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PERRIGO COMPANY PLC PRGO

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Market datapartial · fetched 2026-10-22T17:34:30.219Z

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 · 2026-10-22T17:34:18.799827211Z

FundamentalsAlpha Vantage · unavailable

Share price$16.37
1D+2.6%
$15.88$16.01$16.14$16.27$16.405:30 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$0.40$1.51$2.61$3.72$4.83$11.24$13.88$16.52$19.16$21.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRGO spot · $16.36PRGO PRICE$0.52$0.59$0.67$0.74$0.82$0.97$1.14$1.31$1.49$1.66$1.83$0.85$0.74$0.71$0.96$1.22$1.48$1.74$2.00$2.36$2.80$3.24$3.68$4.51
PutsFair1.03×
CallsCheap0.83×
SkewBearish+9.59 pp
Implied moveBearish±$2.88
TiltBearish38.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.09123.5%50.4%11.55189.3%34.6%
25Δ22.50110.1%41.1%13.49122.3%22.1%
30Δ20.9096.7%31.8%15.1070.3%12.1%
35Δ19.3083.3%22.5%15.5471.9%10.9%
40Δ17.7169.9%13.2%15.9973.5%9.8%
45Δ17.1667.3%10.8%16.4375.1%8.6%
50Δ16.7766.2%9.5%16.8876.8%7.5%
55Δ16.3965.1%8.2%17.3278.4%6.3%
60Δ16.0064.0%6.8%17.8578.9%5.4%
65Δ15.6162.9%5.5%18.4478.7%4.5%
70Δ15.2261.8%4.2%19.0278.5%3.6%
75Δ19.6178.4%2.7%
80Δ20.5681.7%1.9%

20Δ

Calls
Pseudo strike
24.09
IV
123.5%
B/E move
50.4%
Puts
Pseudo strike
11.55
IV
189.3%
B/E move
34.6%

25Δ

Calls
Pseudo strike
22.50
IV
110.1%
B/E move
41.1%
Puts
Pseudo strike
13.49
IV
122.3%
B/E move
22.1%

30Δ

Calls
Pseudo strike
20.90
IV
96.7%
B/E move
31.8%
Puts
Pseudo strike
15.10
IV
70.3%
B/E move
12.1%

35Δ

Calls
Pseudo strike
19.30
IV
83.3%
B/E move
22.5%
Puts
Pseudo strike
15.54
IV
71.9%
B/E move
10.9%

40Δ

Calls
Pseudo strike
17.71
IV
69.9%
B/E move
13.2%
Puts
Pseudo strike
15.99
IV
73.5%
B/E move
9.8%

45Δ

Calls
Pseudo strike
17.16
IV
67.3%
B/E move
10.8%
Puts
Pseudo strike
16.43
IV
75.1%
B/E move
8.6%

50Δ

Calls
Pseudo strike
16.77
IV
66.2%
B/E move
9.5%
Puts
Pseudo strike
16.88
IV
76.8%
B/E move
7.5%

55Δ

Calls
Pseudo strike
16.39
IV
65.1%
B/E move
8.2%
Puts
Pseudo strike
17.32
IV
78.4%
B/E move
6.3%

60Δ

Calls
Pseudo strike
16.00
IV
64.0%
B/E move
6.8%
Puts
Pseudo strike
17.85
IV
78.9%
B/E move
5.4%

65Δ

Calls
Pseudo strike
15.61
IV
62.9%
B/E move
5.5%
Puts
Pseudo strike
18.44
IV
78.7%
B/E move
4.5%

70Δ

Calls
Pseudo strike
15.22
IV
61.8%
B/E move
4.2%
Puts
Pseudo strike
19.02
IV
78.5%
B/E move
3.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.61
IV
78.4%
B/E move
2.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.56
IV
81.7%
B/E move
1.9%

Options history

No recorded observations