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PERRIGO COMPANY PLC PRGO

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Market datapartial · fetched 2026-10-22T15:37:41.052Z

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 · 2026-10-22T15:37:14.01135138Z

FundamentalsAlpha Vantage · unavailable

Share price$16.23
1D+1.7%
$15.89$16.00$16.12$16.23$16.345:30 AM6:30 AM9:00 AM1:00 PMPRGO
Sold putSold call

PERRIGO COMPANY PLC options

Live interpolated PRGO call and put midpoint premiums by absolute delta.PERRIGO COMPANY PLC$0.32$1.56$2.80$4.03$5.27$10.74$13.47$16.20$18.93$21.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRGO spot · $16.23PRGO PRICE$0.45$0.53$0.61$0.69$0.79$0.96$1.12$1.29$1.45$1.62$1.78$2.71$3.90$0.99$0.95$0.92$1.03$1.25$1.47$1.69$1.91$2.18$2.86$3.55$4.23$4.91
PutsExpensive1.12×
CallsCheap0.79×
SkewBearish+21.20 pp
Implied moveBearish±$2.81
TiltBearish21.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.04103.7%38.6%10.97214.2%38.5%
25Δ20.8393.9%31.6%12.65159.5%28.0%
30Δ19.6184.1%24.6%14.33104.9%17.4%
35Δ18.3974.2%17.6%15.2782.0%12.2%
40Δ17.4066.7%12.1%15.7380.5%10.8%
45Δ17.0265.8%10.7%16.1979.0%9.3%
50Δ16.6364.9%9.4%16.6477.5%7.9%
55Δ16.2564.0%8.1%17.1076.0%6.4%
60Δ15.8763.1%6.7%17.5974.7%5.0%
65Δ15.4862.1%5.4%18.4075.7%4.3%
70Δ15.1061.2%4.0%19.2076.7%3.5%
75Δ14.0877.5%3.4%20.0177.6%2.8%
80Δ12.8399.9%3.1%20.8178.6%2.1%

20Δ

Calls
Pseudo strike
22.04
IV
103.7%
B/E move
38.6%
Puts
Pseudo strike
10.97
IV
214.2%
B/E move
38.5%

25Δ

Calls
Pseudo strike
20.83
IV
93.9%
B/E move
31.6%
Puts
Pseudo strike
12.65
IV
159.5%
B/E move
28.0%

30Δ

Calls
Pseudo strike
19.61
IV
84.1%
B/E move
24.6%
Puts
Pseudo strike
14.33
IV
104.9%
B/E move
17.4%

35Δ

Calls
Pseudo strike
18.39
IV
74.2%
B/E move
17.6%
Puts
Pseudo strike
15.27
IV
82.0%
B/E move
12.2%

40Δ

Calls
Pseudo strike
17.40
IV
66.7%
B/E move
12.1%
Puts
Pseudo strike
15.73
IV
80.5%
B/E move
10.8%

45Δ

Calls
Pseudo strike
17.02
IV
65.8%
B/E move
10.7%
Puts
Pseudo strike
16.19
IV
79.0%
B/E move
9.3%

50Δ

Calls
Pseudo strike
16.63
IV
64.9%
B/E move
9.4%
Puts
Pseudo strike
16.64
IV
77.5%
B/E move
7.9%

55Δ

Calls
Pseudo strike
16.25
IV
64.0%
B/E move
8.1%
Puts
Pseudo strike
17.10
IV
76.0%
B/E move
6.4%

60Δ

Calls
Pseudo strike
15.87
IV
63.1%
B/E move
6.7%
Puts
Pseudo strike
17.59
IV
74.7%
B/E move
5.0%

65Δ

Calls
Pseudo strike
15.48
IV
62.1%
B/E move
5.4%
Puts
Pseudo strike
18.40
IV
75.7%
B/E move
4.3%

70Δ

Calls
Pseudo strike
15.10
IV
61.2%
B/E move
4.0%
Puts
Pseudo strike
19.20
IV
76.7%
B/E move
3.5%

75Δ

Calls
Pseudo strike
14.08
IV
77.5%
B/E move
3.4%
Puts
Pseudo strike
20.01
IV
77.6%
B/E move
2.8%

80Δ

Calls
Pseudo strike
12.83
IV
99.9%
B/E move
3.1%
Puts
Pseudo strike
20.81
IV
78.6%
B/E move
2.1%

Options history

No recorded observations