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Pilgrim's Pride Corporation Common Stock PPC

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Market datapartial · fetched 2026-10-22T16:34:57.791Z

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 · 2026-10-22T16:34:03.437962462Z

FundamentalsAlpha Vantage · unavailable

Share price$27.94
1D-0.2%
$27.19$27.44$27.68$27.92$28.175:30 AM6:30 AM9:00 AM1:00 PMPPC
Sold putSold call

Pilgrim's Pride Corporation Common Stock options

Live interpolated PPC call and put midpoint premiums by absolute delta.Pilgrim's Pride Corporation Common Stock$0.65$1.76$2.87$3.98$5.09$22.17$25.18$28.18$31.19$34.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PPC spot · $27.94PPC PRICE$0.77$1.08$1.18$1.23$1.18$1.43$1.54$1.80$2.37$2.51$2.46$2.40$2.38$0.97$1.13$1.29$0.79$1.21$1.63$1.78$1.82$1.95$2.81$3.32$3.97$4.77
PutsExpensive1.51×
CallsExpensive1.47×
SkewBullish-6.18 pp
Implied moveBearish±$3.32
TiltBearish10.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.9399.2%34.9%22.8299.5%21.8%
25Δ35.89105.7%32.3%24.1488.6%17.6%
30Δ33.3090.2%23.4%25.4677.7%13.5%
35Δ31.0573.5%15.5%27.0439.3%6.0%
40Δ29.5656.8%10.0%27.4646.7%6.0%
45Δ29.0358.9%9.0%27.8854.1%6.0%
50Δ28.4153.8%7.2%28.2752.1%5.2%
55Δ27.7953.3%5.9%28.6646.2%3.9%
60Δ27.1962.0%5.8%29.1042.1%2.8%
65Δ26.8159.1%4.9%29.9651.5%2.8%
70Δ26.5350.5%3.7%30.6252.2%2.3%
75Δ26.2542.0%2.5%31.4253.7%1.7%
80Δ25.9634.2%1.4%32.3555.1%1.3%

20Δ

Calls
Pseudo strike
36.93
IV
99.2%
B/E move
34.9%
Puts
Pseudo strike
22.82
IV
99.5%
B/E move
21.8%

25Δ

Calls
Pseudo strike
35.89
IV
105.7%
B/E move
32.3%
Puts
Pseudo strike
24.14
IV
88.6%
B/E move
17.6%

30Δ

Calls
Pseudo strike
33.30
IV
90.2%
B/E move
23.4%
Puts
Pseudo strike
25.46
IV
77.7%
B/E move
13.5%

35Δ

Calls
Pseudo strike
31.05
IV
73.5%
B/E move
15.5%
Puts
Pseudo strike
27.04
IV
39.3%
B/E move
6.0%

40Δ

Calls
Pseudo strike
29.56
IV
56.8%
B/E move
10.0%
Puts
Pseudo strike
27.46
IV
46.7%
B/E move
6.0%

45Δ

Calls
Pseudo strike
29.03
IV
58.9%
B/E move
9.0%
Puts
Pseudo strike
27.88
IV
54.1%
B/E move
6.0%

50Δ

Calls
Pseudo strike
28.41
IV
53.8%
B/E move
7.2%
Puts
Pseudo strike
28.27
IV
52.1%
B/E move
5.2%

55Δ

Calls
Pseudo strike
27.79
IV
53.3%
B/E move
5.9%
Puts
Pseudo strike
28.66
IV
46.2%
B/E move
3.9%

60Δ

Calls
Pseudo strike
27.19
IV
62.0%
B/E move
5.8%
Puts
Pseudo strike
29.10
IV
42.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
26.81
IV
59.1%
B/E move
4.9%
Puts
Pseudo strike
29.96
IV
51.5%
B/E move
2.8%

70Δ

Calls
Pseudo strike
26.53
IV
50.5%
B/E move
3.7%
Puts
Pseudo strike
30.62
IV
52.2%
B/E move
2.3%

75Δ

Calls
Pseudo strike
26.25
IV
42.0%
B/E move
2.5%
Puts
Pseudo strike
31.42
IV
53.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
25.96
IV
34.2%
B/E move
1.4%
Puts
Pseudo strike
32.35
IV
55.1%
B/E move
1.3%

Options history

No recorded observations