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Phibro Animal Health Corporation Class A Common Stock PAHC

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Market datapartial · fetched 2026-10-22T18:38:29.962Z

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 · 2026-10-22T18:38:22.368283268Z

FundamentalsAlpha Vantage · unavailable

Share price$40.39
1D+2.6%
$39.15$39.61$40.07$40.53$40.995:30 AM6:30 AM9:00 AM1:00 PMPAHC
Sold putSold call

Phibro Animal Health Corporation Class A Common Stock options

Live interpolated PAHC call and put midpoint premiums by absolute delta.Phibro Animal Health Corporation Class A Common Stock$0.57$2.63$4.68$6.73$8.79$31.09$35.55$40.01$44.47$48.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAHC spot · $40.39PAHC PRICE$0.80$1.21$1.61$2.02$2.43$2.84$3.25$3.68$4.12$4.56$4.99$5.43$1.29$1.49$1.78$2.07$2.37$2.72$3.26$3.79$4.33$4.87$5.40$6.66$8.19
PutsExpensive1.50×
CallsExpensive1.21×
SkewBearish+6.66 pp
Implied moveBearish±$6.10
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.4792.4%20.3%
25Δ44.9649.7%13.3%35.5978.9%15.6%
30Δ44.1752.7%12.3%36.7774.6%13.4%
35Δ43.3855.8%11.4%37.9670.2%11.2%
40Δ42.6058.9%10.5%39.1465.8%8.9%
45Δ41.8162.0%9.5%40.2562.4%7.1%
50Δ41.0265.0%8.6%41.1561.5%6.2%
55Δ40.2368.1%7.7%42.0560.6%5.3%
60Δ39.4067.0%6.7%42.9559.7%4.4%
65Δ38.5564.0%5.7%43.8558.8%3.5%
70Δ37.7061.1%4.6%44.7557.9%2.6%
75Δ36.8658.1%3.6%46.2659.3%2.0%
80Δ36.0155.2%2.6%48.0061.7%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.47
IV
92.4%
B/E move
20.3%

25Δ

Calls
Pseudo strike
44.96
IV
49.7%
B/E move
13.3%
Puts
Pseudo strike
35.59
IV
78.9%
B/E move
15.6%

30Δ

Calls
Pseudo strike
44.17
IV
52.7%
B/E move
12.3%
Puts
Pseudo strike
36.77
IV
74.6%
B/E move
13.4%

35Δ

Calls
Pseudo strike
43.38
IV
55.8%
B/E move
11.4%
Puts
Pseudo strike
37.96
IV
70.2%
B/E move
11.2%

40Δ

Calls
Pseudo strike
42.60
IV
58.9%
B/E move
10.5%
Puts
Pseudo strike
39.14
IV
65.8%
B/E move
8.9%

45Δ

Calls
Pseudo strike
41.81
IV
62.0%
B/E move
9.5%
Puts
Pseudo strike
40.25
IV
62.4%
B/E move
7.1%

50Δ

Calls
Pseudo strike
41.02
IV
65.0%
B/E move
8.6%
Puts
Pseudo strike
41.15
IV
61.5%
B/E move
6.2%

55Δ

Calls
Pseudo strike
40.23
IV
68.1%
B/E move
7.7%
Puts
Pseudo strike
42.05
IV
60.6%
B/E move
5.3%

60Δ

Calls
Pseudo strike
39.40
IV
67.0%
B/E move
6.7%
Puts
Pseudo strike
42.95
IV
59.7%
B/E move
4.4%

65Δ

Calls
Pseudo strike
38.55
IV
64.0%
B/E move
5.7%
Puts
Pseudo strike
43.85
IV
58.8%
B/E move
3.5%

70Δ

Calls
Pseudo strike
37.70
IV
61.1%
B/E move
4.6%
Puts
Pseudo strike
44.75
IV
57.9%
B/E move
2.6%

75Δ

Calls
Pseudo strike
36.86
IV
58.1%
B/E move
3.6%
Puts
Pseudo strike
46.26
IV
59.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
36.01
IV
55.2%
B/E move
2.6%
Puts
Pseudo strike
48.00
IV
61.7%
B/E move
1.4%

Options history

No recorded observations