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Acadia Healthcare Company, Inc. Common Stock ACHC

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Market datapartial · fetched 2026-10-22T21:15:12.085Z

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 · 2026-10-22T20:00:07.353750177Z

FundamentalsAlpha Vantage · unavailable

Share price$31.88
1D+1.2%
AH$31.04$31.26$31.49$31.72$31.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACHC
Sold putSold callAH

Acadia Healthcare Company, Inc. Common Stock options

Live interpolated ACHC call and put midpoint premiums by absolute delta.Acadia Healthcare Company, Inc. Common Stock$0.72$2.65$4.58$6.51$8.44$23.69$27.73$31.78$35.82$39.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACHC spot · $31.88ACHC PRICE$0.93$1.02$1.24$1.63$2.02$2.41$2.79$3.18$3.57$4.56$5.70$6.83$0.94$1.21$1.49$1.80$2.25$2.70$3.15$3.59$4.04$4.62$5.71$6.80$7.89
PutsExpensive1.69×
CallsExpensive1.53×
SkewBearish+2.31 pp
Implied moveBearish±$5.55
TiltBearish12.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.7880.3%18.9%
25Δ38.5579.9%23.8%27.9278.3%16.2%
30Δ36.3067.6%17.1%29.0676.4%13.5%
35Δ34.6861.4%12.7%30.1474.7%11.1%
40Δ33.9363.3%11.5%30.9873.9%9.9%
45Δ33.1765.2%10.4%31.8273.1%8.7%
50Δ32.4267.2%9.2%32.6672.3%7.4%
55Δ31.6669.1%8.1%33.4971.5%6.2%
60Δ30.9171.0%6.9%34.3370.7%5.0%
65Δ30.1573.0%5.8%35.2670.3%3.9%
70Δ28.8876.4%4.9%36.5871.6%3.2%
75Δ27.4880.2%4.1%37.8972.8%2.5%
80Δ26.0984.0%3.3%39.2074.0%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.78
IV
80.3%
B/E move
18.9%

25Δ

Calls
Pseudo strike
38.55
IV
79.9%
B/E move
23.8%
Puts
Pseudo strike
27.92
IV
78.3%
B/E move
16.2%

30Δ

Calls
Pseudo strike
36.30
IV
67.6%
B/E move
17.1%
Puts
Pseudo strike
29.06
IV
76.4%
B/E move
13.5%

35Δ

Calls
Pseudo strike
34.68
IV
61.4%
B/E move
12.7%
Puts
Pseudo strike
30.14
IV
74.7%
B/E move
11.1%

40Δ

Calls
Pseudo strike
33.93
IV
63.3%
B/E move
11.5%
Puts
Pseudo strike
30.98
IV
73.9%
B/E move
9.9%

45Δ

Calls
Pseudo strike
33.17
IV
65.2%
B/E move
10.4%
Puts
Pseudo strike
31.82
IV
73.1%
B/E move
8.7%

50Δ

Calls
Pseudo strike
32.42
IV
67.2%
B/E move
9.2%
Puts
Pseudo strike
32.66
IV
72.3%
B/E move
7.4%

55Δ

Calls
Pseudo strike
31.66
IV
69.1%
B/E move
8.1%
Puts
Pseudo strike
33.49
IV
71.5%
B/E move
6.2%

60Δ

Calls
Pseudo strike
30.91
IV
71.0%
B/E move
6.9%
Puts
Pseudo strike
34.33
IV
70.7%
B/E move
5.0%

65Δ

Calls
Pseudo strike
30.15
IV
73.0%
B/E move
5.8%
Puts
Pseudo strike
35.26
IV
70.3%
B/E move
3.9%

70Δ

Calls
Pseudo strike
28.88
IV
76.4%
B/E move
4.9%
Puts
Pseudo strike
36.58
IV
71.6%
B/E move
3.2%

75Δ

Calls
Pseudo strike
27.48
IV
80.2%
B/E move
4.1%
Puts
Pseudo strike
37.89
IV
72.8%
B/E move
2.5%

80Δ

Calls
Pseudo strike
26.09
IV
84.0%
B/E move
3.3%
Puts
Pseudo strike
39.20
IV
74.0%
B/E move
1.8%

Options history

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