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PERRIGO COMPANY PLC PRGO

i

Market dataready · fetched 2026-11-03T23:08:07.342Z

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 · 2026-11-03T21:10:00.00406815Z

FundamentalsSEC EDGAR · ready · as of 2026-06-27 · fetched 2026-11-03T23:08:04.808631+00:00

Share price$15.70
1D+1.9%
AH$15.38$15.48$15.59$15.69$15.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRGO
Sold putSold callAH

PERRIGO COMPANY PLC options

Live interpolated PRGO call and put midpoint premiums by absolute delta.PERRIGO COMPANY PLC$0.17$1.44$2.71$3.99$5.26$11.42$13.57$15.72$17.87$20.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRGO spot · $15.70PRGO PRICE$0.31$0.38$0.47$0.59$0.72$0.85$0.97$1.10$1.22$1.35$1.77$2.19$2.62$0.31$0.40$0.48$0.58$0.79$1.00$1.21$1.41$1.62$1.83$2.04$3.02$4.89
PutsCheap0.72×
CallsCheap0.76×
SkewBullish-4.11 pp
Implied moveBearish±$2.18
TiltBearish14.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.0989.9%23.5%13.6076.1%15.4%
25Δ18.2383.8%18.6%14.0972.4%12.8%
30Δ17.4578.4%14.1%14.5868.7%10.2%
35Δ17.1077.4%12.7%15.0565.7%7.8%
40Δ16.7576.4%11.3%15.3766.7%7.1%
45Δ16.4075.4%9.8%15.7067.6%6.4%
50Δ16.0574.4%8.4%16.0268.5%5.6%
55Δ15.7073.4%7.0%16.3569.4%4.9%
60Δ15.3572.4%5.6%16.6870.3%4.1%
65Δ15.0071.4%4.1%17.0071.2%3.4%
70Δ14.4875.9%3.5%17.3372.1%2.6%
75Δ13.9780.4%3.0%18.3983.9%2.1%
80Δ13.4684.9%2.4%20.30108.4%1.9%

20Δ

Calls
Pseudo strike
19.09
IV
89.9%
B/E move
23.5%
Puts
Pseudo strike
13.60
IV
76.1%
B/E move
15.4%

25Δ

Calls
Pseudo strike
18.23
IV
83.8%
B/E move
18.6%
Puts
Pseudo strike
14.09
IV
72.4%
B/E move
12.8%

30Δ

Calls
Pseudo strike
17.45
IV
78.4%
B/E move
14.1%
Puts
Pseudo strike
14.58
IV
68.7%
B/E move
10.2%

35Δ

Calls
Pseudo strike
17.10
IV
77.4%
B/E move
12.7%
Puts
Pseudo strike
15.05
IV
65.7%
B/E move
7.8%

40Δ

Calls
Pseudo strike
16.75
IV
76.4%
B/E move
11.3%
Puts
Pseudo strike
15.37
IV
66.7%
B/E move
7.1%

45Δ

Calls
Pseudo strike
16.40
IV
75.4%
B/E move
9.8%
Puts
Pseudo strike
15.70
IV
67.6%
B/E move
6.4%

50Δ

Calls
Pseudo strike
16.05
IV
74.4%
B/E move
8.4%
Puts
Pseudo strike
16.02
IV
68.5%
B/E move
5.6%

55Δ

Calls
Pseudo strike
15.70
IV
73.4%
B/E move
7.0%
Puts
Pseudo strike
16.35
IV
69.4%
B/E move
4.9%

60Δ

Calls
Pseudo strike
15.35
IV
72.4%
B/E move
5.6%
Puts
Pseudo strike
16.68
IV
70.3%
B/E move
4.1%

65Δ

Calls
Pseudo strike
15.00
IV
71.4%
B/E move
4.1%
Puts
Pseudo strike
17.00
IV
71.2%
B/E move
3.4%

70Δ

Calls
Pseudo strike
14.48
IV
75.9%
B/E move
3.5%
Puts
Pseudo strike
17.33
IV
72.1%
B/E move
2.6%

75Δ

Calls
Pseudo strike
13.97
IV
80.4%
B/E move
3.0%
Puts
Pseudo strike
18.39
IV
83.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
13.46
IV
84.9%
B/E move
2.4%
Puts
Pseudo strike
20.30
IV
108.4%
B/E move
1.9%

Options history

IV · four-Friday blend66.79%
Daily EOD
PRGO55.9%61.7%67.6%2026-10-19: 61.33%2026-10-20: 56.68%2026-10-21: 58.96%2026-10-22: 64.36%2026-10-23: 63.80%2026-10-26: 59.26%2026-10-27: 61.52%2026-10-28: 61.39%2026-10-29: 63.71%2026-10-30: 66.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
61.33%
56.68%
58.96%
64.36%
63.80%
59.26%
61.52%
61.39%
63.71%
66.79%