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Aveanna Healthcare Holdings Inc. Common Stock AVAH

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Market dataready · fetched 2026-11-11T14:04:05.749Z

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 · 2026-11-11T13:21:10.646289833Z

FundamentalsSEC EDGAR · ready · as of 2026-07-04 · fetched 2026-11-11T14:04:05.119717+00:00

Share price$13.20
1D
Price history unavailable.

Aveanna Healthcare Holdings Inc. Common Stock options

Live interpolated AVAH call and put midpoint premiums by absolute delta.Aveanna Healthcare Holdings Inc. Common Stock$0.33$1.26$2.19$3.12$4.05$9.71$11.14$12.57$14.00$15.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AVAH spot · $13.20AVAH PRICE$0.57$0.71$0.84$0.97$1.11$1.24$1.37$1.75$2.13$2.52$0.43$0.56$0.69$0.82$1.02$1.23$1.45$1.66$1.88$2.09$2.38$3.08$3.78
PutsExpensive1.94×
Calls——
Skew——
Implied moveBearish±$2.42
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.15132.8%18.8%
25Δ11.57136.9%16.6%
30Δ11.99141.0%14.4%
35Δ14.46115.3%13.9%12.41145.1%12.2%
40Δ14.13116.4%12.4%12.80144.5%10.8%
45Δ13.80117.4%10.9%13.17142.5%9.5%
50Δ13.48118.5%9.5%13.55140.6%8.3%
55Δ13.15119.6%8.0%13.93138.7%7.1%
60Δ12.83120.7%6.6%14.30136.7%5.9%
65Δ12.50121.8%5.1%14.68134.8%4.6%
70Δ12.02125.8%4.3%15.12134.1%3.5%
75Δ11.54129.8%3.6%15.91139.7%2.8%
80Δ11.06133.8%2.8%16.69145.4%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.15
IV
132.8%
B/E move
18.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.57
IV
136.9%
B/E move
16.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.99
IV
141.0%
B/E move
14.4%

35Δ

Calls
Pseudo strike
14.46
IV
115.3%
B/E move
13.9%
Puts
Pseudo strike
12.41
IV
145.1%
B/E move
12.2%

40Δ

Calls
Pseudo strike
14.13
IV
116.4%
B/E move
12.4%
Puts
Pseudo strike
12.80
IV
144.5%
B/E move
10.8%

45Δ

Calls
Pseudo strike
13.80
IV
117.4%
B/E move
10.9%
Puts
Pseudo strike
13.17
IV
142.5%
B/E move
9.5%

50Δ

Calls
Pseudo strike
13.48
IV
118.5%
B/E move
9.5%
Puts
Pseudo strike
13.55
IV
140.6%
B/E move
8.3%

55Δ

Calls
Pseudo strike
13.15
IV
119.6%
B/E move
8.0%
Puts
Pseudo strike
13.93
IV
138.7%
B/E move
7.1%

60Δ

Calls
Pseudo strike
12.83
IV
120.7%
B/E move
6.6%
Puts
Pseudo strike
14.30
IV
136.7%
B/E move
5.9%

65Δ

Calls
Pseudo strike
12.50
IV
121.8%
B/E move
5.1%
Puts
Pseudo strike
14.68
IV
134.8%
B/E move
4.6%

70Δ

Calls
Pseudo strike
12.02
IV
125.8%
B/E move
4.3%
Puts
Pseudo strike
15.12
IV
134.1%
B/E move
3.5%

75Δ

Calls
Pseudo strike
11.54
IV
129.8%
B/E move
3.6%
Puts
Pseudo strike
15.91
IV
139.7%
B/E move
2.8%

80Δ

Calls
Pseudo strike
11.06
IV
133.8%
B/E move
2.8%
Puts
Pseudo strike
16.69
IV
145.4%
B/E move
2.2%

Options history

IV · four-Friday blend75.02%
Daily EOD
AVAH70.0%75.5%81.1%2026-10-19: 73.56%2026-10-20: 72.03%2026-10-21: 74.15%2026-10-22: 70.79%2026-10-23: 72.81%2026-10-26: 71.17%2026-10-27: 72.54%2026-10-28: 80.30%2026-10-29: 73.83%2026-10-30: 75.02%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.56%
72.03%
74.15%
70.79%
72.81%
71.17%
72.54%
80.30%
73.83%
75.02%