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Aveanna Healthcare Holdings Inc. Common Stock AVAH

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Market datapartial · fetched 2026-10-22T12:38:48.149Z

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 · 2026-10-22T12:23:15.300350981Z

FundamentalsAlpha Vantage · unavailable

Share price$12.99
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$0.28$1.43$2.59$3.75$4.90$8.29$10.51$12.72$14.94$17.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVAH spot · $12.99AVAH PRICE$0.40$0.47$0.55$0.67$0.82$0.98$1.14$1.30$1.45$1.72$2.04$2.37$2.69$0.49$0.66$0.83$1.00$1.26$1.75$2.24$2.74$3.19$3.54$3.88$4.22$4.57
PutsExpensive1.69×
CallsExpensive1.59×
SkewBearish+14.41 pp
Implied moveBearish±$3.38
TiltBearish29.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.82118.9%48.0%10.8885.6%20.0%
25Δ17.23104.9%36.3%11.3288.5%18.0%
30Δ15.6590.9%24.7%11.7591.3%16.0%
35Δ14.7585.2%18.7%12.1894.2%13.9%
40Δ14.3385.2%16.6%12.6798.3%12.2%
45Δ13.9085.2%14.6%13.29105.7%11.1%
50Δ13.4885.2%12.5%13.92113.1%10.1%
55Δ13.0585.3%10.5%14.54120.4%9.1%
60Δ12.6385.3%8.4%15.14124.3%8.0%
65Δ12.1885.6%7.0%15.66118.3%6.7%
70Δ11.7186.1%5.9%16.18112.3%5.3%
75Δ11.2586.5%4.8%16.70106.3%3.9%
80Δ10.7887.0%3.7%17.23100.3%2.6%

20Δ

Calls
Pseudo strike
18.82
IV
118.9%
B/E move
48.0%
Puts
Pseudo strike
10.88
IV
85.6%
B/E move
20.0%

25Δ

Calls
Pseudo strike
17.23
IV
104.9%
B/E move
36.3%
Puts
Pseudo strike
11.32
IV
88.5%
B/E move
18.0%

30Δ

Calls
Pseudo strike
15.65
IV
90.9%
B/E move
24.7%
Puts
Pseudo strike
11.75
IV
91.3%
B/E move
16.0%

35Δ

Calls
Pseudo strike
14.75
IV
85.2%
B/E move
18.7%
Puts
Pseudo strike
12.18
IV
94.2%
B/E move
13.9%

40Δ

Calls
Pseudo strike
14.33
IV
85.2%
B/E move
16.6%
Puts
Pseudo strike
12.67
IV
98.3%
B/E move
12.2%

45Δ

Calls
Pseudo strike
13.90
IV
85.2%
B/E move
14.6%
Puts
Pseudo strike
13.29
IV
105.7%
B/E move
11.1%

50Δ

Calls
Pseudo strike
13.48
IV
85.2%
B/E move
12.5%
Puts
Pseudo strike
13.92
IV
113.1%
B/E move
10.1%

55Δ

Calls
Pseudo strike
13.05
IV
85.3%
B/E move
10.5%
Puts
Pseudo strike
14.54
IV
120.4%
B/E move
9.1%

60Δ

Calls
Pseudo strike
12.63
IV
85.3%
B/E move
8.4%
Puts
Pseudo strike
15.14
IV
124.3%
B/E move
8.0%

65Δ

Calls
Pseudo strike
12.18
IV
85.6%
B/E move
7.0%
Puts
Pseudo strike
15.66
IV
118.3%
B/E move
6.7%

70Δ

Calls
Pseudo strike
11.71
IV
86.1%
B/E move
5.9%
Puts
Pseudo strike
16.18
IV
112.3%
B/E move
5.3%

75Δ

Calls
Pseudo strike
11.25
IV
86.5%
B/E move
4.8%
Puts
Pseudo strike
16.70
IV
106.3%
B/E move
3.9%

80Δ

Calls
Pseudo strike
10.78
IV
87.0%
B/E move
3.7%
Puts
Pseudo strike
17.23
IV
100.3%
B/E move
2.6%

Options history

AVAH71.8673.0974.322026-10-20: 72.03%2026-10-21: 74.15%Oct 20Oct 21
Table
DateIV
72.03%
74.15%