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Phibro Animal Health Corporation Class A Common Stock PAHC

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-13T00:48:18.201Z

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 · 2026-11-12T21:00:01.373583581Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T00:48:17.740550+00:00

Share price$35.46
1D+1.1%
AH$34.73$34.94$35.15$35.36$35.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPAHC
Sold putSold callAH

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$0.56$1.60$2.64$3.68$4.72$29.82$32.47$35.12$37.77$40.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PAHC spot · $35.46PAHC PRICE$0.68$0.84$1.00$1.16$1.32$1.48$1.65$1.81$0.71$0.88$1.06$1.24$1.41$1.67$2.07$2.46$2.85$3.24$3.64$4.03$4.42
PutsFair0.99×
Calls——
Skew——
Implied moveBearish±$3.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.73132.0%25.2%30.90114.1%14.8%
25Δ42.55124.7%22.4%31.79107.7%12.8%
30Δ41.37117.4%19.5%32.68101.4%10.8%
35Δ40.20110.1%16.6%33.5695.0%8.8%
40Δ39.02102.8%13.8%34.4588.6%6.8%
45Δ37.8495.5%10.9%35.2384.2%5.4%
50Δ36.6788.2%8.0%35.8383.0%4.8%
55Δ35.4980.9%5.2%36.4381.8%4.2%
60Δ37.0380.6%3.6%
65Δ37.6379.4%3.0%
70Δ38.2378.2%2.5%
75Δ38.8277.0%1.9%
80Δ39.4275.7%1.3%

20Δ

Calls
Pseudo strike
43.73
IV
132.0%
B/E move
25.2%
Puts
Pseudo strike
30.90
IV
114.1%
B/E move
14.8%

25Δ

Calls
Pseudo strike
42.55
IV
124.7%
B/E move
22.4%
Puts
Pseudo strike
31.79
IV
107.7%
B/E move
12.8%

30Δ

Calls
Pseudo strike
41.37
IV
117.4%
B/E move
19.5%
Puts
Pseudo strike
32.68
IV
101.4%
B/E move
10.8%

35Δ

Calls
Pseudo strike
40.20
IV
110.1%
B/E move
16.6%
Puts
Pseudo strike
33.56
IV
95.0%
B/E move
8.8%

40Δ

Calls
Pseudo strike
39.02
IV
102.8%
B/E move
13.8%
Puts
Pseudo strike
34.45
IV
88.6%
B/E move
6.8%

45Δ

Calls
Pseudo strike
37.84
IV
95.5%
B/E move
10.9%
Puts
Pseudo strike
35.23
IV
84.2%
B/E move
5.4%

50Δ

Calls
Pseudo strike
36.67
IV
88.2%
B/E move
8.0%
Puts
Pseudo strike
35.83
IV
83.0%
B/E move
4.8%

55Δ

Calls
Pseudo strike
35.49
IV
80.9%
B/E move
5.2%
Puts
Pseudo strike
36.43
IV
81.8%
B/E move
4.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.03
IV
80.6%
B/E move
3.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.63
IV
79.4%
B/E move
3.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.23
IV
78.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.82
IV
77.0%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.42
IV
75.7%
B/E move
1.3%

Options history

IV · four-Friday blend53.54%
Daily EOD
PAHC52.1%54.9%57.7%2026-10-19: 52.48%2026-10-20: 56.25%2026-10-21: 53.07%2026-10-22: 55.35%2026-10-23: 56.50%2026-10-26: 53.14%2026-10-27: 57.31%2026-10-28: 57.09%2026-10-29: 54.11%2026-10-30: 53.54%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.48%
56.25%
53.07%
55.35%
56.50%
53.14%
57.31%
57.09%
54.11%
53.54%