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Addus HomeCare Corporation Common Stock ADUS

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Market datapartial · fetched 2026-10-22T23:44:06.986Z

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 · 2026-10-22T20:00:02.197506281Z

FundamentalsAlpha Vantage · unavailable

Share price$122.67
1D+3.3%
AH$118$119$121$122$1235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMADUS
Sold putSold callAH

Addus HomeCare Corporation Common Stock options

Live interpolated ADUS call and put midpoint premiums by absolute delta.Addus HomeCare Corporation Common Stock$2.15$4.94$7.72$10.51$13.30$105.95$114.49$123.02$131.55$140.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ADUS spot · $122.67ADUS PRICE$2.45$2.45$2.45$2.83$3.40$3.96$4.78$5.64$6.50$7.59$8.77$9.96$12.19$2.45$2.52$2.84$3.27$3.84$4.69$5.54$6.41$7.32$8.23$9.17$10.83$12.49
PutsExpensive1.57×
CallsExpensive1.26×
SkewBullish-2.03 pp
Implied moveBearish±$10.32
TiltBearish4.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ148.1269.7%22.7%108.4359.1%13.6%
25Δ137.2951.4%13.9%113.5146.3%9.5%
30Δ131.5939.9%9.3%116.4340.8%7.4%
35Δ128.8136.4%7.3%118.5838.0%6.0%
40Δ127.0536.1%6.3%120.5536.3%4.9%
45Δ125.2835.7%5.4%122.1536.6%4.2%
50Δ123.6636.1%4.7%123.7636.9%3.6%
55Δ122.0636.7%4.1%125.3637.0%3.0%
60Δ120.4737.2%3.5%126.9336.1%2.5%
65Δ118.7337.5%3.0%128.5035.2%2.0%
70Δ116.9337.7%2.5%130.0934.4%1.4%
75Δ115.1437.9%2.0%132.1934.5%1.1%
80Δ112.4539.8%1.6%134.2934.5%0.7%

20Δ

Calls
Pseudo strike
148.12
IV
69.7%
B/E move
22.7%
Puts
Pseudo strike
108.43
IV
59.1%
B/E move
13.6%

25Δ

Calls
Pseudo strike
137.29
IV
51.4%
B/E move
13.9%
Puts
Pseudo strike
113.51
IV
46.3%
B/E move
9.5%

30Δ

Calls
Pseudo strike
131.59
IV
39.9%
B/E move
9.3%
Puts
Pseudo strike
116.43
IV
40.8%
B/E move
7.4%

35Δ

Calls
Pseudo strike
128.81
IV
36.4%
B/E move
7.3%
Puts
Pseudo strike
118.58
IV
38.0%
B/E move
6.0%

40Δ

Calls
Pseudo strike
127.05
IV
36.1%
B/E move
6.3%
Puts
Pseudo strike
120.55
IV
36.3%
B/E move
4.9%

45Δ

Calls
Pseudo strike
125.28
IV
35.7%
B/E move
5.4%
Puts
Pseudo strike
122.15
IV
36.6%
B/E move
4.2%

50Δ

Calls
Pseudo strike
123.66
IV
36.1%
B/E move
4.7%
Puts
Pseudo strike
123.76
IV
36.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
122.06
IV
36.7%
B/E move
4.1%
Puts
Pseudo strike
125.36
IV
37.0%
B/E move
3.0%

60Δ

Calls
Pseudo strike
120.47
IV
37.2%
B/E move
3.5%
Puts
Pseudo strike
126.93
IV
36.1%
B/E move
2.5%

65Δ

Calls
Pseudo strike
118.73
IV
37.5%
B/E move
3.0%
Puts
Pseudo strike
128.50
IV
35.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
116.93
IV
37.7%
B/E move
2.5%
Puts
Pseudo strike
130.09
IV
34.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
115.14
IV
37.9%
B/E move
2.0%
Puts
Pseudo strike
132.19
IV
34.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
112.45
IV
39.8%
B/E move
1.6%
Puts
Pseudo strike
134.29
IV
34.5%
B/E move
0.7%

Options history

ADUS29.2329.4029.582026-10-20: 29.26%2026-10-21: 29.55%Oct 20Oct 21
Table
DateIV
29.26%
29.55%