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Amneal Pharmaceuticals, Inc. Class A Common Stock AMRX

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Market datapartial · fetched 2026-10-22T16:21:00.998Z

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 · 2026-10-22T16:20:57.949128503Z

FundamentalsAlpha Vantage · unavailable

Share price$20.33
1D+0.4%
$20.18$20.28$20.37$20.47$20.565:30 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$0.96$1.84$2.71$3.59$4.47$13.74$16.64$19.54$22.44$25.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMRX spot · $20.33AMRX PRICE$1.18$1.15$1.12$1.09$1.05$1.07$1.62$2.16$2.71$3.25$1.24$1.32$1.46$1.63$1.81$1.98$2.15$2.32$2.50$2.67$3.00$3.61$4.22
PutsExpensive1.44×
CallsFair0.97×
SkewBearish+29.37 pp
Implied moveBearish±$3.24
TiltBearish29.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.53183.3%34.6%
25Δ16.74136.4%24.2%
30Δ17.89115.6%19.2%
35Δ24.53108.6%26.5%18.50108.6%17.0%
40Δ23.6193.9%21.8%19.10101.7%14.9%
45Δ22.6979.1%17.1%19.7194.7%12.8%
50Δ21.7764.3%12.4%20.3187.7%10.7%
55Δ20.8549.5%7.7%20.9180.7%8.6%
60Δ19.9536.6%3.4%21.5273.7%6.4%
65Δ19.3744.6%3.2%22.1266.7%4.3%
70Δ18.7852.6%3.0%22.7762.5%2.7%
75Δ18.1960.6%2.8%23.5162.9%2.1%
80Δ17.6068.6%2.6%24.2463.3%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.53
IV
183.3%
B/E move
34.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.74
IV
136.4%
B/E move
24.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.89
IV
115.6%
B/E move
19.2%

35Δ

Calls
Pseudo strike
24.53
IV
108.6%
B/E move
26.5%
Puts
Pseudo strike
18.50
IV
108.6%
B/E move
17.0%

40Δ

Calls
Pseudo strike
23.61
IV
93.9%
B/E move
21.8%
Puts
Pseudo strike
19.10
IV
101.7%
B/E move
14.9%

45Δ

Calls
Pseudo strike
22.69
IV
79.1%
B/E move
17.1%
Puts
Pseudo strike
19.71
IV
94.7%
B/E move
12.8%

50Δ

Calls
Pseudo strike
21.77
IV
64.3%
B/E move
12.4%
Puts
Pseudo strike
20.31
IV
87.7%
B/E move
10.7%

55Δ

Calls
Pseudo strike
20.85
IV
49.5%
B/E move
7.7%
Puts
Pseudo strike
20.91
IV
80.7%
B/E move
8.6%

60Δ

Calls
Pseudo strike
19.95
IV
36.6%
B/E move
3.4%
Puts
Pseudo strike
21.52
IV
73.7%
B/E move
6.4%

65Δ

Calls
Pseudo strike
19.37
IV
44.6%
B/E move
3.2%
Puts
Pseudo strike
22.12
IV
66.7%
B/E move
4.3%

70Δ

Calls
Pseudo strike
18.78
IV
52.6%
B/E move
3.0%
Puts
Pseudo strike
22.77
IV
62.5%
B/E move
2.7%

75Δ

Calls
Pseudo strike
18.19
IV
60.6%
B/E move
2.8%
Puts
Pseudo strike
23.51
IV
62.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
17.60
IV
68.6%
B/E move
2.6%
Puts
Pseudo strike
24.24
IV
63.3%
B/E move
1.5%

Options history

AMRX51.6456.4961.342026-10-20: 52.31%2026-10-21: 60.67%Oct 20Oct 21
Table
DateIV
52.31%
60.67%