Alignment Healthcare, Inc. Common Stock ALHC
i
Market dataready · fetched 2026-11-11T13:58:30.056Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T13:28:56.785258142Z
FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:58:29.559679+00:00
Alignment Healthcare, Inc. Common Stock options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.19 | 170.2% | 21.8% | |||
| 25Δ | 8.76 | 110.9% | 17.9% | 6.47 | 153.0% | 18.5% |
| 30Δ | 8.56 | 113.2% | 16.2% | 6.76 | 135.7% | 15.1% |
| 35Δ | 8.36 | 115.5% | 14.6% | 7.04 | 118.5% | 11.7% |
| 40Δ | 8.16 | 117.8% | 12.9% | 7.32 | 101.2% | 8.4% |
| 45Δ | 7.97 | 120.1% | 11.2% | 7.58 | 91.8% | 6.1% |
| 50Δ | 7.77 | 122.4% | 9.5% | 7.78 | 94.9% | 5.4% |
| 55Δ | 7.57 | 124.7% | 7.8% | 7.98 | 98.0% | 4.8% |
| 60Δ | 8.18 | 101.1% | 4.2% | |||
| 65Δ | 8.38 | 104.1% | 3.6% | |||
| 70Δ | 8.59 | 107.2% | 3.0% | |||
| 75Δ | 8.79 | 110.3% | 2.3% | |||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.19
- IV
- 170.2%
- B/E move
- 21.8%
25Δ
- Pseudo strike
- 8.76
- IV
- 110.9%
- B/E move
- 17.9%
- Pseudo strike
- 6.47
- IV
- 153.0%
- B/E move
- 18.5%
30Δ
- Pseudo strike
- 8.56
- IV
- 113.2%
- B/E move
- 16.2%
- Pseudo strike
- 6.76
- IV
- 135.7%
- B/E move
- 15.1%
35Δ
- Pseudo strike
- 8.36
- IV
- 115.5%
- B/E move
- 14.6%
- Pseudo strike
- 7.04
- IV
- 118.5%
- B/E move
- 11.7%
40Δ
- Pseudo strike
- 8.16
- IV
- 117.8%
- B/E move
- 12.9%
- Pseudo strike
- 7.32
- IV
- 101.2%
- B/E move
- 8.4%
45Δ
- Pseudo strike
- 7.97
- IV
- 120.1%
- B/E move
- 11.2%
- Pseudo strike
- 7.58
- IV
- 91.8%
- B/E move
- 6.1%
50Δ
- Pseudo strike
- 7.77
- IV
- 122.4%
- B/E move
- 9.5%
- Pseudo strike
- 7.78
- IV
- 94.9%
- B/E move
- 5.4%
55Δ
- Pseudo strike
- 7.57
- IV
- 124.7%
- B/E move
- 7.8%
- Pseudo strike
- 7.98
- IV
- 98.0%
- B/E move
- 4.8%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.18
- IV
- 101.1%
- B/E move
- 4.2%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.38
- IV
- 104.1%
- B/E move
- 3.6%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.59
- IV
- 107.2%
- B/E move
- 3.0%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.79
- IV
- 110.3%
- B/E move
- 2.3%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 62.61% | |
| 61.09% | |
| 66.00% | |
| 70.34% | |
| 103.87% | |
| 84.61% | |
| 86.12% | |
| 85.17% | |
| 86.31% | |
| 90.44% | |
| 92.33% | |
| 94.01% | |
| 92.56% | |
| 97.31% | |
| 98.86% | |
| 95.44% | |
| 100.54% | |
| 96.37% | |
| 83.44% | |
| 73.45% | |
| 70.71% | |
| 72.82% | |
| 69.67% | |
| 67.64% | |
| 75.31% | |
| 74.02% | |
| 74.67% | |
| 83.15% | |
| 78.75% | |
| 77.08% |
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