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Astrana Health Inc. Common Stock ASTH

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Market dataready · fetched 2026-11-12T14:55:35.582Z

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 · 2026-11-12T14:54:45.572719335Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T14:45:40.936619+00:00

Share price$32.05
1D+0.1%
$31.98$32.08$32.18$32.28$32.385:30 AM6:30 AM9:00 AM1:00 PMASTH
Sold putSold call

Astrana Health Inc. Common Stock options

Live interpolated ASTH call and put midpoint premiums by absolute delta.Astrana Health Inc. Common Stock$0.32$1.56$2.79$4.03$5.26$24.04$28.67$33.31$37.94$42.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASTH spot · $32.05ASTH PRICE$0.46$0.58$0.78$1.01$1.25$1.48$1.71$1.95$2.18$2.41$2.65$3.44$4.90$0.81$1.01$1.21$1.42$1.62$1.82$2.02$2.23$2.43$2.63$2.83$3.04$3.24
PutsCheap0.81×
CallsExpensive1.14×
SkewBearish+16.88 pp
Implied moveBearish±$3.74
TiltBearish3.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.7590.0%16.1%26.21143.9%20.8%
25Δ35.4587.1%12.4%26.93137.4%19.1%
30Δ34.6485.9%10.5%27.66130.9%17.5%
35Δ34.1085.6%9.6%28.39124.4%15.8%
40Δ33.5685.3%8.6%29.12117.9%14.2%
45Δ33.0184.9%7.6%29.85111.4%12.5%
50Δ32.4784.6%6.7%30.58104.9%10.9%
55Δ31.9384.3%5.7%31.3198.4%9.2%
60Δ31.3883.9%4.7%32.0491.9%7.6%
65Δ30.8483.6%3.8%32.7785.4%6.0%
70Δ30.3083.3%2.8%33.5078.9%4.3%
75Δ29.3092.5%2.2%34.2372.4%2.7%
80Δ27.75113.1%1.9%34.9665.9%1.0%

20Δ

Calls
Pseudo strike
36.75
IV
90.0%
B/E move
16.1%
Puts
Pseudo strike
26.21
IV
143.9%
B/E move
20.8%

25Δ

Calls
Pseudo strike
35.45
IV
87.1%
B/E move
12.4%
Puts
Pseudo strike
26.93
IV
137.4%
B/E move
19.1%

30Δ

Calls
Pseudo strike
34.64
IV
85.9%
B/E move
10.5%
Puts
Pseudo strike
27.66
IV
130.9%
B/E move
17.5%

35Δ

Calls
Pseudo strike
34.10
IV
85.6%
B/E move
9.6%
Puts
Pseudo strike
28.39
IV
124.4%
B/E move
15.8%

40Δ

Calls
Pseudo strike
33.56
IV
85.3%
B/E move
8.6%
Puts
Pseudo strike
29.12
IV
117.9%
B/E move
14.2%

45Δ

Calls
Pseudo strike
33.01
IV
84.9%
B/E move
7.6%
Puts
Pseudo strike
29.85
IV
111.4%
B/E move
12.5%

50Δ

Calls
Pseudo strike
32.47
IV
84.6%
B/E move
6.7%
Puts
Pseudo strike
30.58
IV
104.9%
B/E move
10.9%

55Δ

Calls
Pseudo strike
31.93
IV
84.3%
B/E move
5.7%
Puts
Pseudo strike
31.31
IV
98.4%
B/E move
9.2%

60Δ

Calls
Pseudo strike
31.38
IV
83.9%
B/E move
4.7%
Puts
Pseudo strike
32.04
IV
91.9%
B/E move
7.6%

65Δ

Calls
Pseudo strike
30.84
IV
83.6%
B/E move
3.8%
Puts
Pseudo strike
32.77
IV
85.4%
B/E move
6.0%

70Δ

Calls
Pseudo strike
30.30
IV
83.3%
B/E move
2.8%
Puts
Pseudo strike
33.50
IV
78.9%
B/E move
4.3%

75Δ

Calls
Pseudo strike
29.30
IV
92.5%
B/E move
2.2%
Puts
Pseudo strike
34.23
IV
72.4%
B/E move
2.7%

80Δ

Calls
Pseudo strike
27.75
IV
113.1%
B/E move
1.9%
Puts
Pseudo strike
34.96
IV
65.9%
B/E move
1.0%

Options history

IV · four-Friday blend72.81%
Daily EOD
ASTH62.8%68.2%73.5%2026-10-19: 67.66%2026-10-20: 65.85%2026-10-21: 67.04%2026-10-22: 67.38%2026-10-23: 63.52%2026-10-26: 67.59%2026-10-27: 68.05%2026-10-28: 70.00%2026-10-29: 70.83%2026-10-30: 72.81%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
67.66%
65.85%
67.04%
67.38%
63.52%
67.59%
68.05%
70.00%
70.83%
72.81%