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ANI Pharmaceuticals Inc ANIP

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
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Market dataready · fetched 2026-10-22T08:09:20.039Z

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 · 2026-10-22T08:04:43.234383343Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T08:08:36.070368+00:00

Share price$72.20
1D
Price history unavailable.

ANI Pharmaceuticals Inc options

Live interpolated ANIP call and put midpoint premiums by absolute delta.ANI Pharmaceuticals Inc$1.26$3.58$5.91$8.23$10.55$60.04$66.87$73.70$80.52$87.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ANIP spot · $72.20ANIP PRICE$2.31$2.46$2.54$2.61$2.69$3.09$3.73$4.37$5.01$5.77$6.63$7.50$8.36$1.51$1.55$1.82$2.09$2.72$3.44$4.17$4.89$5.72$6.69$7.66$8.63$9.88
PutsFair1.03×
CallsExpensive1.38×
SkewBullish-14.58 pp
Implied moveBearish±$7.90
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.08115.7%43.2%63.3362.9%14.4%
25Δ89.6291.7%27.5%66.3848.6%10.2%
30Δ85.3678.6%21.7%68.0244.8%8.3%
35Δ81.1065.6%15.9%69.6541.1%6.4%
40Δ76.8352.5%10.1%70.9041.5%5.6%
45Δ74.2947.3%7.2%72.0543.1%5.0%
50Δ73.0548.1%6.3%73.2044.6%4.4%
55Δ71.8148.8%5.5%74.3546.1%3.8%
60Δ70.5749.5%4.7%75.6046.9%3.2%
65Δ69.2749.5%3.9%76.9946.6%2.6%
70Δ67.9249.0%3.3%78.3746.3%2.1%
75Δ66.5748.4%2.6%79.7546.0%1.5%
80Δ65.2247.8%1.9%81.3344.4%1.0%

20Δ

Calls
Pseudo strike
101.08
IV
115.7%
B/E move
43.2%
Puts
Pseudo strike
63.33
IV
62.9%
B/E move
14.4%

25Δ

Calls
Pseudo strike
89.62
IV
91.7%
B/E move
27.5%
Puts
Pseudo strike
66.38
IV
48.6%
B/E move
10.2%

30Δ

Calls
Pseudo strike
85.36
IV
78.6%
B/E move
21.7%
Puts
Pseudo strike
68.02
IV
44.8%
B/E move
8.3%

35Δ

Calls
Pseudo strike
81.10
IV
65.6%
B/E move
15.9%
Puts
Pseudo strike
69.65
IV
41.1%
B/E move
6.4%

40Δ

Calls
Pseudo strike
76.83
IV
52.5%
B/E move
10.1%
Puts
Pseudo strike
70.90
IV
41.5%
B/E move
5.6%

45Δ

Calls
Pseudo strike
74.29
IV
47.3%
B/E move
7.2%
Puts
Pseudo strike
72.05
IV
43.1%
B/E move
5.0%

50Δ

Calls
Pseudo strike
73.05
IV
48.1%
B/E move
6.3%
Puts
Pseudo strike
73.20
IV
44.6%
B/E move
4.4%

55Δ

Calls
Pseudo strike
71.81
IV
48.8%
B/E move
5.5%
Puts
Pseudo strike
74.35
IV
46.1%
B/E move
3.8%

60Δ

Calls
Pseudo strike
70.57
IV
49.5%
B/E move
4.7%
Puts
Pseudo strike
75.60
IV
46.9%
B/E move
3.2%

65Δ

Calls
Pseudo strike
69.27
IV
49.5%
B/E move
3.9%
Puts
Pseudo strike
76.99
IV
46.6%
B/E move
2.6%

70Δ

Calls
Pseudo strike
67.92
IV
49.0%
B/E move
3.3%
Puts
Pseudo strike
78.37
IV
46.3%
B/E move
2.1%

75Δ

Calls
Pseudo strike
66.57
IV
48.4%
B/E move
2.6%
Puts
Pseudo strike
79.75
IV
46.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
65.22
IV
47.8%
B/E move
1.9%
Puts
Pseudo strike
81.33
IV
44.4%
B/E move
1.0%

Options history

No recorded observations