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PERRIGO COMPANY PLC PRGO

i

Market dataready · fetched 2026-11-12T01:06:02.938Z

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 · 2026-11-12T00:00:00.002006676Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-12T01:06:02.491048+00:00

Share price$16.55
1D-1.3%
AH$16.37$16.48$16.59$16.70$16.815:30 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$0.05$1.11$2.17$3.23$4.29$13.99$15.34$16.70$18.06$19.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRGO spot · $16.55PRGO PRICE$0.17$0.21$0.29$0.41$0.54$0.66$0.78$0.90$1.03$1.15$1.27$1.39$1.52$0.23$0.33$0.42$0.52$0.61$0.71$0.80$0.90$0.99$1.09$1.18$2.46$3.98
PutsCheap0.83×
CallsCheap0.63×
SkewBearish+8.33 pp
Implied moveBalanced±$1.58
TiltBearish15.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.4565.0%12.5%15.1965.9%9.6%
25Δ17.8057.4%8.8%15.4265.2%8.8%
30Δ17.3854.3%6.8%15.6564.5%8.0%
35Δ17.1754.8%6.3%15.8763.8%7.2%
40Δ16.9655.3%5.7%16.1063.1%6.4%
45Δ16.7555.8%5.2%16.3362.4%5.6%
50Δ16.5456.3%4.7%16.5561.7%4.8%
55Δ16.3356.7%4.1%16.7861.0%4.0%
60Δ16.1257.2%3.6%17.0160.3%3.2%
65Δ15.9157.7%3.1%17.2359.6%2.4%
70Δ15.7058.2%2.5%17.4658.9%1.6%
75Δ15.4958.7%2.0%18.8074.8%1.3%
80Δ15.2759.2%1.5%20.3694.0%1.0%

20Δ

Calls
Pseudo strike
18.45
IV
65.0%
B/E move
12.5%
Puts
Pseudo strike
15.19
IV
65.9%
B/E move
9.6%

25Δ

Calls
Pseudo strike
17.80
IV
57.4%
B/E move
8.8%
Puts
Pseudo strike
15.42
IV
65.2%
B/E move
8.8%

30Δ

Calls
Pseudo strike
17.38
IV
54.3%
B/E move
6.8%
Puts
Pseudo strike
15.65
IV
64.5%
B/E move
8.0%

35Δ

Calls
Pseudo strike
17.17
IV
54.8%
B/E move
6.3%
Puts
Pseudo strike
15.87
IV
63.8%
B/E move
7.2%

40Δ

Calls
Pseudo strike
16.96
IV
55.3%
B/E move
5.7%
Puts
Pseudo strike
16.10
IV
63.1%
B/E move
6.4%

45Δ

Calls
Pseudo strike
16.75
IV
55.8%
B/E move
5.2%
Puts
Pseudo strike
16.33
IV
62.4%
B/E move
5.6%

50Δ

Calls
Pseudo strike
16.54
IV
56.3%
B/E move
4.7%
Puts
Pseudo strike
16.55
IV
61.7%
B/E move
4.8%

55Δ

Calls
Pseudo strike
16.33
IV
56.7%
B/E move
4.1%
Puts
Pseudo strike
16.78
IV
61.0%
B/E move
4.0%

60Δ

Calls
Pseudo strike
16.12
IV
57.2%
B/E move
3.6%
Puts
Pseudo strike
17.01
IV
60.3%
B/E move
3.2%

65Δ

Calls
Pseudo strike
15.91
IV
57.7%
B/E move
3.1%
Puts
Pseudo strike
17.23
IV
59.6%
B/E move
2.4%

70Δ

Calls
Pseudo strike
15.70
IV
58.2%
B/E move
2.5%
Puts
Pseudo strike
17.46
IV
58.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
15.49
IV
58.7%
B/E move
2.0%
Puts
Pseudo strike
18.80
IV
74.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
15.27
IV
59.2%
B/E move
1.5%
Puts
Pseudo strike
20.36
IV
94.0%
B/E move
1.0%

Options history

IV · four-Friday blend66.79%
Daily EOD
PRGO55.9%61.7%67.6%2026-10-19: 61.33%2026-10-20: 56.68%2026-10-21: 58.96%2026-10-22: 64.36%2026-10-23: 63.80%2026-10-26: 59.26%2026-10-27: 61.52%2026-10-28: 61.39%2026-10-29: 63.71%2026-10-30: 66.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
61.33%
56.68%
58.96%
64.36%
63.80%
59.26%
61.52%
61.39%
63.71%
66.79%