IntraAlpha
Create free account Start free

Astrana Health Inc ASTH

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-10-24T07:36:06.928Z

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 · 2026-10-23T20:00:00.535621875Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T07:36:06.991608+00:00

Share price$37.45
1D-1.9%
AH$37.03$37.33$37.64$37.94$38.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASTH
Sold putSold callAH

Astrana Health Inc options

Live interpolated ASTH call and put midpoint premiums by absolute delta.Astrana Health Inc$0.88$3.08$5.27$7.47$9.66$28.05$32.78$37.51$42.24$46.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASTH spot · $37.45ASTH PRICE$1.12$1.23$1.41$1.62$1.83$2.14$2.47$2.79$3.12$3.45$3.77$5.48$7.21$1.23$1.39$1.54$1.90$2.38$2.85$3.33$3.81$4.32$5.37$6.42$7.47$9.03
PutsExpensive1.48×
CallsExpensive1.55×
SkewBullish-1.19 pp
Implied moveBearish±$5.80
TiltBearish15.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.33115.9%42.7%30.8797.3%20.8%
25Δ46.2892.4%26.9%32.6185.2%16.6%
30Δ43.6482.5%20.3%34.3573.0%12.4%
35Δ41.9276.3%16.2%35.5668.5%10.1%
40Δ40.1970.1%12.2%36.4668.5%9.0%
45Δ39.2567.7%10.5%37.3668.5%7.8%
50Δ38.4065.8%9.1%38.2668.5%6.7%
55Δ37.5563.8%7.7%39.1668.5%5.6%
60Δ36.7061.9%6.3%40.0968.6%4.5%
65Δ35.8660.0%4.9%41.4070.1%3.8%
70Δ35.0158.1%3.6%42.7171.5%3.1%
75Δ33.1972.1%3.3%44.0273.0%2.4%
80Δ31.3786.4%3.0%45.8376.1%1.7%

20Δ

Calls
Pseudo strike
52.33
IV
115.9%
B/E move
42.7%
Puts
Pseudo strike
30.87
IV
97.3%
B/E move
20.8%

25Δ

Calls
Pseudo strike
46.28
IV
92.4%
B/E move
26.9%
Puts
Pseudo strike
32.61
IV
85.2%
B/E move
16.6%

30Δ

Calls
Pseudo strike
43.64
IV
82.5%
B/E move
20.3%
Puts
Pseudo strike
34.35
IV
73.0%
B/E move
12.4%

35Δ

Calls
Pseudo strike
41.92
IV
76.3%
B/E move
16.2%
Puts
Pseudo strike
35.56
IV
68.5%
B/E move
10.1%

40Δ

Calls
Pseudo strike
40.19
IV
70.1%
B/E move
12.2%
Puts
Pseudo strike
36.46
IV
68.5%
B/E move
9.0%

45Δ

Calls
Pseudo strike
39.25
IV
67.7%
B/E move
10.5%
Puts
Pseudo strike
37.36
IV
68.5%
B/E move
7.8%

50Δ

Calls
Pseudo strike
38.40
IV
65.8%
B/E move
9.1%
Puts
Pseudo strike
38.26
IV
68.5%
B/E move
6.7%

55Δ

Calls
Pseudo strike
37.55
IV
63.8%
B/E move
7.7%
Puts
Pseudo strike
39.16
IV
68.5%
B/E move
5.6%

60Δ

Calls
Pseudo strike
36.70
IV
61.9%
B/E move
6.3%
Puts
Pseudo strike
40.09
IV
68.6%
B/E move
4.5%

65Δ

Calls
Pseudo strike
35.86
IV
60.0%
B/E move
4.9%
Puts
Pseudo strike
41.40
IV
70.1%
B/E move
3.8%

70Δ

Calls
Pseudo strike
35.01
IV
58.1%
B/E move
3.6%
Puts
Pseudo strike
42.71
IV
71.5%
B/E move
3.1%

75Δ

Calls
Pseudo strike
33.19
IV
72.1%
B/E move
3.3%
Puts
Pseudo strike
44.02
IV
73.0%
B/E move
2.4%

80Δ

Calls
Pseudo strike
31.37
IV
86.4%
B/E move
3.0%
Puts
Pseudo strike
45.83
IV
76.1%
B/E move
1.7%

Options history

ASTH65.7366.6267.502026-10-20: 65.85%2026-10-21: 67.04%2026-10-22: 67.38%Oct 20Oct 22
Table
DateIV
65.85%
67.04%
67.38%