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Amneal Pharmaceuticals, Inc. Class A Common Stock AMRX

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-04T08:59:21.888Z

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 · 2026-11-03T23:35:58.050390631Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T08:59:20.948270+00:00

Share price$20.59
1D-1.9%
AH$19.99$20.18$20.38$20.57$20.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMRX
Sold putSold callAH

Amneal Pharmaceuticals, Inc. Class A Common Stock options

Live interpolated AMRX call and put midpoint premiums by absolute delta.Amneal Pharmaceuticals, Inc. Class A Common Stock$0.50$2.55$4.60$6.65$8.70$17.61$19.12$20.63$22.13$23.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AMRX spot · $20.59AMRX PRICE$0.72$0.88$1.04$1.20$1.36$1.52$1.07$0.80$1.12$1.44$1.77$2.09$2.41$3.27$4.54$8.11
Puts——
Calls——
Skew——
Implied moveBearish±$2.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.91185.7%27.9%
25Δ
30Δ
35Δ21.5154.6%8.0%
40Δ21.2257.9%7.4%20.3151.9%5.2%
45Δ20.9361.2%6.7%20.7156.9%4.8%
50Δ20.6464.5%6.1%21.1261.9%4.4%
55Δ20.3567.9%5.4%21.5266.9%4.0%
60Δ20.0671.2%4.8%21.9271.9%3.6%
65Δ22.3376.9%3.3%
70Δ23.2588.2%2.9%
75Δ24.57104.2%2.7%
80Δ28.16142.7%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.91
IV
185.7%
B/E move
27.9%

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
21.51
IV
54.6%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
21.22
IV
57.9%
B/E move
7.4%
Puts
Pseudo strike
20.31
IV
51.9%
B/E move
5.2%

45Δ

Calls
Pseudo strike
20.93
IV
61.2%
B/E move
6.7%
Puts
Pseudo strike
20.71
IV
56.9%
B/E move
4.8%

50Δ

Calls
Pseudo strike
20.64
IV
64.5%
B/E move
6.1%
Puts
Pseudo strike
21.12
IV
61.9%
B/E move
4.4%

55Δ

Calls
Pseudo strike
20.35
IV
67.9%
B/E move
5.4%
Puts
Pseudo strike
21.52
IV
66.9%
B/E move
4.0%

60Δ

Calls
Pseudo strike
20.06
IV
71.2%
B/E move
4.8%
Puts
Pseudo strike
21.92
IV
71.9%
B/E move
3.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.33
IV
76.9%
B/E move
3.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.25
IV
88.2%
B/E move
2.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.57
IV
104.2%
B/E move
2.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.16
IV
142.7%
B/E move
2.6%

Options history

IV · four-Friday blend60.95%
Daily close
AMRX43.1%99.7%156.2%2026-08-07: 70.76%2026-08-10: 70.56%2026-08-11: 69.21%2026-08-12: 65.44%2026-08-14: 80.24%2026-08-17: 90.49%2026-08-20: 148.41%2026-08-21: 59.46%2026-08-24: 54.62%2026-08-25: 56.77%2026-08-26: 63.18%2026-08-27: 53.88%2026-08-31: 51.60%2026-09-01: 58.39%2026-09-02: 61.96%2026-09-03: 61.59%2026-09-04: 50.95%2026-09-15: 109.18%2026-09-18: 56.72%2026-09-21: 55.18%2026-09-22: 55.00%2026-09-23: 56.75%2026-09-24: 56.41%2026-09-25: 57.01%2026-09-28: 63.32%2026-09-29: 54.70%2026-09-30: 56.39%2026-10-01: 54.63%2026-10-02: 58.73%2026-10-05: 60.05%2026-10-06: 64.81%2026-10-07: 61.78%2026-10-12: 68.65%2026-10-16: 60.05%2026-10-19: 55.94%2026-10-20: 51.40%2026-10-21: 55.58%2026-10-22: 57.37%2026-10-23: 59.56%2026-10-26: 59.51%2026-10-28: 54.13%2026-10-30: 60.95%Aug 7Sep 22Oct 30
42 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
70.76%
70.56%
69.21%
65.44%
80.24%
90.49%
148.41%
59.46%
54.62%
56.77%
63.18%
53.88%
51.60%
58.39%
61.96%
61.59%
50.95%
109.18%
56.72%
55.18%
55.00%
56.75%
56.41%
57.01%
63.32%
54.70%
56.39%
54.63%
58.73%
60.05%
64.81%
61.78%
68.65%
60.05%
55.94%
51.40%
55.58%
57.37%
59.56%
59.51%
54.13%
60.95%