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Acadia Healthcare Company, Inc. Common Stock ACHC

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-11-12T14:57:07.952Z

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 · 2026-11-12T14:56:04.131115865Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:57:04.976865+00:00

Share price$38.64
1D+0.0%
$38.56$38.59$38.61$38.63$38.665:30 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$0.67$1.42$2.17$2.92$3.67$28.91$34.05$39.20$44.34$49.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ACHC spot · $38.64ACHC PRICE$1.00$1.31$1.62$1.92$2.23$2.53$2.84$3.14$3.45$0.75$0.97$1.24$1.52$1.80$2.07$2.35$2.63
Puts——
Calls——
Skew——
Implied moveBearish±$3.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.90108.2%14.2%
25Δ35.24101.5%11.3%
30Δ35.9799.5%10.1%
35Δ36.7097.4%9.0%
40Δ39.6056.7%5.1%37.4395.4%7.8%
45Δ39.1157.2%4.6%38.1693.3%6.6%
50Δ38.6357.7%4.1%38.8891.3%5.5%
55Δ38.1458.2%3.7%39.6189.2%4.3%
60Δ37.6658.7%3.2%
65Δ37.1759.2%2.8%
70Δ36.6959.7%2.3%
75Δ36.2060.2%1.8%
80Δ35.7260.6%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.90
IV
108.2%
B/E move
14.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.24
IV
101.5%
B/E move
11.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.97
IV
99.5%
B/E move
10.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.70
IV
97.4%
B/E move
9.0%

40Δ

Calls
Pseudo strike
39.60
IV
56.7%
B/E move
5.1%
Puts
Pseudo strike
37.43
IV
95.4%
B/E move
7.8%

45Δ

Calls
Pseudo strike
39.11
IV
57.2%
B/E move
4.6%
Puts
Pseudo strike
38.16
IV
93.3%
B/E move
6.6%

50Δ

Calls
Pseudo strike
38.63
IV
57.7%
B/E move
4.1%
Puts
Pseudo strike
38.88
IV
91.3%
B/E move
5.5%

55Δ

Calls
Pseudo strike
38.14
IV
58.2%
B/E move
3.7%
Puts
Pseudo strike
39.61
IV
89.2%
B/E move
4.3%

60Δ

Calls
Pseudo strike
37.66
IV
58.7%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
37.17
IV
59.2%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
36.69
IV
59.7%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
36.20
IV
60.2%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
35.72
IV
60.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend57.73%
Daily close
ACHC48.8%56.6%64.5%2026-08-17: 50.89%2026-08-25: 49.85%2026-08-26: 55.53%2026-08-27: 54.35%2026-08-28: 56.57%2026-09-18: 58.64%2026-09-21: 53.52%2026-09-22: 51.08%2026-09-23: 57.97%2026-09-25: 57.18%2026-10-12: 63.38%2026-10-16: 57.44%2026-10-19: 53.52%2026-10-20: 57.00%2026-10-21: 58.37%2026-10-22: 58.41%2026-10-23: 57.88%2026-10-26: 56.83%2026-10-27: 58.01%2026-10-28: 55.42%2026-10-29: 61.71%2026-10-30: 57.73%Aug 17Oct 12Oct 30
22 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
50.89%
49.85%
55.53%
54.35%
56.57%
58.64%
53.52%
51.08%
57.97%
57.18%
63.38%
57.44%
53.52%
57.00%
58.37%
58.41%
57.88%
56.83%
58.01%
55.42%
61.71%
57.73%