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Astrana Health Inc. Common Stock ASTH

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Market datapartial · fetched 2026-10-23T04:11:25.796Z

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 · 2026-10-22T20:00:08.653008169Z

FundamentalsAlpha Vantage · unavailable

Share price$38.01
1D+0.6%
AH$37.12$37.45$37.77$38.09$38.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASTH
Sold putSold callAH

Astrana Health Inc. Common Stock options

Live interpolated ASTH call and put midpoint premiums by absolute delta.Astrana Health Inc. Common Stock$0.90$3.21$5.51$7.81$10.12$26.83$32.34$37.85$43.36$48.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASTH spot · $38.01ASTH PRICE$1.15$1.15$1.41$1.71$2.01$2.33$2.93$3.53$4.12$4.72$5.42$6.40$7.37$1.42$1.69$1.97$2.49$3.12$3.74$4.36$4.99$5.64$6.29$6.94$7.59$9.45
PutsExpensive1.68×
CallsExpensive1.65×
SkewBearish+3.05 pp
Implied moveBearish±$7.29
TiltBearish14.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.10114.4%42.7%30.90104.9%22.4%
25Δ45.9782.8%24.0%32.6995.9%18.4%
30Δ43.8577.2%19.1%34.4886.8%14.5%
35Δ42.5375.6%16.4%35.8284.7%12.3%
40Δ41.2074.1%13.7%36.9785.4%10.9%
45Δ39.9072.9%11.1%38.1386.1%9.5%
50Δ38.8675.2%9.9%39.2886.7%8.1%
55Δ37.8277.5%8.8%40.4086.0%6.9%
60Δ36.7879.8%7.6%41.4682.8%5.8%
65Δ35.7582.1%6.5%42.5379.7%4.7%
70Δ34.6283.9%5.4%43.5976.5%3.6%
75Δ33.2784.4%4.4%44.6573.4%2.5%
80Δ31.9184.9%3.4%46.8075.8%1.8%

20Δ

Calls
Pseudo strike
53.10
IV
114.4%
B/E move
42.7%
Puts
Pseudo strike
30.90
IV
104.9%
B/E move
22.4%

25Δ

Calls
Pseudo strike
45.97
IV
82.8%
B/E move
24.0%
Puts
Pseudo strike
32.69
IV
95.9%
B/E move
18.4%

30Δ

Calls
Pseudo strike
43.85
IV
77.2%
B/E move
19.1%
Puts
Pseudo strike
34.48
IV
86.8%
B/E move
14.5%

35Δ

Calls
Pseudo strike
42.53
IV
75.6%
B/E move
16.4%
Puts
Pseudo strike
35.82
IV
84.7%
B/E move
12.3%

40Δ

Calls
Pseudo strike
41.20
IV
74.1%
B/E move
13.7%
Puts
Pseudo strike
36.97
IV
85.4%
B/E move
10.9%

45Δ

Calls
Pseudo strike
39.90
IV
72.9%
B/E move
11.1%
Puts
Pseudo strike
38.13
IV
86.1%
B/E move
9.5%

50Δ

Calls
Pseudo strike
38.86
IV
75.2%
B/E move
9.9%
Puts
Pseudo strike
39.28
IV
86.7%
B/E move
8.1%

55Δ

Calls
Pseudo strike
37.82
IV
77.5%
B/E move
8.8%
Puts
Pseudo strike
40.40
IV
86.0%
B/E move
6.9%

60Δ

Calls
Pseudo strike
36.78
IV
79.8%
B/E move
7.6%
Puts
Pseudo strike
41.46
IV
82.8%
B/E move
5.8%

65Δ

Calls
Pseudo strike
35.75
IV
82.1%
B/E move
6.5%
Puts
Pseudo strike
42.53
IV
79.7%
B/E move
4.7%

70Δ

Calls
Pseudo strike
34.62
IV
83.9%
B/E move
5.4%
Puts
Pseudo strike
43.59
IV
76.5%
B/E move
3.6%

75Δ

Calls
Pseudo strike
33.27
IV
84.4%
B/E move
4.4%
Puts
Pseudo strike
44.65
IV
73.4%
B/E move
2.5%

80Δ

Calls
Pseudo strike
31.91
IV
84.9%
B/E move
3.4%
Puts
Pseudo strike
46.80
IV
75.8%
B/E move
1.8%

Options history

ASTH65.7666.4567.142026-10-20: 65.85%2026-10-21: 67.04%Oct 20Oct 21
Table
DateIV
65.85%
67.04%