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Alkermes plc Ordinary Shares ALKS

i

Market dataready · fetched 2026-11-06T22:44:18.475Z

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 · 2026-11-06T21:00:02.233137922Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T22:44:17.432640+00:00

Share price$45.90
1D+2.5%
AH$44.01$44.52$45.04$45.55$46.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALKS
Sold putSold callAH

Alkermes plc Ordinary Shares options

Live interpolated ALKS call and put midpoint premiums by absolute delta.Alkermes plc Ordinary Shares$1.10$2.68$4.26$5.84$7.43$40.22$43.25$46.27$49.30$52.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ALKS spot · $45.90ALKS PRICE$1.27$1.56$1.73$1.84$2.07$2.42$2.99$3.63$1.39$1.82$1.33$1.59$2.19$2.66$2.94$3.04$3.24$3.98$4.81$6.97
Puts——
Calls——
Skew——
Implied moveBearish±$4.21
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ41.3593.6%12.9%
30Δ42.3896.4%11.6%
35Δ44.2758.7%6.4%
40Δ44.9658.0%5.5%
45Δ46.6043.1%4.3%45.6565.4%5.3%
50Δ46.1545.6%3.9%46.3767.9%4.8%
55Δ45.6943.9%3.3%47.0764.7%3.9%
60Δ45.2440.3%2.6%47.5758.4%3.0%
65Δ44.7638.8%2.0%48.1453.6%2.2%
70Δ44.2539.6%1.7%49.0356.8%1.8%
75Δ43.5742.6%1.4%50.0459.0%1.5%
80Δ42.8245.3%1.2%52.3268.4%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.35
IV
93.6%
B/E move
12.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.38
IV
96.4%
B/E move
11.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.27
IV
58.7%
B/E move
6.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.96
IV
58.0%
B/E move
5.5%

45Δ

Calls
Pseudo strike
46.60
IV
43.1%
B/E move
4.3%
Puts
Pseudo strike
45.65
IV
65.4%
B/E move
5.3%

50Δ

Calls
Pseudo strike
46.15
IV
45.6%
B/E move
3.9%
Puts
Pseudo strike
46.37
IV
67.9%
B/E move
4.8%

55Δ

Calls
Pseudo strike
45.69
IV
43.9%
B/E move
3.3%
Puts
Pseudo strike
47.07
IV
64.7%
B/E move
3.9%

60Δ

Calls
Pseudo strike
45.24
IV
40.3%
B/E move
2.6%
Puts
Pseudo strike
47.57
IV
58.4%
B/E move
3.0%

65Δ

Calls
Pseudo strike
44.76
IV
38.8%
B/E move
2.0%
Puts
Pseudo strike
48.14
IV
53.6%
B/E move
2.2%

70Δ

Calls
Pseudo strike
44.25
IV
39.6%
B/E move
1.7%
Puts
Pseudo strike
49.03
IV
56.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
43.57
IV
42.6%
B/E move
1.4%
Puts
Pseudo strike
50.04
IV
59.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
42.82
IV
45.3%
B/E move
1.2%
Puts
Pseudo strike
52.32
IV
68.4%
B/E move
1.2%

Options history

IV · four-Friday blend52.69%
Daily close
ALKS34.5%57.3%80.1%2026-08-10: 44.73%2026-08-11: 45.81%2026-08-12: 47.02%2026-08-13: 45.39%2026-08-14: 49.86%2026-08-17: 51.46%2026-08-18: 51.26%2026-08-20: 48.64%2026-08-21: 43.67%2026-08-24: 46.96%2026-08-25: 46.39%2026-08-26: 43.24%2026-08-27: 37.66%2026-08-28: 44.00%2026-08-31: 48.90%2026-09-01: 49.97%2026-09-02: 58.83%2026-09-03: 54.76%2026-09-04: 52.02%2026-09-08: 52.75%2026-09-09: 59.76%2026-09-10: 57.64%2026-09-11: 58.38%2026-09-14: 57.41%2026-09-15: 58.76%2026-09-16: 68.95%2026-09-17: 63.94%2026-09-18: 55.78%2026-09-21: 54.04%2026-09-22: 52.77%2026-09-23: 53.32%2026-09-24: 51.74%2026-09-25: 56.57%2026-09-28: 49.15%2026-09-29: 56.70%2026-09-30: 55.86%2026-10-01: 56.86%2026-10-02: 52.39%2026-10-05: 53.55%2026-10-06: 54.20%2026-10-07: 52.36%2026-10-08: 57.42%2026-10-09: 54.32%2026-10-12: 57.59%2026-10-13: 55.52%2026-10-14: 65.51%2026-10-15: 76.96%2026-10-16: 49.73%2026-10-19: 50.85%2026-10-20: 47.30%2026-10-21: 48.03%2026-10-22: 48.09%2026-10-23: 51.37%2026-10-26: 51.74%2026-10-27: 51.75%2026-10-28: 50.66%2026-10-29: 49.92%2026-10-30: 52.69%Aug 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
44.73%
45.81%
47.02%
45.39%
49.86%
51.46%
51.26%
48.64%
43.67%
46.96%
46.39%
43.24%
37.66%
44.00%
48.90%
49.97%
58.83%
54.76%
52.02%
52.75%
59.76%
57.64%
58.38%
57.41%
58.76%
68.95%
63.94%
55.78%
54.04%
52.77%
53.32%
51.74%
56.57%
49.15%
56.70%
55.86%
56.86%
52.39%
53.55%
54.20%
52.36%
57.42%
54.32%
57.59%
55.52%
65.51%
76.96%
49.73%
50.85%
47.30%
48.03%
48.09%
51.37%
51.74%
51.75%
50.66%
49.92%
52.69%