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Phibro Animal Health Corporation Class A Common Stock PAHC

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Market datapartial · fetched 2026-10-23T17:01:35.458Z

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 · 2026-10-23T16:56:38.634870272Z

FundamentalsAlpha Vantage · unavailable

Share price$38.71
1D-0.6%
$38.58$38.73$38.88$39.03$39.195:30 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$0.83$2.30$3.77$5.23$6.70$30.95$35.07$39.18$43.30$47.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAHC spot · $38.71PAHC PRICE$2.60$3.09$3.58$4.07$4.56$5.11$6.28$0.99$1.08$1.55$2.02$2.49$2.96$3.43$3.91$4.38$4.85$5.32$5.79$6.26
PutsExpensive1.25×
CallsExpensive1.33×
SkewBullish-8.81 pp
Implied moveBearish±$6.03
TiltBearish21.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.1486.7%19.5%
25Δ35.2358.7%11.8%
30Δ36.0658.0%10.8%
35Δ36.9057.3%9.9%
40Δ37.7356.7%9.0%
45Δ38.5656.0%8.0%
50Δ39.4966.2%8.7%39.4055.3%7.1%
55Δ38.5766.1%7.6%40.2354.7%6.2%
60Δ37.6666.0%6.5%41.0754.0%5.2%
65Δ36.7566.0%5.4%41.9053.3%4.3%
70Δ35.8365.9%4.3%42.7352.7%3.3%
75Δ34.8765.9%3.3%43.5752.0%2.4%
80Δ33.4467.5%2.6%44.4051.3%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.14
IV
86.7%
B/E move
19.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.23
IV
58.7%
B/E move
11.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.06
IV
58.0%
B/E move
10.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.90
IV
57.3%
B/E move
9.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.73
IV
56.7%
B/E move
9.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.56
IV
56.0%
B/E move
8.0%

50Δ

Calls
Pseudo strike
39.49
IV
66.2%
B/E move
8.7%
Puts
Pseudo strike
39.40
IV
55.3%
B/E move
7.1%

55Δ

Calls
Pseudo strike
38.57
IV
66.1%
B/E move
7.6%
Puts
Pseudo strike
40.23
IV
54.7%
B/E move
6.2%

60Δ

Calls
Pseudo strike
37.66
IV
66.0%
B/E move
6.5%
Puts
Pseudo strike
41.07
IV
54.0%
B/E move
5.2%

65Δ

Calls
Pseudo strike
36.75
IV
66.0%
B/E move
5.4%
Puts
Pseudo strike
41.90
IV
53.3%
B/E move
4.3%

70Δ

Calls
Pseudo strike
35.83
IV
65.9%
B/E move
4.3%
Puts
Pseudo strike
42.73
IV
52.7%
B/E move
3.3%

75Δ

Calls
Pseudo strike
34.87
IV
65.9%
B/E move
3.3%
Puts
Pseudo strike
43.57
IV
52.0%
B/E move
2.4%

80Δ

Calls
Pseudo strike
33.44
IV
67.5%
B/E move
2.6%
Puts
Pseudo strike
44.40
IV
51.3%
B/E move
1.5%

Options history

No recorded observations