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ANI Pharmaceuticals Inc ANIP

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
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Market dataready · fetched 2026-10-22T03:35:10.474Z

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 · 2026-10-21T20:00:01.501747595Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T03:35:06.466841+00:00

Share price$72.24
1D-0.8%
AH$71.81$72.18$72.55$72.91$73.285:30 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$1.24$3.61$5.98$8.35$10.72$60.17$66.93$73.69$80.46$87.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ANIP spot · $72.24ANIP PRICE$2.31$2.46$2.53$2.61$2.69$3.07$3.71$4.34$4.98$5.73$6.58$7.43$8.29$1.50$1.56$1.83$2.10$2.75$3.48$4.20$4.93$5.78$6.76$7.74$8.72$10.04
PutsFair1.01×
CallsExpensive1.34×
SkewBullish-14.12 pp
Implied moveBearish±$7.91
TiltBearish3.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.09115.3%43.1%63.4561.5%14.2%
25Δ89.6491.3%27.5%66.4147.9%10.2%
30Δ85.4078.2%21.7%68.0644.2%8.3%
35Δ81.1765.0%16.0%69.7040.5%6.4%
40Δ76.9351.9%10.2%70.9541.1%5.6%
45Δ74.3346.2%7.1%72.1042.7%5.0%
50Δ73.0946.9%6.3%73.2644.2%4.4%
55Δ71.8647.6%5.5%74.4245.8%3.8%
60Δ70.6248.3%4.7%75.6946.5%3.2%
65Δ69.3448.3%3.9%77.0946.2%2.6%
70Δ68.0047.7%3.2%78.4946.0%2.1%
75Δ66.6747.1%2.6%79.8945.8%1.5%
80Δ65.3346.4%1.9%81.5344.2%1.0%

20Δ

Calls
Pseudo strike
101.09
IV
115.3%
B/E move
43.1%
Puts
Pseudo strike
63.45
IV
61.5%
B/E move
14.2%

25Δ

Calls
Pseudo strike
89.64
IV
91.3%
B/E move
27.5%
Puts
Pseudo strike
66.41
IV
47.9%
B/E move
10.2%

30Δ

Calls
Pseudo strike
85.40
IV
78.2%
B/E move
21.7%
Puts
Pseudo strike
68.06
IV
44.2%
B/E move
8.3%

35Δ

Calls
Pseudo strike
81.17
IV
65.0%
B/E move
16.0%
Puts
Pseudo strike
69.70
IV
40.5%
B/E move
6.4%

40Δ

Calls
Pseudo strike
76.93
IV
51.9%
B/E move
10.2%
Puts
Pseudo strike
70.95
IV
41.1%
B/E move
5.6%

45Δ

Calls
Pseudo strike
74.33
IV
46.2%
B/E move
7.1%
Puts
Pseudo strike
72.10
IV
42.7%
B/E move
5.0%

50Δ

Calls
Pseudo strike
73.09
IV
46.9%
B/E move
6.3%
Puts
Pseudo strike
73.26
IV
44.2%
B/E move
4.4%

55Δ

Calls
Pseudo strike
71.86
IV
47.6%
B/E move
5.5%
Puts
Pseudo strike
74.42
IV
45.8%
B/E move
3.8%

60Δ

Calls
Pseudo strike
70.62
IV
48.3%
B/E move
4.7%
Puts
Pseudo strike
75.69
IV
46.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
69.34
IV
48.3%
B/E move
3.9%
Puts
Pseudo strike
77.09
IV
46.2%
B/E move
2.6%

70Δ

Calls
Pseudo strike
68.00
IV
47.7%
B/E move
3.2%
Puts
Pseudo strike
78.49
IV
46.0%
B/E move
2.1%

75Δ

Calls
Pseudo strike
66.67
IV
47.1%
B/E move
2.6%
Puts
Pseudo strike
79.89
IV
45.8%
B/E move
1.5%

80Δ

Calls
Pseudo strike
65.33
IV
46.4%
B/E move
1.9%
Puts
Pseudo strike
81.53
IV
44.2%
B/E move
1.0%

Options history

No recorded observations