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Pilgrim's Pride Corporation Common Stock PPC

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Market datapartial · fetched 2026-10-23T16:46:52.627Z

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 · 2026-10-23T16:46:42.085254064Z

FundamentalsAlpha Vantage · unavailable

Share price$27.64
1D-1.6%
$27.41$27.59$27.76$27.94$28.115:30 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$0.41$1.37$2.34$3.31$4.27$23.42$25.68$27.94$30.20$32.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PPC spot · $27.64PPC PRICE$0.63$0.79$0.99$1.32$1.66$1.90$2.12$2.34$2.56$2.78$3.00$0.51$0.81$1.12$1.15$0.90$1.08$1.27$1.47$1.68$1.89$2.59$3.29$3.99
PutsExpensive1.15×
CallsExpensive1.18×
SkewBullish-7.87 pp
Implied moveBullish±$2.93
TiltBearish3.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.2246.8%10.6%
25Δ25.5155.5%10.6%
30Δ29.9046.2%10.5%25.8064.1%10.7%
35Δ29.4046.8%9.2%26.3459.2%8.9%
40Δ28.9248.3%8.2%27.1538.3%5.0%
45Δ28.5053.9%7.9%27.5238.4%4.4%
50Δ28.0859.5%7.6%27.8838.5%3.7%
55Δ27.6158.5%6.8%28.2538.1%3.1%
60Δ27.1255.9%5.8%28.6237.5%2.5%
65Δ26.6353.2%4.8%28.9937.0%2.0%
70Δ26.1450.6%3.8%29.7837.4%1.6%
75Δ25.6547.9%2.9%30.5837.8%1.3%
80Δ25.1645.3%1.9%31.3838.3%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.22
IV
46.8%
B/E move
10.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.51
IV
55.5%
B/E move
10.6%

30Δ

Calls
Pseudo strike
29.90
IV
46.2%
B/E move
10.5%
Puts
Pseudo strike
25.80
IV
64.1%
B/E move
10.7%

35Δ

Calls
Pseudo strike
29.40
IV
46.8%
B/E move
9.2%
Puts
Pseudo strike
26.34
IV
59.2%
B/E move
8.9%

40Δ

Calls
Pseudo strike
28.92
IV
48.3%
B/E move
8.2%
Puts
Pseudo strike
27.15
IV
38.3%
B/E move
5.0%

45Δ

Calls
Pseudo strike
28.50
IV
53.9%
B/E move
7.9%
Puts
Pseudo strike
27.52
IV
38.4%
B/E move
4.4%

50Δ

Calls
Pseudo strike
28.08
IV
59.5%
B/E move
7.6%
Puts
Pseudo strike
27.88
IV
38.5%
B/E move
3.7%

55Δ

Calls
Pseudo strike
27.61
IV
58.5%
B/E move
6.8%
Puts
Pseudo strike
28.25
IV
38.1%
B/E move
3.1%

60Δ

Calls
Pseudo strike
27.12
IV
55.9%
B/E move
5.8%
Puts
Pseudo strike
28.62
IV
37.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
26.63
IV
53.2%
B/E move
4.8%
Puts
Pseudo strike
28.99
IV
37.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
26.14
IV
50.6%
B/E move
3.8%
Puts
Pseudo strike
29.78
IV
37.4%
B/E move
1.6%

75Δ

Calls
Pseudo strike
25.65
IV
47.9%
B/E move
2.9%
Puts
Pseudo strike
30.58
IV
37.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
25.16
IV
45.3%
B/E move
1.9%
Puts
Pseudo strike
31.38
IV
38.3%
B/E move
0.9%

Options history

No recorded observations