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Amneal Pharmaceuticals, Inc. Class A Common Stock AMRX

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-10-22T04:23:22.364Z

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 · 2026-10-21T20:36:18.572431232Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T04:23:20.623080+00:00

Share price$20.20
1D-1.5%
AH$19.70$19.92$20.13$20.34$20.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMRX
Sold putSold callAH

Amneal Pharmaceuticals, Inc. Class A Common Stock options

Live interpolated AMRX call and put midpoint premiums by absolute delta.Amneal Pharmaceuticals, Inc. Class A Common Stock$0.51$1.66$2.82$3.97$5.13$15.26$18.11$20.95$23.80$26.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMRX spot · $20.20AMRX PRICE$1.08$1.15$0.88$1.15$1.43$1.71$1.99$2.34$2.74$3.14$3.54$0.63$0.69$0.82$0.95$1.08$1.27$1.61$1.96$2.30$2.64$3.11$3.95$4.79
PutsFair1.01×
CallsExpensive1.38×
SkewBullish-26.22 pp
Implied moveBullish±$3.33
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.8489.8%19.8%
25Δ29.97153.3%53.7%17.8973.1%14.8%
30Δ26.41126.5%36.4%18.4669.0%12.7%
35Δ22.2268.3%14.4%19.0364.8%10.5%
40Δ21.7272.6%13.2%19.5960.7%8.4%
45Δ21.2176.9%12.1%20.1458.1%6.6%
50Δ20.7181.3%11.0%20.6459.4%5.8%
55Δ20.2085.6%9.9%21.1360.7%5.1%
60Δ19.6087.9%8.6%21.6361.9%4.3%
65Δ18.9488.9%7.3%22.1363.2%3.5%
70Δ18.2789.8%6.0%22.7465.1%2.8%
75Δ17.6190.8%4.7%23.7068.7%2.3%
80Δ24.6572.3%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.84
IV
89.8%
B/E move
19.8%

25Δ

Calls
Pseudo strike
29.97
IV
153.3%
B/E move
53.7%
Puts
Pseudo strike
17.89
IV
73.1%
B/E move
14.8%

30Δ

Calls
Pseudo strike
26.41
IV
126.5%
B/E move
36.4%
Puts
Pseudo strike
18.46
IV
69.0%
B/E move
12.7%

35Δ

Calls
Pseudo strike
22.22
IV
68.3%
B/E move
14.4%
Puts
Pseudo strike
19.03
IV
64.8%
B/E move
10.5%

40Δ

Calls
Pseudo strike
21.72
IV
72.6%
B/E move
13.2%
Puts
Pseudo strike
19.59
IV
60.7%
B/E move
8.4%

45Δ

Calls
Pseudo strike
21.21
IV
76.9%
B/E move
12.1%
Puts
Pseudo strike
20.14
IV
58.1%
B/E move
6.6%

50Δ

Calls
Pseudo strike
20.71
IV
81.3%
B/E move
11.0%
Puts
Pseudo strike
20.64
IV
59.4%
B/E move
5.8%

55Δ

Calls
Pseudo strike
20.20
IV
85.6%
B/E move
9.9%
Puts
Pseudo strike
21.13
IV
60.7%
B/E move
5.1%

60Δ

Calls
Pseudo strike
19.60
IV
87.9%
B/E move
8.6%
Puts
Pseudo strike
21.63
IV
61.9%
B/E move
4.3%

65Δ

Calls
Pseudo strike
18.94
IV
88.9%
B/E move
7.3%
Puts
Pseudo strike
22.13
IV
63.2%
B/E move
3.5%

70Δ

Calls
Pseudo strike
18.27
IV
89.8%
B/E move
6.0%
Puts
Pseudo strike
22.74
IV
65.1%
B/E move
2.8%

75Δ

Calls
Pseudo strike
17.61
IV
90.8%
B/E move
4.7%
Puts
Pseudo strike
23.70
IV
68.7%
B/E move
2.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.65
IV
72.3%
B/E move
1.7%

Options history

No recorded observations