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Pilgrim's Pride Corporation Common Stock PPC

i

Market dataready · fetched 2026-11-12T00:44:50.144Z

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 · 2026-11-11T21:00:01.289991712Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-12T00:44:49.703173+00:00

Share price$28.21
1D+1.2%
AH$27.61$27.78$27.96$28.13$28.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPPC
Sold putSold callAH

Pilgrim's Pride Corporation Common Stock options

Live interpolated PPC call and put midpoint premiums by absolute delta.Pilgrim's Pride Corporation Common Stock$0.71$1.24$1.76$2.29$2.82$25.15$26.69$28.22$29.75$31.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PPC spot · $28.21PPC PRICE$1.10$1.11$0.83$0.92$1.05$1.24$1.44$1.66$1.88$2.12$2.39$2.66$0.77$0.88$0.99$1.11$1.27$1.68$2.09$2.61
Puts——
Calls——
Skew——
Implied moveBullish±$2.13
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ36.18192.9%32.1%
30Δ32.77148.8%20.1%
35Δ30.0085.0%9.3%
40Δ29.3978.5%7.4%
45Δ28.8574.6%6.0%28.0549.3%3.3%
50Δ28.4375.3%5.2%28.2947.6%2.8%
55Δ28.0276.0%4.4%28.5446.0%2.3%
60Δ27.6074.9%3.7%28.7944.3%1.9%
65Δ27.1973.6%3.0%29.0743.7%1.4%
70Δ26.7871.2%2.5%29.5348.6%1.3%
75Δ26.3867.9%2.0%29.9953.6%1.1%
80Δ25.9864.6%1.5%30.5856.2%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
36.18
IV
192.9%
B/E move
32.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
32.77
IV
148.8%
B/E move
20.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
30.00
IV
85.0%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
29.39
IV
78.5%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
28.85
IV
74.6%
B/E move
6.0%
Puts
Pseudo strike
28.05
IV
49.3%
B/E move
3.3%

50Δ

Calls
Pseudo strike
28.43
IV
75.3%
B/E move
5.2%
Puts
Pseudo strike
28.29
IV
47.6%
B/E move
2.8%

55Δ

Calls
Pseudo strike
28.02
IV
76.0%
B/E move
4.4%
Puts
Pseudo strike
28.54
IV
46.0%
B/E move
2.3%

60Δ

Calls
Pseudo strike
27.60
IV
74.9%
B/E move
3.7%
Puts
Pseudo strike
28.79
IV
44.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
27.19
IV
73.6%
B/E move
3.0%
Puts
Pseudo strike
29.07
IV
43.7%
B/E move
1.4%

70Δ

Calls
Pseudo strike
26.78
IV
71.2%
B/E move
2.5%
Puts
Pseudo strike
29.53
IV
48.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
26.38
IV
67.9%
B/E move
2.0%
Puts
Pseudo strike
29.99
IV
53.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
25.98
IV
64.6%
B/E move
1.5%
Puts
Pseudo strike
30.58
IV
56.2%
B/E move
0.8%

Options history

IV · four-Friday blend41.21%
Daily EOD
PPC38.8%44.5%50.2%2026-10-19: 45.71%2026-10-20: 43.20%2026-10-21: 43.27%2026-10-22: 43.98%2026-10-23: 42.72%2026-10-26: 48.77%2026-10-27: 49.46%2026-10-28: 43.33%2026-10-29: 39.63%2026-10-30: 41.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.71%
43.20%
43.27%
43.98%
42.72%
48.77%
49.46%
43.33%
39.63%
41.21%