IntraAlpha
Create free account Start free

Phibro Animal Health Corporation PAHC

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-10-22T23:44:15.910Z

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 · 2026-10-22T20:00:04.106864675Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:44:14.566739+00:00

Share price$39.81
1D+1.1%
AH$39.15$39.61$40.07$40.53$40.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPAHC
Sold putSold callAH

Phibro Animal Health Corporation options

Live interpolated PAHC call and put midpoint premiums by absolute delta.Phibro Animal Health Corporation$0.46$2.23$4.00$5.77$7.54$31.35$35.74$40.12$44.50$48.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAHC spot · $39.81PAHC PRICE$0.65$0.88$1.29$1.70$2.10$2.51$2.92$3.36$3.91$4.47$5.02$5.57$7.03$1.25$1.40$1.67$1.93$2.19$2.46$2.82$3.26$3.70$4.14$4.58$5.02$5.46
PutsExpensive1.35×
CallsExpensive1.33×
SkewBullish-5.75 pp
Implied moveBalanced±$5.74
TiltBalanced1.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.5456.3%18.5%32.9792.4%20.3%
25Δ44.7854.3%14.7%35.3175.5%14.8%
30Δ43.9557.6%13.6%36.3671.3%12.8%
35Δ43.1260.8%12.6%37.4267.1%10.9%
40Δ42.2964.0%11.5%38.4762.9%8.9%
45Δ41.4667.2%10.4%39.5358.7%6.9%
50Δ40.6370.4%9.4%40.4155.8%5.6%
55Δ39.7572.6%8.3%41.1554.1%4.8%
60Δ38.7471.6%7.1%41.8952.4%4.1%
65Δ37.7270.5%6.0%42.6350.6%3.3%
70Δ36.7169.5%4.8%43.3748.9%2.6%
75Δ35.6968.5%3.7%44.1247.1%1.8%
80Δ33.8573.9%2.7%44.8645.4%1.1%

20Δ

Calls
Pseudo strike
46.54
IV
56.3%
B/E move
18.5%
Puts
Pseudo strike
32.97
IV
92.4%
B/E move
20.3%

25Δ

Calls
Pseudo strike
44.78
IV
54.3%
B/E move
14.7%
Puts
Pseudo strike
35.31
IV
75.5%
B/E move
14.8%

30Δ

Calls
Pseudo strike
43.95
IV
57.6%
B/E move
13.6%
Puts
Pseudo strike
36.36
IV
71.3%
B/E move
12.8%

35Δ

Calls
Pseudo strike
43.12
IV
60.8%
B/E move
12.6%
Puts
Pseudo strike
37.42
IV
67.1%
B/E move
10.9%

40Δ

Calls
Pseudo strike
42.29
IV
64.0%
B/E move
11.5%
Puts
Pseudo strike
38.47
IV
62.9%
B/E move
8.9%

45Δ

Calls
Pseudo strike
41.46
IV
67.2%
B/E move
10.4%
Puts
Pseudo strike
39.53
IV
58.7%
B/E move
6.9%

50Δ

Calls
Pseudo strike
40.63
IV
70.4%
B/E move
9.4%
Puts
Pseudo strike
40.41
IV
55.8%
B/E move
5.6%

55Δ

Calls
Pseudo strike
39.75
IV
72.6%
B/E move
8.3%
Puts
Pseudo strike
41.15
IV
54.1%
B/E move
4.8%

60Δ

Calls
Pseudo strike
38.74
IV
71.6%
B/E move
7.1%
Puts
Pseudo strike
41.89
IV
52.4%
B/E move
4.1%

65Δ

Calls
Pseudo strike
37.72
IV
70.5%
B/E move
6.0%
Puts
Pseudo strike
42.63
IV
50.6%
B/E move
3.3%

70Δ

Calls
Pseudo strike
36.71
IV
69.5%
B/E move
4.8%
Puts
Pseudo strike
43.37
IV
48.9%
B/E move
2.6%

75Δ

Calls
Pseudo strike
35.69
IV
68.5%
B/E move
3.7%
Puts
Pseudo strike
44.12
IV
47.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
33.85
IV
73.9%
B/E move
2.7%
Puts
Pseudo strike
44.86
IV
45.4%
B/E move
1.1%

Options history

No recorded observations