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ADMA Biologics Inc ADMA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T03:35:15.953Z

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 · 2026-10-21T22:37:26.190485284Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T03:35:14.462895+00:00

Share price$10.91
1D-2.5%
AH$10.90$11.01$11.12$11.23$11.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMADMA
Sold putSold callAH

ADMA Biologics Inc options

Live interpolated ADMA call and put midpoint premiums by absolute delta.ADMA Biologics Inc$0.15$0.87$1.59$2.32$3.04$8.65$10.08$11.50$12.93$14.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ADMA spot · $10.91ADMA PRICE$0.41$0.81$0.42$0.41$0.52$0.63$0.74$0.90$1.12$1.34$1.64$2.30$2.83$0.23$0.27$0.35$0.42$0.49$0.57$0.70$0.98$1.26$1.54$1.83$2.11$2.39
PutsFair1.04×
CallsExpensive1.64×
SkewBullish-41.26 pp
Implied moveBullish±$1.44
TiltBullish3.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.05119.6%50.8%9.5261.6%14.8%
25Δ20.85217.4%98.5%9.9754.0%11.1%
30Δ13.7689.1%30.0%10.2052.4%9.7%
35Δ11.7956.5%11.8%10.4151.2%8.4%
40Δ11.5759.3%10.8%10.6349.9%7.1%
45Δ11.3462.0%9.7%10.8448.7%5.9%
50Δ11.1264.7%8.7%11.0948.0%4.8%
55Δ10.8668.5%7.8%11.4349.0%4.2%
60Δ10.5673.5%7.0%11.7750.0%3.7%
65Δ10.2578.4%6.3%12.1151.0%3.1%
70Δ9.8986.8%5.7%12.4651.9%2.6%
75Δ9.25111.7%5.8%12.8052.9%2.0%
80Δ8.63123.5%5.0%13.1453.9%1.5%

20Δ

Calls
Pseudo strike
16.05
IV
119.6%
B/E move
50.8%
Puts
Pseudo strike
9.52
IV
61.6%
B/E move
14.8%

25Δ

Calls
Pseudo strike
20.85
IV
217.4%
B/E move
98.5%
Puts
Pseudo strike
9.97
IV
54.0%
B/E move
11.1%

30Δ

Calls
Pseudo strike
13.76
IV
89.1%
B/E move
30.0%
Puts
Pseudo strike
10.20
IV
52.4%
B/E move
9.7%

35Δ

Calls
Pseudo strike
11.79
IV
56.5%
B/E move
11.8%
Puts
Pseudo strike
10.41
IV
51.2%
B/E move
8.4%

40Δ

Calls
Pseudo strike
11.57
IV
59.3%
B/E move
10.8%
Puts
Pseudo strike
10.63
IV
49.9%
B/E move
7.1%

45Δ

Calls
Pseudo strike
11.34
IV
62.0%
B/E move
9.7%
Puts
Pseudo strike
10.84
IV
48.7%
B/E move
5.9%

50Δ

Calls
Pseudo strike
11.12
IV
64.7%
B/E move
8.7%
Puts
Pseudo strike
11.09
IV
48.0%
B/E move
4.8%

55Δ

Calls
Pseudo strike
10.86
IV
68.5%
B/E move
7.8%
Puts
Pseudo strike
11.43
IV
49.0%
B/E move
4.2%

60Δ

Calls
Pseudo strike
10.56
IV
73.5%
B/E move
7.0%
Puts
Pseudo strike
11.77
IV
50.0%
B/E move
3.7%

65Δ

Calls
Pseudo strike
10.25
IV
78.4%
B/E move
6.3%
Puts
Pseudo strike
12.11
IV
51.0%
B/E move
3.1%

70Δ

Calls
Pseudo strike
9.89
IV
86.8%
B/E move
5.7%
Puts
Pseudo strike
12.46
IV
51.9%
B/E move
2.6%

75Δ

Calls
Pseudo strike
9.25
IV
111.7%
B/E move
5.8%
Puts
Pseudo strike
12.80
IV
52.9%
B/E move
2.0%

80Δ

Calls
Pseudo strike
8.63
IV
123.5%
B/E move
5.0%
Puts
Pseudo strike
13.14
IV
53.9%
B/E move
1.5%

Options history

No recorded observations