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Alkermes plc Ordinary Shares ALKS

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-12T02:42:23.031Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:28:36.919311705Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:39:19.522030+00:00

Share price$47.69
1D+3.4%
AH$45.93$46.47$47.01$47.56$48.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALKS
Sold putSold callAH

Alkermes plc Ordinary Shares options

Live interpolated ALKS call and put midpoint premiums by absolute delta.Alkermes plc Ordinary Shares$0.39$1.28$2.17$3.06$3.96$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEALKS PRICE$0.49$0.61$0.74$1.01$1.30$1.51$2.96$3.70$1.15$1.29$1.44$1.44$1.66$1.91$2.18$2.38$2.56
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.6462.6%11.4%41.27126.2%15.9%
25Δ51.3958.7%9.0%
30Δ50.1554.7%6.7%44.9285.7%8.5%
35Δ49.6259.0%6.2%45.9177.2%6.7%
40Δ49.1864.4%5.9%
45Δ48.6164.1%5.1%47.4054.4%3.6%
50Δ47.9053.3%3.0%
55Δ48.3952.2%2.5%
60Δ48.8751.1%2.1%
65Δ49.2748.4%1.7%
70Δ49.6545.2%1.3%
75Δ45.3550.7%1.3%
80Δ44.5255.2%1.1%

20Δ

Calls
Pseudo strike
52.64
IV
62.6%
B/E move
11.4%
Puts
Pseudo strike
41.27
IV
126.2%
B/E move
15.9%

25Δ

Calls
Pseudo strike
51.39
IV
58.7%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
50.15
IV
54.7%
B/E move
6.7%
Puts
Pseudo strike
44.92
IV
85.7%
B/E move
8.5%

35Δ

Calls
Pseudo strike
49.62
IV
59.0%
B/E move
6.2%
Puts
Pseudo strike
45.91
IV
77.2%
B/E move
6.7%

40Δ

Calls
Pseudo strike
49.18
IV
64.4%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
48.61
IV
64.1%
B/E move
5.1%
Puts
Pseudo strike
47.40
IV
54.4%
B/E move
3.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.90
IV
53.3%
B/E move
3.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.39
IV
52.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.87
IV
51.1%
B/E move
2.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.27
IV
48.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.65
IV
45.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
45.35
IV
50.7%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
44.52
IV
55.2%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend52.69%
Daily close
ALKS34.5%57.3%80.1%2026-08-13: 45.39%2026-08-14: 49.86%2026-08-17: 51.46%2026-08-18: 51.26%2026-08-20: 48.64%2026-08-21: 43.67%2026-08-24: 46.96%2026-08-25: 46.39%2026-08-26: 43.24%2026-08-27: 37.66%2026-08-28: 44.00%2026-08-31: 48.90%2026-09-01: 49.97%2026-09-02: 58.83%2026-09-03: 54.76%2026-09-04: 52.02%2026-09-08: 52.75%2026-09-09: 59.76%2026-09-10: 57.64%2026-09-11: 58.38%2026-09-14: 57.41%2026-09-15: 58.76%2026-09-16: 68.95%2026-09-17: 63.94%2026-09-18: 55.78%2026-09-21: 54.04%2026-09-22: 52.77%2026-09-23: 53.32%2026-09-24: 51.74%2026-09-25: 56.57%2026-09-28: 49.15%2026-09-29: 56.70%2026-09-30: 55.86%2026-10-01: 56.86%2026-10-02: 52.39%2026-10-05: 53.55%2026-10-06: 54.20%2026-10-07: 52.36%2026-10-08: 57.42%2026-10-09: 54.32%2026-10-12: 57.59%2026-10-13: 55.52%2026-10-14: 65.51%2026-10-15: 76.96%2026-10-16: 49.73%2026-10-19: 50.85%2026-10-20: 47.30%2026-10-21: 48.03%2026-10-22: 48.09%2026-10-23: 51.37%2026-10-26: 51.74%2026-10-27: 51.75%2026-10-28: 50.66%2026-10-29: 49.92%2026-10-30: 52.69%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
45.39%
49.86%
51.46%
51.26%
48.64%
43.67%
46.96%
46.39%
43.24%
37.66%
44.00%
48.90%
49.97%
58.83%
54.76%
52.02%
52.75%
59.76%
57.64%
58.38%
57.41%
58.76%
68.95%
63.94%
55.78%
54.04%
52.77%
53.32%
51.74%
56.57%
49.15%
56.70%
55.86%
56.86%
52.39%
53.55%
54.20%
52.36%
57.42%
54.32%
57.59%
55.52%
65.51%
76.96%
49.73%
50.85%
47.30%
48.03%
48.09%
51.37%
51.74%
51.75%
50.66%
49.92%
52.69%