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Edgewell Personal Care Company EPC

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
i

Market dataready · fetched 2026-11-12T00:58:18.473Z

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 · 2026-11-12T00:00:00.003637653Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T00:58:18.123187+00:00

Share price$29.15
1D+0.2%
AH$28.72$28.88$29.04$29.20$29.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEPC
Sold putSold callAH

Edgewell Personal Care Company options

Live interpolated EPC call and put midpoint premiums by absolute delta.Edgewell Personal Care Company$0.51$1.38$2.25$3.12$3.99$26.30$27.76$29.23$30.69$32.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EPC spot · $29.15EPC PRICE$0.71$0.75$0.79$1.11$1.49$1.86$2.24$2.61$2.99$3.36$3.74$0.60$0.82$1.04$1.26$1.48$1.69$1.91
Puts——
Calls——
Skew——
Implied moveBearish±$3.40
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.8991.1%13.3%
25Δ26.4891.1%12.0%
30Δ32.7198.4%14.6%27.0791.0%10.7%
35Δ31.4682.0%10.5%27.6591.0%9.4%
40Δ30.2165.7%6.4%28.2491.0%8.2%
45Δ29.5764.9%5.2%28.8391.0%6.9%
50Δ29.0467.3%4.7%29.4291.0%5.6%
55Δ28.5269.7%4.2%
60Δ28.0072.0%3.7%
65Δ27.4874.4%3.2%
70Δ26.9676.8%2.7%
75Δ26.4479.2%2.2%
80Δ25.9281.5%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.89
IV
91.1%
B/E move
13.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.48
IV
91.1%
B/E move
12.0%

30Δ

Calls
Pseudo strike
32.71
IV
98.4%
B/E move
14.6%
Puts
Pseudo strike
27.07
IV
91.0%
B/E move
10.7%

35Δ

Calls
Pseudo strike
31.46
IV
82.0%
B/E move
10.5%
Puts
Pseudo strike
27.65
IV
91.0%
B/E move
9.4%

40Δ

Calls
Pseudo strike
30.21
IV
65.7%
B/E move
6.4%
Puts
Pseudo strike
28.24
IV
91.0%
B/E move
8.2%

45Δ

Calls
Pseudo strike
29.57
IV
64.9%
B/E move
5.2%
Puts
Pseudo strike
28.83
IV
91.0%
B/E move
6.9%

50Δ

Calls
Pseudo strike
29.04
IV
67.3%
B/E move
4.7%
Puts
Pseudo strike
29.42
IV
91.0%
B/E move
5.6%

55Δ

Calls
Pseudo strike
28.52
IV
69.7%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
28.00
IV
72.0%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
27.48
IV
74.4%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
26.96
IV
76.8%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
26.44
IV
79.2%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.92
IV
81.5%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend61.26%
Daily close
EPC37.8%101.5%165.2%2026-08-27: 52.07%2026-10-15: 156.38%2026-10-16: 54.88%2026-10-23: 46.56%2026-10-26: 56.01%2026-10-27: 57.48%2026-10-30: 61.26%Aug 27Oct 23Oct 30
7 observations2026-08-27 — 2026-10-30
Table
DateIV (%)
52.07%
156.38%
54.88%
46.56%
56.01%
57.48%
61.26%