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Pilgrims Pride Corp PPC

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-22T22:54:00.746Z

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 · 2026-10-22T20:00:03.103973951Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:53:16.998318+00:00

Share price$28.09
1D+0.3%
AH$27.18$27.47$27.75$28.04$28.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPPC
Sold putSold callAH

Pilgrims Pride Corp options

Live interpolated PPC call and put midpoint premiums by absolute delta.Pilgrims Pride Corp$0.79$1.67$2.54$3.41$4.28$22.35$25.27$28.18$31.10$34.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PPC spot · $28.09PPC PRICE$1.08$1.09$1.29$1.17$1.45$1.57$1.64$2.21$2.54$2.50$2.47$2.44$0.98$1.14$1.31$0.89$1.32$1.74$1.79$1.83$2.26$2.81$3.10$3.43$4.03
PutsExpensive1.56×
CallsExpensive1.40×
SkewBullish-2.31 pp
Implied moveBearish±$3.36
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.91100.4%21.9%
25Δ35.95105.0%31.8%24.2789.2%17.7%
30Δ32.6181.0%20.0%25.6478.0%13.4%
35Δ31.4477.8%16.5%27.2241.7%6.3%
40Δ29.6655.6%9.8%27.6150.1%6.4%
45Δ29.1759.1%9.0%27.9958.6%6.5%
50Δ28.5955.2%7.4%28.4252.4%5.2%
55Δ27.9648.4%5.4%28.8546.1%3.8%
60Δ27.3656.7%5.3%29.4547.4%3.2%
65Δ26.9058.7%4.8%30.1051.3%2.8%
70Δ26.6451.1%3.8%30.5849.0%2.2%
75Δ26.3843.5%2.7%31.0947.0%1.5%
80Δ26.1235.9%1.7%31.8347.3%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.91
IV
100.4%
B/E move
21.9%

25Δ

Calls
Pseudo strike
35.95
IV
105.0%
B/E move
31.8%
Puts
Pseudo strike
24.27
IV
89.2%
B/E move
17.7%

30Δ

Calls
Pseudo strike
32.61
IV
81.0%
B/E move
20.0%
Puts
Pseudo strike
25.64
IV
78.0%
B/E move
13.4%

35Δ

Calls
Pseudo strike
31.44
IV
77.8%
B/E move
16.5%
Puts
Pseudo strike
27.22
IV
41.7%
B/E move
6.3%

40Δ

Calls
Pseudo strike
29.66
IV
55.6%
B/E move
9.8%
Puts
Pseudo strike
27.61
IV
50.1%
B/E move
6.4%

45Δ

Calls
Pseudo strike
29.17
IV
59.1%
B/E move
9.0%
Puts
Pseudo strike
27.99
IV
58.6%
B/E move
6.5%

50Δ

Calls
Pseudo strike
28.59
IV
55.2%
B/E move
7.4%
Puts
Pseudo strike
28.42
IV
52.4%
B/E move
5.2%

55Δ

Calls
Pseudo strike
27.96
IV
48.4%
B/E move
5.4%
Puts
Pseudo strike
28.85
IV
46.1%
B/E move
3.8%

60Δ

Calls
Pseudo strike
27.36
IV
56.7%
B/E move
5.3%
Puts
Pseudo strike
29.45
IV
47.4%
B/E move
3.2%

65Δ

Calls
Pseudo strike
26.90
IV
58.7%
B/E move
4.8%
Puts
Pseudo strike
30.10
IV
51.3%
B/E move
2.8%

70Δ

Calls
Pseudo strike
26.64
IV
51.1%
B/E move
3.8%
Puts
Pseudo strike
30.58
IV
49.0%
B/E move
2.2%

75Δ

Calls
Pseudo strike
26.38
IV
43.5%
B/E move
2.7%
Puts
Pseudo strike
31.09
IV
47.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
26.12
IV
35.9%
B/E move
1.7%
Puts
Pseudo strike
31.83
IV
47.3%
B/E move
1.1%

Options history

No recorded observations