IntraAlpha
Create free account Start free

Amneal Pharmaceuticals, Inc. Class A Common Stock AMRX

i

Market datapartial · fetched 2026-10-22T21:11:06.647Z

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 · 2026-10-22T20:51:07.756041539Z

FundamentalsAlpha Vantage · unavailable

Share price$20.08
1D-0.7%
AH$20.04$20.18$20.32$20.47$20.615:30 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$0.69$1.59$2.50$3.40$4.31$14.91$17.60$20.30$22.99$25.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMRX spot · $20.08AMRX PRICE$1.06$0.79$1.18$1.14$1.10$1.06$1.05$1.58$2.12$2.65$3.18$4.05$1.14$1.28$1.30$1.18$1.07$0.95$1.24$1.54$1.84$2.13$2.43$2.73
PutsExpensive1.17×
CallsExpensive1.21×
SkewBullish-7.62 pp
Implied moveBearish±$2.30
TiltBullish5.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.41148.1%28.9%
25Δ29.81154.7%53.8%16.77127.6%22.8%
30Δ23.3581.4%20.2%17.83107.1%17.6%
35Δ24.36110.4%27.2%18.5586.7%13.5%
40Δ23.2593.2%21.5%19.2766.3%9.4%
45Δ22.1576.0%15.8%19.9946.0%5.2%
50Δ21.0558.7%10.1%20.4146.6%4.6%
55Δ19.9742.8%4.7%20.8247.6%4.0%
60Δ19.4051.9%4.5%21.2348.6%3.4%
65Δ18.8360.9%4.3%21.6549.7%2.8%
70Δ18.2570.0%4.1%22.0650.7%2.3%
75Δ17.6879.1%3.9%22.4751.7%1.7%
80Δ16.7189.1%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.41
IV
148.1%
B/E move
28.9%

25Δ

Calls
Pseudo strike
29.81
IV
154.7%
B/E move
53.8%
Puts
Pseudo strike
16.77
IV
127.6%
B/E move
22.8%

30Δ

Calls
Pseudo strike
23.35
IV
81.4%
B/E move
20.2%
Puts
Pseudo strike
17.83
IV
107.1%
B/E move
17.6%

35Δ

Calls
Pseudo strike
24.36
IV
110.4%
B/E move
27.2%
Puts
Pseudo strike
18.55
IV
86.7%
B/E move
13.5%

40Δ

Calls
Pseudo strike
23.25
IV
93.2%
B/E move
21.5%
Puts
Pseudo strike
19.27
IV
66.3%
B/E move
9.4%

45Δ

Calls
Pseudo strike
22.15
IV
76.0%
B/E move
15.8%
Puts
Pseudo strike
19.99
IV
46.0%
B/E move
5.2%

50Δ

Calls
Pseudo strike
21.05
IV
58.7%
B/E move
10.1%
Puts
Pseudo strike
20.41
IV
46.6%
B/E move
4.6%

55Δ

Calls
Pseudo strike
19.97
IV
42.8%
B/E move
4.7%
Puts
Pseudo strike
20.82
IV
47.6%
B/E move
4.0%

60Δ

Calls
Pseudo strike
19.40
IV
51.9%
B/E move
4.5%
Puts
Pseudo strike
21.23
IV
48.6%
B/E move
3.4%

65Δ

Calls
Pseudo strike
18.83
IV
60.9%
B/E move
4.3%
Puts
Pseudo strike
21.65
IV
49.7%
B/E move
2.8%

70Δ

Calls
Pseudo strike
18.25
IV
70.0%
B/E move
4.1%
Puts
Pseudo strike
22.06
IV
50.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
17.68
IV
79.1%
B/E move
3.9%
Puts
Pseudo strike
22.47
IV
51.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
16.71
IV
89.1%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

Options history

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