IntraAlpha
Create free account Start free

ADMA Biologics Inc Common Stock ADMA

i

Market datapartial · fetched 2026-10-22T04:25:43.497Z

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 · unavailable

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 Common Stock options

Live interpolated ADMA call and put midpoint premiums by absolute delta.ADMA Biologics Inc Common Stock$0.15$0.87$1.59$2.32$3.04$8.64$10.08$11.52$12.96$14.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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$0.34$0.42$0.49$0.57$0.69$0.98$1.26$1.54$1.82$2.10$2.38
PutsExpensive1.06×
CallsExpensive1.66×
SkewBullish-41.64 pp
Implied moveBullish±$1.43
TiltBullish3.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.05120.3%50.8%9.5262.6%14.8%
25Δ20.85217.9%98.5%9.9754.9%11.1%
30Δ13.7088.6%29.4%10.2053.3%9.7%
35Δ11.7957.5%11.8%10.4152.0%8.4%
40Δ11.5760.3%10.7%10.6350.8%7.1%
45Δ11.3463.1%9.7%10.8449.5%5.9%
50Δ11.1265.9%8.7%11.0848.8%4.8%
55Δ10.8669.7%7.8%11.4349.7%4.2%
60Δ10.5674.8%7.0%11.7750.7%3.7%
65Δ10.2579.9%6.3%12.1151.7%3.1%
70Δ9.8988.5%5.7%12.4552.6%2.6%
75Δ9.25113.7%5.8%12.7953.6%2.0%
80Δ8.62125.7%5.0%13.1354.5%1.5%

20Δ

Calls
Pseudo strike
16.05
IV
120.3%
B/E move
50.8%
Puts
Pseudo strike
9.52
IV
62.6%
B/E move
14.8%

25Δ

Calls
Pseudo strike
20.85
IV
217.9%
B/E move
98.5%
Puts
Pseudo strike
9.97
IV
54.9%
B/E move
11.1%

30Δ

Calls
Pseudo strike
13.70
IV
88.6%
B/E move
29.4%
Puts
Pseudo strike
10.20
IV
53.3%
B/E move
9.7%

35Δ

Calls
Pseudo strike
11.79
IV
57.5%
B/E move
11.8%
Puts
Pseudo strike
10.41
IV
52.0%
B/E move
8.4%

40Δ

Calls
Pseudo strike
11.57
IV
60.3%
B/E move
10.7%
Puts
Pseudo strike
10.63
IV
50.8%
B/E move
7.1%

45Δ

Calls
Pseudo strike
11.34
IV
63.1%
B/E move
9.7%
Puts
Pseudo strike
10.84
IV
49.5%
B/E move
5.9%

50Δ

Calls
Pseudo strike
11.12
IV
65.9%
B/E move
8.7%
Puts
Pseudo strike
11.08
IV
48.8%
B/E move
4.8%

55Δ

Calls
Pseudo strike
10.86
IV
69.7%
B/E move
7.8%
Puts
Pseudo strike
11.43
IV
49.7%
B/E move
4.2%

60Δ

Calls
Pseudo strike
10.56
IV
74.8%
B/E move
7.0%
Puts
Pseudo strike
11.77
IV
50.7%
B/E move
3.7%

65Δ

Calls
Pseudo strike
10.25
IV
79.9%
B/E move
6.3%
Puts
Pseudo strike
12.11
IV
51.7%
B/E move
3.1%

70Δ

Calls
Pseudo strike
9.89
IV
88.5%
B/E move
5.7%
Puts
Pseudo strike
12.45
IV
52.6%
B/E move
2.6%

75Δ

Calls
Pseudo strike
9.25
IV
113.7%
B/E move
5.8%
Puts
Pseudo strike
12.79
IV
53.6%
B/E move
2.0%

80Δ

Calls
Pseudo strike
8.62
IV
125.7%
B/E move
5.0%
Puts
Pseudo strike
13.13
IV
54.5%
B/E move
1.5%

Options history

No recorded observations