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Addus HomeCare Corporation Common Stock ADUS

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-11-12T01:54:08.125Z

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 · 2026-11-11T21:00:03.172784352Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:54:07.715312+00:00

Share price$125.49
1D-0.7%
AH$122.98$123.90$124.82$125.74$126.665:30 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$1.07$2.43$3.79$5.15$6.51$113.73$119.35$124.97$130.59$136.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ADUS spot · $125.49ADUS PRICE$2.45$2.45$1.22$1.53$1.83$2.14$2.45$2.76$3.43$4.10$4.77$5.45$6.12$2.45$2.45$2.45$2.47$2.50$2.52$2.88$3.26$3.65$4.04$4.42$4.81
Puts——
CallsFair0.99×
Skew——
Implied moveBearish±$5.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ150.26123.0%21.7%110.93104.8%13.6%
25Δ139.5590.6%13.2%116.2280.4%9.3%
30Δ129.2532.0%4.0%119.9262.8%6.4%
35Δ128.4031.8%3.5%121.6054.0%5.1%
40Δ127.5531.6%3.1%123.2345.3%3.8%
45Δ126.7031.4%2.7%124.8636.7%2.5%
50Δ125.8431.2%2.2%125.7034.8%2.1%
55Δ124.9931.0%1.8%126.4633.5%1.8%
60Δ124.0431.5%1.6%127.2332.2%1.5%
65Δ123.1032.0%1.4%127.9930.9%1.2%
70Δ122.1532.5%1.1%128.7629.6%0.9%
75Δ121.2033.0%0.9%129.5228.3%0.6%
80Δ120.2533.5%0.7%

20Δ

Calls
Pseudo strike
150.26
IV
123.0%
B/E move
21.7%
Puts
Pseudo strike
110.93
IV
104.8%
B/E move
13.6%

25Δ

Calls
Pseudo strike
139.55
IV
90.6%
B/E move
13.2%
Puts
Pseudo strike
116.22
IV
80.4%
B/E move
9.3%

30Δ

Calls
Pseudo strike
129.25
IV
32.0%
B/E move
4.0%
Puts
Pseudo strike
119.92
IV
62.8%
B/E move
6.4%

35Δ

Calls
Pseudo strike
128.40
IV
31.8%
B/E move
3.5%
Puts
Pseudo strike
121.60
IV
54.0%
B/E move
5.1%

40Δ

Calls
Pseudo strike
127.55
IV
31.6%
B/E move
3.1%
Puts
Pseudo strike
123.23
IV
45.3%
B/E move
3.8%

45Δ

Calls
Pseudo strike
126.70
IV
31.4%
B/E move
2.7%
Puts
Pseudo strike
124.86
IV
36.7%
B/E move
2.5%

50Δ

Calls
Pseudo strike
125.84
IV
31.2%
B/E move
2.2%
Puts
Pseudo strike
125.70
IV
34.8%
B/E move
2.1%

55Δ

Calls
Pseudo strike
124.99
IV
31.0%
B/E move
1.8%
Puts
Pseudo strike
126.46
IV
33.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
124.04
IV
31.5%
B/E move
1.6%
Puts
Pseudo strike
127.23
IV
32.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
123.10
IV
32.0%
B/E move
1.4%
Puts
Pseudo strike
127.99
IV
30.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
122.15
IV
32.5%
B/E move
1.1%
Puts
Pseudo strike
128.76
IV
29.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
121.20
IV
33.0%
B/E move
0.9%
Puts
Pseudo strike
129.52
IV
28.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
120.25
IV
33.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend30.95%
Daily close
ADUS22.4%34.1%45.8%2026-08-13: 27.73%2026-08-14: 27.06%2026-08-17: 28.57%2026-08-18: 31.62%2026-08-19: 33.86%2026-08-21: 24.01%2026-08-24: 24.16%2026-08-25: 24.82%2026-08-26: 24.46%2026-08-27: 24.45%2026-08-28: 24.05%2026-08-31: 23.97%2026-09-01: 24.76%2026-09-02: 25.01%2026-09-03: 25.39%2026-09-04: 25.11%2026-09-08: 27.74%2026-09-09: 27.61%2026-09-10: 28.51%2026-09-14: 33.83%2026-09-15: 35.54%2026-09-16: 38.85%2026-09-18: 25.31%2026-09-21: 25.21%2026-09-22: 25.82%2026-09-23: 25.95%2026-09-24: 25.63%2026-09-25: 26.41%2026-09-28: 26.69%2026-09-29: 27.96%2026-10-01: 26.54%2026-10-05: 31.09%2026-10-06: 31.85%2026-10-07: 31.60%2026-10-08: 31.54%2026-10-09: 31.86%2026-10-12: 35.72%2026-10-13: 36.54%2026-10-14: 44.14%2026-10-16: 29.60%2026-10-19: 29.57%2026-10-20: 29.28%2026-10-21: 29.71%2026-10-22: 29.81%2026-10-23: 29.84%2026-10-26: 30.36%2026-10-27: 30.38%2026-10-28: 30.29%2026-10-29: 30.20%2026-10-30: 30.95%Aug 13Sep 22Oct 30
50 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
27.73%
27.06%
28.57%
31.62%
33.86%
24.01%
24.16%
24.82%
24.46%
24.45%
24.05%
23.97%
24.76%
25.01%
25.39%
25.11%
27.74%
27.61%
28.51%
33.83%
35.54%
38.85%
25.31%
25.21%
25.82%
25.95%
25.63%
26.41%
26.69%
27.96%
26.54%
31.09%
31.85%
31.60%
31.54%
31.86%
35.72%
36.54%
44.14%
29.60%
29.57%
29.28%
29.71%
29.81%
29.84%
30.36%
30.38%
30.29%
30.20%
30.95%