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Amneal Pharmaceuticals, Inc. Class A Common Stock AMRX

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Market datapartial · fetched 2026-10-22T17:50:53.984Z

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 · 2026-10-22T17:50:33.498136968Z

FundamentalsAlpha Vantage · unavailable

Share price$20.40
1D+0.8%
$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$0.81$2.82$4.82$6.83$8.84$12.89$16.10$19.32$22.53$25.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMRX spot · $20.40AMRX PRICE$1.07$1.06$1.05$1.05$1.04$1.03$1.03$1.50$2.13$2.76$3.40$1.82$2.46$3.10$3.75$4.39$5.04$5.68$6.33$6.97$7.61$8.26
PutsExpensive1.66×
CallsExpensive1.05×
SkewBearish+37.59 pp
Implied moveBearish±$5.43
TiltBearish52.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ28.63136.1%45.6%18.16120.9%19.9%
35Δ27.25119.8%38.8%19.13118.5%18.3%
40Δ25.87103.5%32.0%20.10116.1%16.7%
45Δ24.4987.2%25.2%21.06113.7%15.1%
50Δ23.1170.9%18.4%22.03111.3%13.5%
55Δ21.7454.6%11.6%23.00108.9%12.0%
60Δ20.3638.3%4.8%23.97106.5%10.4%
65Δ19.4737.2%2.8%24.93104.1%8.8%
70Δ18.7641.4%2.4%25.90101.7%7.2%
75Δ18.0645.6%2.1%26.8799.3%5.6%
80Δ17.3549.8%1.7%27.8396.9%4.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
28.63
IV
136.1%
B/E move
45.6%
Puts
Pseudo strike
18.16
IV
120.9%
B/E move
19.9%

35Δ

Calls
Pseudo strike
27.25
IV
119.8%
B/E move
38.8%
Puts
Pseudo strike
19.13
IV
118.5%
B/E move
18.3%

40Δ

Calls
Pseudo strike
25.87
IV
103.5%
B/E move
32.0%
Puts
Pseudo strike
20.10
IV
116.1%
B/E move
16.7%

45Δ

Calls
Pseudo strike
24.49
IV
87.2%
B/E move
25.2%
Puts
Pseudo strike
21.06
IV
113.7%
B/E move
15.1%

50Δ

Calls
Pseudo strike
23.11
IV
70.9%
B/E move
18.4%
Puts
Pseudo strike
22.03
IV
111.3%
B/E move
13.5%

55Δ

Calls
Pseudo strike
21.74
IV
54.6%
B/E move
11.6%
Puts
Pseudo strike
23.00
IV
108.9%
B/E move
12.0%

60Δ

Calls
Pseudo strike
20.36
IV
38.3%
B/E move
4.8%
Puts
Pseudo strike
23.97
IV
106.5%
B/E move
10.4%

65Δ

Calls
Pseudo strike
19.47
IV
37.2%
B/E move
2.8%
Puts
Pseudo strike
24.93
IV
104.1%
B/E move
8.8%

70Δ

Calls
Pseudo strike
18.76
IV
41.4%
B/E move
2.4%
Puts
Pseudo strike
25.90
IV
101.7%
B/E move
7.2%

75Δ

Calls
Pseudo strike
18.06
IV
45.6%
B/E move
2.1%
Puts
Pseudo strike
26.87
IV
99.3%
B/E move
5.6%

80Δ

Calls
Pseudo strike
17.35
IV
49.8%
B/E move
1.7%
Puts
Pseudo strike
27.83
IV
96.9%
B/E move
4.0%

Options history

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