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AMN Healthcare Services AMN

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-11-11T15:49:15.575Z

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 · 2026-11-11T15:48:05.858889979Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:49:14.972216+00:00

Share price$37.85
1D+0.9%
$37.14$37.33$37.52$37.71$37.905:30 AM6:30 AM9:00 AM1:00 PMAMN
Sold putSold call

AMN Healthcare Services options

Live interpolated AMN call and put midpoint premiums by absolute delta.AMN Healthcare Services$0.25$1.86$3.48$5.09$6.70$28.18$33.96$39.73$45.51$51.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AMN spot · $37.85AMN PRICE$0.42$0.67$0.93$1.19$1.45$1.71$1.97$2.23$2.49$2.75$3.01$3.27$0.43$0.61$0.80$0.98$1.17$1.36$1.54$1.73$1.92$2.10$2.29$2.47$6.24
PutsCheap0.43×
Calls——
Skew——
Implied moveBullish±$3.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.1857.0%8.2%
25Δ40.0949.0%7.0%35.6156.1%7.5%
30Δ39.5849.6%6.3%36.0455.2%6.9%
35Δ39.1250.8%5.8%36.4854.3%6.2%
40Δ38.6752.1%5.3%36.9153.4%5.6%
45Δ38.2253.3%4.8%37.3452.5%4.9%
50Δ37.7754.5%4.3%37.7851.7%4.3%
55Δ37.3155.8%3.8%38.2150.8%3.6%
60Δ36.8657.0%3.3%38.6449.9%3.0%
65Δ36.4158.2%2.8%39.0749.0%2.3%
70Δ35.9559.5%2.3%39.5148.1%1.7%
75Δ35.5060.7%1.8%39.9447.3%1.0%
80Δ35.0562.0%1.2%43.7872.7%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.18
IV
57.0%
B/E move
8.2%

25Δ

Calls
Pseudo strike
40.09
IV
49.0%
B/E move
7.0%
Puts
Pseudo strike
35.61
IV
56.1%
B/E move
7.5%

30Δ

Calls
Pseudo strike
39.58
IV
49.6%
B/E move
6.3%
Puts
Pseudo strike
36.04
IV
55.2%
B/E move
6.9%

35Δ

Calls
Pseudo strike
39.12
IV
50.8%
B/E move
5.8%
Puts
Pseudo strike
36.48
IV
54.3%
B/E move
6.2%

40Δ

Calls
Pseudo strike
38.67
IV
52.1%
B/E move
5.3%
Puts
Pseudo strike
36.91
IV
53.4%
B/E move
5.6%

45Δ

Calls
Pseudo strike
38.22
IV
53.3%
B/E move
4.8%
Puts
Pseudo strike
37.34
IV
52.5%
B/E move
4.9%

50Δ

Calls
Pseudo strike
37.77
IV
54.5%
B/E move
4.3%
Puts
Pseudo strike
37.78
IV
51.7%
B/E move
4.3%

55Δ

Calls
Pseudo strike
37.31
IV
55.8%
B/E move
3.8%
Puts
Pseudo strike
38.21
IV
50.8%
B/E move
3.6%

60Δ

Calls
Pseudo strike
36.86
IV
57.0%
B/E move
3.3%
Puts
Pseudo strike
38.64
IV
49.9%
B/E move
3.0%

65Δ

Calls
Pseudo strike
36.41
IV
58.2%
B/E move
2.8%
Puts
Pseudo strike
39.07
IV
49.0%
B/E move
2.3%

70Δ

Calls
Pseudo strike
35.95
IV
59.5%
B/E move
2.3%
Puts
Pseudo strike
39.51
IV
48.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
35.50
IV
60.7%
B/E move
1.8%
Puts
Pseudo strike
39.94
IV
47.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
35.05
IV
62.0%
B/E move
1.2%
Puts
Pseudo strike
43.78
IV
72.7%
B/E move
0.8%

Options history

IV · four-Friday blend63.18%
Daily close
AMN49.0%65.0%80.9%2026-08-14: 56.72%2026-08-17: 57.55%2026-08-18: 60.26%2026-08-20: 68.42%2026-08-21: 51.20%2026-08-24: 54.44%2026-08-25: 52.81%2026-08-26: 54.69%2026-08-27: 56.04%2026-08-28: 54.48%2026-08-31: 54.46%2026-09-11: 67.60%2026-09-16: 68.26%2026-09-18: 59.36%2026-09-21: 54.25%2026-09-22: 56.67%2026-09-23: 55.43%2026-09-25: 58.98%2026-09-28: 53.81%2026-09-29: 56.18%2026-09-30: 56.58%2026-10-01: 58.14%2026-10-15: 78.71%2026-10-16: 58.63%2026-10-19: 57.84%2026-10-20: 58.59%2026-10-21: 59.82%2026-10-22: 58.53%2026-10-23: 58.82%2026-10-27: 60.09%2026-10-28: 65.27%2026-10-29: 64.98%2026-10-30: 63.18%Aug 14Sep 23Oct 30
33 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
56.72%
57.55%
60.26%
68.42%
51.20%
54.44%
52.81%
54.69%
56.04%
54.48%
54.46%
67.60%
68.26%
59.36%
54.25%
56.67%
55.43%
58.98%
53.81%
56.18%
56.58%
58.14%
78.71%
58.63%
57.84%
58.59%
59.82%
58.53%
58.82%
60.09%
65.27%
64.98%
63.18%