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Edgewell Personal Care Co EPC

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
i

Market dataready · fetched 2026-10-22T16:53:47.304Z

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 · 2026-10-22T16:52:50.158537601Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:53:45.817886+00:00

Share price$28.26
1D+3.9%
$27.10$27.42$27.74$28.06$28.385:30 AM6:30 AM9:00 AM1:00 PMEPC
Sold putSold call

Edgewell Personal Care Co options

Live interpolated EPC call and put midpoint premiums by absolute delta.Edgewell Personal Care Co$0.51$3.50$6.48$9.47$12.46$17.45$21.83$26.20$30.58$34.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EPC spot · $28.26EPC PRICE$0.83$1.02$1.20$1.38$1.62$1.89$2.16$2.43$2.70$2.97$3.24$3.51$2.30$2.13$2.10$2.66$3.21$3.77$4.32$4.87$5.43$5.98$6.53$7.09$11.60
PutsExpensive3.01×
CallsExpensive1.59×
SkewBearish+51.56 pp
Implied moveBearish±$6.21
TiltBearish42.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.05212.0%37.2%
25Δ33.9977.4%23.2%22.78158.3%26.9%
30Δ32.8174.1%19.7%25.19114.1%18.3%
35Δ31.6270.8%16.1%26.22111.0%16.6%
40Δ30.4467.5%12.6%27.24107.9%15.0%
45Δ29.6265.0%10.6%28.27104.8%13.3%
50Δ29.0262.9%9.4%29.29101.7%11.6%
55Δ28.4260.9%8.2%30.3298.6%10.0%
60Δ27.8258.8%7.1%31.3595.5%8.3%
65Δ27.2356.7%5.9%32.3792.4%6.6%
70Δ26.6354.7%4.7%33.4089.3%4.9%
75Δ26.0352.6%3.6%34.4286.2%3.3%
80Δ25.4350.6%2.4%39.12112.9%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.05
IV
212.0%
B/E move
37.2%

25Δ

Calls
Pseudo strike
33.99
IV
77.4%
B/E move
23.2%
Puts
Pseudo strike
22.78
IV
158.3%
B/E move
26.9%

30Δ

Calls
Pseudo strike
32.81
IV
74.1%
B/E move
19.7%
Puts
Pseudo strike
25.19
IV
114.1%
B/E move
18.3%

35Δ

Calls
Pseudo strike
31.62
IV
70.8%
B/E move
16.1%
Puts
Pseudo strike
26.22
IV
111.0%
B/E move
16.6%

40Δ

Calls
Pseudo strike
30.44
IV
67.5%
B/E move
12.6%
Puts
Pseudo strike
27.24
IV
107.9%
B/E move
15.0%

45Δ

Calls
Pseudo strike
29.62
IV
65.0%
B/E move
10.6%
Puts
Pseudo strike
28.27
IV
104.8%
B/E move
13.3%

50Δ

Calls
Pseudo strike
29.02
IV
62.9%
B/E move
9.4%
Puts
Pseudo strike
29.29
IV
101.7%
B/E move
11.6%

55Δ

Calls
Pseudo strike
28.42
IV
60.9%
B/E move
8.2%
Puts
Pseudo strike
30.32
IV
98.6%
B/E move
10.0%

60Δ

Calls
Pseudo strike
27.82
IV
58.8%
B/E move
7.1%
Puts
Pseudo strike
31.35
IV
95.5%
B/E move
8.3%

65Δ

Calls
Pseudo strike
27.23
IV
56.7%
B/E move
5.9%
Puts
Pseudo strike
32.37
IV
92.4%
B/E move
6.6%

70Δ

Calls
Pseudo strike
26.63
IV
54.7%
B/E move
4.7%
Puts
Pseudo strike
33.40
IV
89.3%
B/E move
4.9%

75Δ

Calls
Pseudo strike
26.03
IV
52.6%
B/E move
3.6%
Puts
Pseudo strike
34.42
IV
86.2%
B/E move
3.3%

80Δ

Calls
Pseudo strike
25.43
IV
50.6%
B/E move
2.4%
Puts
Pseudo strike
39.12
IV
112.9%
B/E move
2.6%

Options history

No recorded observations