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AMN Healthcare Services Inc AMN

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-10-22T15:26:41.263Z

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 · 2026-10-22T15:26:12.806837595Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T15:26:40.800309+00:00

Share price$45.19
1D+4.1%
$43.15$43.69$44.24$44.79$45.345:30 AM6:30 AM9:00 AM1:00 PMAMN
Sold putSold call

AMN Healthcare Services Inc options

Live interpolated AMN call and put midpoint premiums by absolute delta.AMN Healthcare Services Inc$1.15$2.69$4.24$5.79$7.33$31.16$37.26$43.36$49.46$55.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMN spot · $45.19AMN PRICE$1.77$2.16$2.56$2.95$3.34$3.94$4.56$5.17$5.78$1.32$1.58$2.14$2.70$3.26$3.88$4.88$5.88$6.89
PutsExpensive1.66×
CallsExpensive1.09×
SkewBearish+16.38 pp
Implied moveBearish±$7.83
TiltBalanced0.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.1990.2%20.6%
25Δ40.2873.2%14.4%
30Δ41.5074.3%12.9%
35Δ49.4463.9%13.3%42.7275.4%11.4%
40Δ48.3463.6%11.8%43.9476.5%10.0%
45Δ47.2463.4%10.2%45.1977.7%8.6%
50Δ46.1463.2%8.6%46.6479.7%7.6%
55Δ45.0363.0%7.1%48.0981.7%6.6%
60Δ43.9962.6%6.1%49.5483.7%5.6%
65Δ42.9562.1%5.1%
70Δ41.9261.7%4.2%
75Δ40.8861.3%3.3%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.19
IV
90.2%
B/E move
20.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.28
IV
73.2%
B/E move
14.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.50
IV
74.3%
B/E move
12.9%

35Δ

Calls
Pseudo strike
49.44
IV
63.9%
B/E move
13.3%
Puts
Pseudo strike
42.72
IV
75.4%
B/E move
11.4%

40Δ

Calls
Pseudo strike
48.34
IV
63.6%
B/E move
11.8%
Puts
Pseudo strike
43.94
IV
76.5%
B/E move
10.0%

45Δ

Calls
Pseudo strike
47.24
IV
63.4%
B/E move
10.2%
Puts
Pseudo strike
45.19
IV
77.7%
B/E move
8.6%

50Δ

Calls
Pseudo strike
46.14
IV
63.2%
B/E move
8.6%
Puts
Pseudo strike
46.64
IV
79.7%
B/E move
7.6%

55Δ

Calls
Pseudo strike
45.03
IV
63.0%
B/E move
7.1%
Puts
Pseudo strike
48.09
IV
81.7%
B/E move
6.6%

60Δ

Calls
Pseudo strike
43.99
IV
62.6%
B/E move
6.1%
Puts
Pseudo strike
49.54
IV
83.7%
B/E move
5.6%

65Δ

Calls
Pseudo strike
42.95
IV
62.1%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
41.92
IV
61.7%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
40.88
IV
61.3%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

AMN58.4859.1159.732026-10-20: 58.56%2026-10-21: 59.65%Oct 20Oct 21
Table
DateIV
58.56%
59.65%