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Alkermes plc Ordinary Shares ALKS

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-08T06:14:46.591Z

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 · 2026-11-06T23:30:43.139294095Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-08T06:14:45.815420+00:00

Share price$46.01
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$1.03$2.83$4.62$6.41$8.20$40.44$43.42$46.40$49.38$52.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 · $46.01ALKS PRICE$1.23$1.51$1.70$1.81$1.95$2.29$2.66$3.42$1.42$1.82$1.36$1.65$2.27$2.70$2.96$3.06$3.45$4.22$5.52$7.68
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
25Δ41.3999.7%13.1%
30Δ42.48101.3%11.6%
35Δ44.3562.8%6.6%
40Δ45.0562.9%5.7%
45Δ46.6744.3%4.1%45.7572.7%5.5%
50Δ46.2346.2%3.8%46.4874.4%4.9%
55Δ45.7945.6%3.2%47.1670.3%3.9%
60Δ45.3642.2%2.5%47.7063.3%3.0%
65Δ44.9239.5%1.9%48.3961.0%2.3%
70Δ44.4440.0%1.6%49.3364.5%2.0%
75Δ43.9340.9%1.3%50.7970.0%1.6%
80Δ43.0945.9%1.1%53.0881.0%1.3%

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
41.39
IV
99.7%
B/E move
13.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.48
IV
101.3%
B/E move
11.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.35
IV
62.8%
B/E move
6.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.05
IV
62.9%
B/E move
5.7%

45Δ

Calls
Pseudo strike
46.67
IV
44.3%
B/E move
4.1%
Puts
Pseudo strike
45.75
IV
72.7%
B/E move
5.5%

50Δ

Calls
Pseudo strike
46.23
IV
46.2%
B/E move
3.8%
Puts
Pseudo strike
46.48
IV
74.4%
B/E move
4.9%

55Δ

Calls
Pseudo strike
45.79
IV
45.6%
B/E move
3.2%
Puts
Pseudo strike
47.16
IV
70.3%
B/E move
3.9%

60Δ

Calls
Pseudo strike
45.36
IV
42.2%
B/E move
2.5%
Puts
Pseudo strike
47.70
IV
63.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
44.92
IV
39.5%
B/E move
1.9%
Puts
Pseudo strike
48.39
IV
61.0%
B/E move
2.3%

70Δ

Calls
Pseudo strike
44.44
IV
40.0%
B/E move
1.6%
Puts
Pseudo strike
49.33
IV
64.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
43.93
IV
40.9%
B/E move
1.3%
Puts
Pseudo strike
50.79
IV
70.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
43.09
IV
45.9%
B/E move
1.1%
Puts
Pseudo strike
53.08
IV
81.0%
B/E move
1.3%

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%