Share price$72.28
1D+1.8%
Sold putSold callAH
ANI Pharmaceuticals, Inc. ANIP
i
Market datapartial · fetched 2026-11-04T03:13:38.233Z
Delta surfaceAlpaca · derived absolute-delta buckets ·
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-03T21:00:04.611907452Z
FundamentalsAlpha Vantage · unavailable
ANI Pharmaceuticals, Inc. options
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
IV · four-Friday blend41.54%
Daily close
50 observations2026-08-05 — 2026-10-30
Table
| Date | IV (%) |
|---|---|
| 46.06% | |
| 47.12% | |
| 34.53% | |
| 38.47% | |
| 36.24% | |
| 37.84% | |
| 37.24% | |
| 40.62% | |
| 34.26% | |
| 34.90% | |
| 35.39% | |
| 34.29% | |
| 35.86% | |
| 36.05% | |
| 36.35% | |
| 37.39% | |
| 35.84% | |
| 37.75% | |
| 39.08% | |
| 40.47% | |
| 40.39% | |
| 43.92% | |
| 48.14% | |
| 46.97% | |
| 56.25% | |
| 36.81% | |
| 36.54% | |
| 35.53% | |
| 36.13% | |
| 37.38% | |
| 36.76% | |
| 34.51% | |
| 37.59% | |
| 39.07% | |
| 37.21% | |
| 37.14% | |
| 36.61% | |
| 40.13% | |
| 38.64% | |
| 38.11% | |
| 38.73% | |
| 39.13% | |
| 39.65% | |
| 39.55% | |
| 39.75% | |
| 40.62% | |
| 40.19% | |
| 40.75% | |
| 40.67% | |
| 41.54% |
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