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Acadia Healthcare Company, Inc. Common Stock ACHC

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Market datapartial · fetched 2026-10-22T16:15:46.379Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:13:00.224021232Z

FundamentalsAlpha Vantage · unavailable

Share price$31.36
1D-0.5%
$31.05$31.23$31.41$31.58$31.765:30 AM6:30 AM9:00 AM1:00 PMACHC
Sold putSold call

Acadia Healthcare Company, Inc. Common Stock options

Live interpolated ACHC call and put midpoint premiums by absolute delta.Acadia Healthcare Company, Inc. Common Stock$0.79$2.02$3.24$4.46$5.69$23.12$27.16$31.19$35.23$39.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACHC spot · $31.36ACHC PRICE$0.92$0.99$1.34$1.72$2.10$2.48$2.86$3.24$3.69$4.24$4.79$5.33$2.65$2.92$3.20$3.47$3.75$4.02$4.29
PutsExpensive1.64×
CallsExpensive1.51×
SkewBearish+3.74 pp
Implied moveBearish±$5.67
TiltBullish16.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ38.0280.5%24.2%
30Δ35.3265.2%15.8%
35Δ34.3265.3%13.7%
40Δ33.5467.5%12.4%30.3390.8%11.7%
45Δ32.7669.7%11.2%31.0885.7%10.2%
50Δ31.9971.8%9.9%31.8280.5%8.7%
55Δ31.2174.0%8.6%32.5675.3%7.2%
60Δ30.4376.2%7.4%33.3070.2%5.8%
65Δ29.6276.2%6.2%34.0465.0%4.3%
70Δ28.7773.6%5.3%34.7859.8%2.8%
75Δ27.9170.9%4.3%
80Δ27.0668.2%3.3%

20Δ

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

25Δ

Calls
Pseudo strike
38.02
IV
80.5%
B/E move
24.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
35.32
IV
65.2%
B/E move
15.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
34.32
IV
65.3%
B/E move
13.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
33.54
IV
67.5%
B/E move
12.4%
Puts
Pseudo strike
30.33
IV
90.8%
B/E move
11.7%

45Δ

Calls
Pseudo strike
32.76
IV
69.7%
B/E move
11.2%
Puts
Pseudo strike
31.08
IV
85.7%
B/E move
10.2%

50Δ

Calls
Pseudo strike
31.99
IV
71.8%
B/E move
9.9%
Puts
Pseudo strike
31.82
IV
80.5%
B/E move
8.7%

55Δ

Calls
Pseudo strike
31.21
IV
74.0%
B/E move
8.6%
Puts
Pseudo strike
32.56
IV
75.3%
B/E move
7.2%

60Δ

Calls
Pseudo strike
30.43
IV
76.2%
B/E move
7.4%
Puts
Pseudo strike
33.30
IV
70.2%
B/E move
5.8%

65Δ

Calls
Pseudo strike
29.62
IV
76.2%
B/E move
6.2%
Puts
Pseudo strike
34.04
IV
65.0%
B/E move
4.3%

70Δ

Calls
Pseudo strike
28.77
IV
73.6%
B/E move
5.3%
Puts
Pseudo strike
34.78
IV
59.8%
B/E move
2.8%

75Δ

Calls
Pseudo strike
27.91
IV
70.9%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
27.06
IV
68.2%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

Options history

ACHC56.8457.2757.712026-10-20: 56.90%2026-10-21: 57.65%Oct 20Oct 21
Table
DateIV
56.90%
57.65%