IntraAlpha
Create free account Start free

Edgewell Personal Care Company EPC

i

Market datapartial · fetched 2026-10-22T23:06:26.099Z

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 · 2026-10-22T23:00:00.003182441Z

FundamentalsAlpha Vantage · unavailable

Share price$28.89
1D+6.3%
AH$27.05$27.55$28.04$28.53$29.035:30 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$0.56$2.73$4.91$7.09$9.26$18.50$22.80$27.09$31.39$35.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EPC spot · $28.89EPC PRICE$0.79$0.96$1.12$1.29$1.46$2.18$2.89$3.60$4.32$5.03$5.74$6.46$2.26$2.08$2.13$2.36$2.60$2.83$3.07$3.74$4.64$5.55$6.45$8.63
PutsExpensive2.86×
CallsExpensive1.58×
SkewBearish+44.21 pp
Implied moveBearish±$5.24
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.63206.9%36.4%
25Δ34.2572.2%21.3%23.63148.4%25.4%
30Δ33.1868.7%18.2%25.55116.9%18.9%
35Δ32.1265.1%15.1%26.58108.2%16.2%
40Δ31.0561.5%11.9%27.6099.5%13.5%
45Δ29.9858.0%8.8%28.6290.9%10.7%
50Δ29.0458.9%8.0%29.6482.2%8.0%
55Δ28.0959.9%7.2%30.7680.7%6.5%
60Δ27.1560.9%6.4%31.9183.1%5.6%
65Δ26.2161.9%5.6%33.0785.5%4.7%
70Δ25.2662.9%4.8%34.2387.9%3.8%
75Δ24.3263.9%4.0%36.6099.0%3.2%
80Δ23.3764.9%3.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.63
IV
206.9%
B/E move
36.4%

25Δ

Calls
Pseudo strike
34.25
IV
72.2%
B/E move
21.3%
Puts
Pseudo strike
23.63
IV
148.4%
B/E move
25.4%

30Δ

Calls
Pseudo strike
33.18
IV
68.7%
B/E move
18.2%
Puts
Pseudo strike
25.55
IV
116.9%
B/E move
18.9%

35Δ

Calls
Pseudo strike
32.12
IV
65.1%
B/E move
15.1%
Puts
Pseudo strike
26.58
IV
108.2%
B/E move
16.2%

40Δ

Calls
Pseudo strike
31.05
IV
61.5%
B/E move
11.9%
Puts
Pseudo strike
27.60
IV
99.5%
B/E move
13.5%

45Δ

Calls
Pseudo strike
29.98
IV
58.0%
B/E move
8.8%
Puts
Pseudo strike
28.62
IV
90.9%
B/E move
10.7%

50Δ

Calls
Pseudo strike
29.04
IV
58.9%
B/E move
8.0%
Puts
Pseudo strike
29.64
IV
82.2%
B/E move
8.0%

55Δ

Calls
Pseudo strike
28.09
IV
59.9%
B/E move
7.2%
Puts
Pseudo strike
30.76
IV
80.7%
B/E move
6.5%

60Δ

Calls
Pseudo strike
27.15
IV
60.9%
B/E move
6.4%
Puts
Pseudo strike
31.91
IV
83.1%
B/E move
5.6%

65Δ

Calls
Pseudo strike
26.21
IV
61.9%
B/E move
5.6%
Puts
Pseudo strike
33.07
IV
85.5%
B/E move
4.7%

70Δ

Calls
Pseudo strike
25.26
IV
62.9%
B/E move
4.8%
Puts
Pseudo strike
34.23
IV
87.9%
B/E move
3.8%

75Δ

Calls
Pseudo strike
24.32
IV
63.9%
B/E move
4.0%
Puts
Pseudo strike
36.60
IV
99.0%
B/E move
3.2%

80Δ

Calls
Pseudo strike
23.37
IV
64.9%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations