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Amneal Pharmaceuticals, Inc. Class A Common Stock AMRX

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Market dataready · fetched 2026-11-11T14:38:30.942Z

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 · 2026-11-11T14:36:12.559199241Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:38:29.294054+00:00

Share price$21.44
1D+0.2%
$21.33$21.37$21.42$21.47$21.515:30 AM6:30 AM9:00 AM1:00 PMAMRX
Sold putSold call

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$0.55$1.10$1.64$2.18$2.73$18.19$20.24$22.29$24.34$26.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AMRX spot · $21.44AMRX PRICE$0.61$0.79$0.97$1.09$1.14$1.21$1.34$1.47$1.61$1.74$1.87$2.13$2.57$0.62$0.83$1.04$1.21$1.30$1.39$1.48$1.57$1.66
Puts——
CallsExpensive1.76×
Skew——
Implied moveBearish±$2.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.86180.9%37.5%18.64117.8%15.9%
25Δ27.37175.4%31.3%19.15125.4%14.5%
30Δ25.88169.9%25.2%19.66133.0%13.1%
35Δ24.52157.3%19.5%20.15134.7%11.7%
40Δ23.37134.7%14.3%20.58124.5%10.1%
45Δ22.39116.2%10.1%21.01114.3%8.5%
50Δ21.97109.9%8.7%21.45104.1%6.9%
55Δ21.54103.5%7.3%21.8893.9%5.3%
60Δ21.1197.2%6.0%22.3183.7%3.7%
65Δ20.6890.9%4.6%
70Δ20.2684.6%3.2%
75Δ19.7880.4%2.2%
80Δ19.2479.6%1.7%

20Δ

Calls
Pseudo strike
28.86
IV
180.9%
B/E move
37.5%
Puts
Pseudo strike
18.64
IV
117.8%
B/E move
15.9%

25Δ

Calls
Pseudo strike
27.37
IV
175.4%
B/E move
31.3%
Puts
Pseudo strike
19.15
IV
125.4%
B/E move
14.5%

30Δ

Calls
Pseudo strike
25.88
IV
169.9%
B/E move
25.2%
Puts
Pseudo strike
19.66
IV
133.0%
B/E move
13.1%

35Δ

Calls
Pseudo strike
24.52
IV
157.3%
B/E move
19.5%
Puts
Pseudo strike
20.15
IV
134.7%
B/E move
11.7%

40Δ

Calls
Pseudo strike
23.37
IV
134.7%
B/E move
14.3%
Puts
Pseudo strike
20.58
IV
124.5%
B/E move
10.1%

45Δ

Calls
Pseudo strike
22.39
IV
116.2%
B/E move
10.1%
Puts
Pseudo strike
21.01
IV
114.3%
B/E move
8.5%

50Δ

Calls
Pseudo strike
21.97
IV
109.9%
B/E move
8.7%
Puts
Pseudo strike
21.45
IV
104.1%
B/E move
6.9%

55Δ

Calls
Pseudo strike
21.54
IV
103.5%
B/E move
7.3%
Puts
Pseudo strike
21.88
IV
93.9%
B/E move
5.3%

60Δ

Calls
Pseudo strike
21.11
IV
97.2%
B/E move
6.0%
Puts
Pseudo strike
22.31
IV
83.7%
B/E move
3.7%

65Δ

Calls
Pseudo strike
20.68
IV
90.9%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
20.26
IV
84.6%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
19.78
IV
80.4%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
19.24
IV
79.6%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend60.95%
Daily close
AMRX43.1%99.7%156.2%2026-08-14: 80.24%2026-08-17: 90.49%2026-08-20: 148.41%2026-08-21: 59.46%2026-08-24: 54.62%2026-08-25: 56.77%2026-08-26: 63.18%2026-08-27: 53.88%2026-08-31: 51.60%2026-09-01: 58.39%2026-09-02: 61.96%2026-09-03: 61.59%2026-09-04: 50.95%2026-09-15: 109.18%2026-09-18: 56.72%2026-09-21: 55.18%2026-09-22: 55.00%2026-09-23: 56.75%2026-09-24: 56.41%2026-09-25: 57.01%2026-09-28: 63.32%2026-09-29: 54.70%2026-09-30: 56.39%2026-10-01: 54.63%2026-10-02: 58.73%2026-10-05: 60.05%2026-10-06: 64.81%2026-10-07: 61.78%2026-10-12: 68.65%2026-10-16: 60.05%2026-10-19: 55.94%2026-10-20: 51.40%2026-10-21: 55.58%2026-10-22: 57.37%2026-10-23: 59.56%2026-10-26: 59.51%2026-10-28: 54.13%2026-10-30: 60.95%Aug 14Sep 24Oct 30
38 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
80.24%
90.49%
148.41%
59.46%
54.62%
56.77%
63.18%
53.88%
51.60%
58.39%
61.96%
61.59%
50.95%
109.18%
56.72%
55.18%
55.00%
56.75%
56.41%
57.01%
63.32%
54.70%
56.39%
54.63%
58.73%
60.05%
64.81%
61.78%
68.65%
60.05%
55.94%
51.40%
55.58%
57.37%
59.56%
59.51%
54.13%
60.95%