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Addus HomeCare Corporation Common Stock ADUS

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Market datapartial · fetched 2026-10-22T18:21:31.698Z

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 · 2026-10-22T18:10:49.440142153Z

FundamentalsAlpha Vantage · unavailable

Share price$121.95
1D+2.7%
$118$119$120$121$1225:30 AM6:30 AM9:00 AM1:00 PMADUS
Sold putSold call

Addus HomeCare Corporation Common Stock options

Live interpolated ADUS call and put midpoint premiums by absolute delta.Addus HomeCare Corporation Common Stock$2.02$5.98$9.94$13.89$17.85$103.54$112.20$120.86$129.52$138.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ADUS spot · $121.95ADUS PRICE$2.45$2.45$2.45$2.65$2.88$3.50$4.29$5.08$5.88$6.82$7.77$8.71$9.59$2.49$2.59$2.92$3.58$4.24$5.16$6.15$7.14$8.43$9.72$11.40$13.57$16.71
PutsExpensive1.76×
CallsExpensive1.15×
SkewBearish+6.35 pp
Implied moveBearish±$10.44
TiltBearish18.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ147.4569.9%22.9%106.9461.5%14.3%
25Δ136.5451.4%14.0%111.9949.2%10.3%
30Δ130.7439.8%9.2%115.7741.6%7.5%
35Δ128.0235.0%7.1%117.6940.9%6.4%
40Δ125.7131.1%5.4%119.6040.3%5.4%
45Δ124.0530.7%4.6%121.4140.5%4.7%
50Δ122.6931.7%4.1%123.2040.9%4.0%
55Δ121.3232.8%3.7%124.9841.3%3.4%
60Δ119.9533.8%3.2%126.9441.3%2.8%
65Δ118.4333.5%2.7%128.8941.4%2.3%
70Δ116.9133.2%2.2%131.1741.9%1.8%
75Δ115.3932.8%1.8%133.8643.0%1.4%
80Δ114.0730.6%1.4%137.4645.2%1.0%

20Δ

Calls
Pseudo strike
147.45
IV
69.9%
B/E move
22.9%
Puts
Pseudo strike
106.94
IV
61.5%
B/E move
14.3%

25Δ

Calls
Pseudo strike
136.54
IV
51.4%
B/E move
14.0%
Puts
Pseudo strike
111.99
IV
49.2%
B/E move
10.3%

30Δ

Calls
Pseudo strike
130.74
IV
39.8%
B/E move
9.2%
Puts
Pseudo strike
115.77
IV
41.6%
B/E move
7.5%

35Δ

Calls
Pseudo strike
128.02
IV
35.0%
B/E move
7.1%
Puts
Pseudo strike
117.69
IV
40.9%
B/E move
6.4%

40Δ

Calls
Pseudo strike
125.71
IV
31.1%
B/E move
5.4%
Puts
Pseudo strike
119.60
IV
40.3%
B/E move
5.4%

45Δ

Calls
Pseudo strike
124.05
IV
30.7%
B/E move
4.6%
Puts
Pseudo strike
121.41
IV
40.5%
B/E move
4.7%

50Δ

Calls
Pseudo strike
122.69
IV
31.7%
B/E move
4.1%
Puts
Pseudo strike
123.20
IV
40.9%
B/E move
4.0%

55Δ

Calls
Pseudo strike
121.32
IV
32.8%
B/E move
3.7%
Puts
Pseudo strike
124.98
IV
41.3%
B/E move
3.4%

60Δ

Calls
Pseudo strike
119.95
IV
33.8%
B/E move
3.2%
Puts
Pseudo strike
126.94
IV
41.3%
B/E move
2.8%

65Δ

Calls
Pseudo strike
118.43
IV
33.5%
B/E move
2.7%
Puts
Pseudo strike
128.89
IV
41.4%
B/E move
2.3%

70Δ

Calls
Pseudo strike
116.91
IV
33.2%
B/E move
2.2%
Puts
Pseudo strike
131.17
IV
41.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
115.39
IV
32.8%
B/E move
1.8%
Puts
Pseudo strike
133.86
IV
43.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
114.07
IV
30.6%
B/E move
1.4%
Puts
Pseudo strike
137.46
IV
45.2%
B/E move
1.0%

Options history

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