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PERRIGO COMPANY PLC PRGO

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Market datapartial · fetched 2026-10-22T22:01:29.188Z

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 · 2026-10-22T20:10:00.002470146Z

FundamentalsAlpha Vantage · unavailable

Share price$16.37
1D+2.6%
AH$15.88$16.03$16.17$16.32$16.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRGO
Sold putSold callAH

PERRIGO COMPANY PLC options

Live interpolated PRGO call and put midpoint premiums by absolute delta.PERRIGO COMPANY PLC$0.25$2.16$4.06$5.96$7.87$10.66$13.46$16.27$19.07$21.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRGO spot · $16.37PRGO PRICE$0.46$0.56$0.65$0.75$0.85$1.03$1.24$1.44$1.65$1.86$2.07$0.86$0.76$0.73$1.02$1.31$1.60$1.90$2.19$2.82$3.49$4.16$5.43$7.32
PutsExpensive1.16×
CallsCheap0.83×
SkewBearish+21.29 pp
Implied moveBearish±$3.13
TiltBearish45.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.12103.2%37.9%11.50192.3%35.0%
25Δ21.0495.6%31.9%13.42126.3%22.7%
30Δ19.9688.1%25.9%15.0872.1%12.3%
35Δ18.8780.5%19.9%15.5574.8%11.2%
40Δ17.7972.9%13.9%16.0377.5%10.1%
45Δ17.1971.0%11.3%16.5080.3%9.0%
50Δ16.7671.3%10.0%16.9783.0%7.9%
55Δ16.3471.5%8.6%17.4485.7%6.8%
60Δ15.9271.7%7.3%18.2190.2%5.9%
65Δ15.4971.9%6.0%19.0294.8%5.1%
70Δ15.0772.1%4.7%19.8399.5%4.3%
75Δ21.23107.6%3.5%
80Δ23.23120.6%2.8%

20Δ

Calls
Pseudo strike
22.12
IV
103.2%
B/E move
37.9%
Puts
Pseudo strike
11.50
IV
192.3%
B/E move
35.0%

25Δ

Calls
Pseudo strike
21.04
IV
95.6%
B/E move
31.9%
Puts
Pseudo strike
13.42
IV
126.3%
B/E move
22.7%

30Δ

Calls
Pseudo strike
19.96
IV
88.1%
B/E move
25.9%
Puts
Pseudo strike
15.08
IV
72.1%
B/E move
12.3%

35Δ

Calls
Pseudo strike
18.87
IV
80.5%
B/E move
19.9%
Puts
Pseudo strike
15.55
IV
74.8%
B/E move
11.2%

40Δ

Calls
Pseudo strike
17.79
IV
72.9%
B/E move
13.9%
Puts
Pseudo strike
16.03
IV
77.5%
B/E move
10.1%

45Δ

Calls
Pseudo strike
17.19
IV
71.0%
B/E move
11.3%
Puts
Pseudo strike
16.50
IV
80.3%
B/E move
9.0%

50Δ

Calls
Pseudo strike
16.76
IV
71.3%
B/E move
10.0%
Puts
Pseudo strike
16.97
IV
83.0%
B/E move
7.9%

55Δ

Calls
Pseudo strike
16.34
IV
71.5%
B/E move
8.6%
Puts
Pseudo strike
17.44
IV
85.7%
B/E move
6.8%

60Δ

Calls
Pseudo strike
15.92
IV
71.7%
B/E move
7.3%
Puts
Pseudo strike
18.21
IV
90.2%
B/E move
5.9%

65Δ

Calls
Pseudo strike
15.49
IV
71.9%
B/E move
6.0%
Puts
Pseudo strike
19.02
IV
94.8%
B/E move
5.1%

70Δ

Calls
Pseudo strike
15.07
IV
72.1%
B/E move
4.7%
Puts
Pseudo strike
19.83
IV
99.5%
B/E move
4.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.23
IV
107.6%
B/E move
3.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.23
IV
120.6%
B/E move
2.8%

Options history

No recorded observations