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Takeda Pharmaceutical Company Limited American Depositary Shares (each representing 1/2 of a share of Common Stock) TAK

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Market datapartial · fetched 2026-10-23T01:59:15.830Z

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 · 2026-10-22T23:00:00.002689587Z

FundamentalsAlpha Vantage · unavailable

Share price$20.36
1D+1.2%
AH$20.08$20.16$20.24$20.32$20.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTAK
Sold putSold callAH

Takeda Pharmaceutical Company Limited American Depositary Shares (each representing 1/2 of a share of Common Stock) options

Live interpolated TAK call and put midpoint premiums by absolute delta.Takeda Pharmaceutical Company Limited American Depositary Shares (each representing 1/2 of a share of Common Stock)$0.26$1.50$2.74$3.98$5.22$16.66$18.46$20.26$22.06$23.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TAK spot · $20.36TAK PRICE$0.39$0.44$0.49$0.53$0.58$0.63$0.68$0.72$0.77$0.44$0.57$0.69$0.82$0.94$1.10$1.28$1.46$1.64$1.82$2.00$2.18$4.86
PutsExpensive1.40×
CallsExpensive1.05×
SkewBearish+3.62 pp
Implied moveBearish±$1.96
TiltBearish58.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.8270.0%23.8%17.7863.3%14.8%
25Δ24.2664.7%21.3%18.3060.7%12.9%
30Δ23.7059.5%18.8%18.8258.0%11.0%
35Δ23.1454.3%16.3%19.3355.3%9.0%
40Δ22.5849.0%13.8%19.8552.6%7.1%
45Δ22.0243.8%11.2%20.2450.7%6.0%
50Δ21.4638.6%8.7%20.5749.1%5.3%
55Δ20.9033.3%6.2%20.9047.5%4.5%
60Δ20.3428.1%3.7%21.2345.9%3.8%
65Δ21.5644.2%3.0%
70Δ21.9042.6%2.3%
75Δ22.2341.0%1.5%
80Δ24.8773.6%1.7%

20Δ

Calls
Pseudo strike
24.82
IV
70.0%
B/E move
23.8%
Puts
Pseudo strike
17.78
IV
63.3%
B/E move
14.8%

25Δ

Calls
Pseudo strike
24.26
IV
64.7%
B/E move
21.3%
Puts
Pseudo strike
18.30
IV
60.7%
B/E move
12.9%

30Δ

Calls
Pseudo strike
23.70
IV
59.5%
B/E move
18.8%
Puts
Pseudo strike
18.82
IV
58.0%
B/E move
11.0%

35Δ

Calls
Pseudo strike
23.14
IV
54.3%
B/E move
16.3%
Puts
Pseudo strike
19.33
IV
55.3%
B/E move
9.0%

40Δ

Calls
Pseudo strike
22.58
IV
49.0%
B/E move
13.8%
Puts
Pseudo strike
19.85
IV
52.6%
B/E move
7.1%

45Δ

Calls
Pseudo strike
22.02
IV
43.8%
B/E move
11.2%
Puts
Pseudo strike
20.24
IV
50.7%
B/E move
6.0%

50Δ

Calls
Pseudo strike
21.46
IV
38.6%
B/E move
8.7%
Puts
Pseudo strike
20.57
IV
49.1%
B/E move
5.3%

55Δ

Calls
Pseudo strike
20.90
IV
33.3%
B/E move
6.2%
Puts
Pseudo strike
20.90
IV
47.5%
B/E move
4.5%

60Δ

Calls
Pseudo strike
20.34
IV
28.1%
B/E move
3.7%
Puts
Pseudo strike
21.23
IV
45.9%
B/E move
3.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.56
IV
44.2%
B/E move
3.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.90
IV
42.6%
B/E move
2.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.23
IV
41.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.87
IV
73.6%
B/E move
1.7%

Options history

No recorded observations