this put
82	1	60.8%	0.549	$4.14		—	-0.451	66.2%	—	0
Call · $85 In the money Last $4.14 Breakeven $89.14 Implied vol 60.8% Delta 0.549 ≈55% ITM Gamma 0.031 Theta -0.119 Vega 0.084 Open interest 82 Model this call Put · $85 Last — Breakeven — Implied vol 66.2% Delta -0.451 ≈45% ITM Gamma 0.029 Theta -0.121 Vega 0.084 Open interest 0 Model this put
Underlying $85.42
37	1	58.8%	0.393	$3.00		—	-0.603	61.1%	—	0
Call · $90 Last $3.00 Breakeven $93.00 Implied vol 58.8% Delta 0.393 ≈39% ITM Gamma 0.031 Theta -0.111 Vega 0.087 Open interest 37 Model this call Put · $90 In the money Last — Breakeven — Implied vol 61.1% Delta -0.603 ≈60% ITM Gamma 0.03 Theta -0.108 Vega 0.086 Open interest 0 Model this put
0	—	55.2%	0.244	—		—	-0.728	62.3%	—	0
Call · $95 Last — Breakeven — Implied vol 55.2% Delta 0.244 ≈24% ITM Gamma 0.027 Theta -0.085 Vega 0.06 Open interest 0 Model this call Put · $95 In the money Last — Breakeven — Implied vol 62.3% Delta -0.728 ≈73% ITM Gamma 0.026 Theta -0.093 Vega 0.078 Open interest 0 Model this put
0	—	49.4%	0.115	—		—	-0.824	62.9%	—	0
Call · $100 Last — Breakeven — Implied vol 49.4% Delta 0.115 ≈12% ITM Gamma 0.019 Theta -0.046 Vega 0.042 Open interest 0 Model this call Put · $100 In the money Last — Breakeven — Implied vol 62.9% Delta -0.824 ≈82% ITM Gamma 0.02 Theta -0.071 Vega 0.06 Open interest 0 Model this put
0	—	56.8%	0.081	—		—	-0.885	65.2%	—	0
Call · $105 Last — Breakeven — Implied vol 56.8% Delta 0.081 ≈8% ITM Gamma 0.013 Theta -0.041 Vega 0.043 Open interest 0 Model this call Put · $105 In the money Last — Breakeven — Implied vol 65.2% Delta -0.885 ≈89% ITM Gamma 0.015 Theta -0.053 Vega 0.041 Open interest 0 Model this put
0	—	—	—	—		—	-0.971	56%	—	0
Call · $110 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $110 In the money Last — Breakeven — Implied vol 56% Delta -0.971 ≈97% ITM Gamma 0.008 Theta -0.014 Vega 0.018 Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $115 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $115 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 313143 CUSIP 405024100 13F (30d) 78 filings 78 filers Visit website Investor relations