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ADMA Biologics Inc Common Stock ADMA

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Market dataready · fetched 2026-11-11T03:51:18.979Z

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 · 2026-11-11T00:07:56.796968279Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T03:51:18.538066+00:00

Share price$12.80
1D-1.9%
AH$12.54$12.64$12.75$12.86$12.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMADMA
Sold putSold callAH

ADMA Biologics Inc Common Stock options

Live interpolated ADMA call and put midpoint premiums by absolute delta.ADMA Biologics Inc Common Stock$0.21$0.74$1.26$1.79$2.32$8.54$11.37$14.19$17.02$19.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ 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 ADMA spot · $12.80ADMA PRICE$0.27$0.31$0.35$0.39$0.45$0.51$0.57$0.63$0.69$0.75$0.81$0.92$1.47$1.64$1.82$1.99$2.16
Puts——
Calls——
Skew——
Implied moveBearish±$1.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.53304.3%32.7%
25Δ
30Δ15.4092.6%22.4%
35Δ14.6481.5%16.8%
40Δ13.8870.3%11.2%
45Δ13.1259.1%5.6%
50Δ12.8955.3%4.3%13.17149.2%8.5%
55Δ12.7752.9%3.7%13.50142.2%7.4%
60Δ12.6450.6%3.2%13.82135.1%6.2%
65Δ12.5248.2%2.7%14.15128.1%5.0%
70Δ12.3945.9%2.2%14.47121.0%3.9%
75Δ12.2743.5%1.7%
80Δ12.1441.1%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.53
IV
304.3%
B/E move
32.7%

25Δ

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

30Δ

Calls
Pseudo strike
15.40
IV
92.6%
B/E move
22.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
14.64
IV
81.5%
B/E move
16.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
13.88
IV
70.3%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
13.12
IV
59.1%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
12.89
IV
55.3%
B/E move
4.3%
Puts
Pseudo strike
13.17
IV
149.2%
B/E move
8.5%

55Δ

Calls
Pseudo strike
12.77
IV
52.9%
B/E move
3.7%
Puts
Pseudo strike
13.50
IV
142.2%
B/E move
7.4%

60Δ

Calls
Pseudo strike
12.64
IV
50.6%
B/E move
3.2%
Puts
Pseudo strike
13.82
IV
135.1%
B/E move
6.2%

65Δ

Calls
Pseudo strike
12.52
IV
48.2%
B/E move
2.7%
Puts
Pseudo strike
14.15
IV
128.1%
B/E move
5.0%

70Δ

Calls
Pseudo strike
12.39
IV
45.9%
B/E move
2.2%
Puts
Pseudo strike
14.47
IV
121.0%
B/E move
3.9%

75Δ

Calls
Pseudo strike
12.27
IV
43.5%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.14
IV
41.1%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend59.71%
Daily close
ADMA43.7%77.5%111.4%2026-08-13: 54.63%2026-08-18: 71.35%2026-08-19: 80.77%2026-08-21: 53.11%2026-08-24: 53.56%2026-08-25: 48.35%2026-08-26: 50.33%2026-08-27: 49.19%2026-08-28: 49.77%2026-08-31: 53.59%2026-09-01: 52.18%2026-09-02: 56.80%2026-09-03: 70.43%2026-09-11: 72.14%2026-09-14: 83.00%2026-09-16: 75.23%2026-09-17: 81.51%2026-09-18: 65.23%2026-09-21: 56.96%2026-09-22: 59.73%2026-09-23: 60.00%2026-09-24: 52.71%2026-09-25: 68.58%2026-09-28: 79.53%2026-09-29: 61.18%2026-09-30: 66.78%2026-10-01: 64.43%2026-10-02: 71.06%2026-10-05: 84.29%2026-10-06: 78.25%2026-10-07: 83.31%2026-10-08: 93.22%2026-10-09: 88.49%2026-10-12: 104.44%2026-10-13: 106.75%2026-10-14: 97.83%2026-10-16: 76.54%2026-10-19: 77.89%2026-10-20: 60.48%2026-10-21: 61.42%2026-10-22: 63.80%2026-10-23: 58.82%2026-10-26: 66.78%2026-10-27: 74.00%2026-10-28: 70.14%2026-10-29: 60.86%2026-10-30: 59.71%Aug 13Sep 28Oct 30
47 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
54.63%
71.35%
80.77%
53.11%
53.56%
48.35%
50.33%
49.19%
49.77%
53.59%
52.18%
56.80%
70.43%
72.14%
83.00%
75.23%
81.51%
65.23%
56.96%
59.73%
60.00%
52.71%
68.58%
79.53%
61.18%
66.78%
64.43%
71.06%
84.29%
78.25%
83.31%
93.22%
88.49%
104.44%
106.75%
97.83%
76.54%
77.89%
60.48%
61.42%
63.80%
58.82%
66.78%
74.00%
70.14%
60.86%
59.71%