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ANI Pharmaceuticals, Inc. ANIP

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-11T03:49:22.915Z

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 · 2026-11-10T21:00:07.302995566Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T03:49:22.287283+00:00

Share price$71.25
1D+5.1%
AH$67$68$70$71$725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMANIP
Sold putSold callAH

ANI Pharmaceuticals, Inc. options

Live interpolated ANIP call and put midpoint premiums by absolute delta.ANI Pharmaceuticals, Inc.$1.05$2.49$3.93$5.37$6.81$61.08$65.94$70.80$75.67$80.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ANIP spot · $71.25ANIP PRICE$2.45$2.45$2.47$2.48$2.48$2.48$2.48$2.48$2.48$1.21$1.49$1.77$2.06$2.40$2.75$3.10$3.45$3.80$4.15$4.71$6.39
Puts——
Calls——
Skew——
Implied moveBearish±$5.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.40222.1%48.6%
25Δ88.25160.8%27.3%66.4764.3%8.4%
30Δ81.11123.0%17.3%67.6262.1%7.2%
35Δ77.3299.2%12.0%68.7760.0%6.0%
40Δ74.7081.2%8.3%69.9257.8%4.8%
45Δ73.6871.7%6.9%70.6955.8%4.2%
50Δ72.6762.2%5.5%71.4253.8%3.6%
55Δ71.6552.7%4.0%72.1651.8%3.1%
60Δ70.6443.2%2.6%72.9049.8%2.5%
65Δ73.6447.8%2.0%
70Δ74.3845.9%1.4%
75Δ75.2844.9%1.0%
80Δ77.1149.6%0.7%

20Δ

Calls
Pseudo strike
103.40
IV
222.1%
B/E move
48.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
88.25
IV
160.8%
B/E move
27.3%
Puts
Pseudo strike
66.47
IV
64.3%
B/E move
8.4%

30Δ

Calls
Pseudo strike
81.11
IV
123.0%
B/E move
17.3%
Puts
Pseudo strike
67.62
IV
62.1%
B/E move
7.2%

35Δ

Calls
Pseudo strike
77.32
IV
99.2%
B/E move
12.0%
Puts
Pseudo strike
68.77
IV
60.0%
B/E move
6.0%

40Δ

Calls
Pseudo strike
74.70
IV
81.2%
B/E move
8.3%
Puts
Pseudo strike
69.92
IV
57.8%
B/E move
4.8%

45Δ

Calls
Pseudo strike
73.68
IV
71.7%
B/E move
6.9%
Puts
Pseudo strike
70.69
IV
55.8%
B/E move
4.2%

50Δ

Calls
Pseudo strike
72.67
IV
62.2%
B/E move
5.5%
Puts
Pseudo strike
71.42
IV
53.8%
B/E move
3.6%

55Δ

Calls
Pseudo strike
71.65
IV
52.7%
B/E move
4.0%
Puts
Pseudo strike
72.16
IV
51.8%
B/E move
3.1%

60Δ

Calls
Pseudo strike
70.64
IV
43.2%
B/E move
2.6%
Puts
Pseudo strike
72.90
IV
49.8%
B/E move
2.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.64
IV
47.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.38
IV
45.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.28
IV
44.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.11
IV
49.6%
B/E move
0.7%

Options history

IV · four-Friday blend41.54%
Daily close
ANIP32.5%45.3%58.0%2026-08-12: 37.84%2026-08-13: 37.24%2026-08-14: 40.62%2026-08-21: 34.26%2026-08-24: 34.90%2026-08-25: 35.39%2026-08-26: 34.29%2026-08-27: 35.86%2026-08-28: 36.05%2026-08-31: 36.35%2026-09-02: 37.39%2026-09-03: 35.84%2026-09-04: 37.75%2026-09-08: 39.08%2026-09-09: 40.47%2026-09-10: 40.39%2026-09-11: 43.92%2026-09-14: 48.14%2026-09-15: 46.97%2026-09-17: 56.25%2026-09-18: 36.81%2026-09-21: 36.54%2026-09-22: 35.53%2026-09-23: 36.13%2026-09-24: 37.38%2026-09-25: 36.76%2026-09-28: 34.51%2026-09-29: 37.59%2026-09-30: 39.07%2026-10-01: 37.21%2026-10-02: 37.14%2026-10-05: 36.61%2026-10-06: 40.13%2026-10-07: 38.64%2026-10-16: 38.11%2026-10-19: 38.73%2026-10-20: 39.13%2026-10-21: 39.65%2026-10-22: 39.55%2026-10-23: 39.75%2026-10-26: 40.62%2026-10-27: 40.19%2026-10-28: 40.75%2026-10-29: 40.67%2026-10-30: 41.54%Aug 12Sep 22Oct 30
45 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
37.84%
37.24%
40.62%
34.26%
34.90%
35.39%
34.29%
35.86%
36.05%
36.35%
37.39%
35.84%
37.75%
39.08%
40.47%
40.39%
43.92%
48.14%
46.97%
56.25%
36.81%
36.54%
35.53%
36.13%
37.38%
36.76%
34.51%
37.59%
39.07%
37.21%
37.14%
36.61%
40.13%
38.64%
38.11%
38.73%
39.13%
39.65%
39.55%
39.75%
40.62%
40.19%
40.75%
40.67%
41.54%