IntraAlpha
Create free account Start free

Aveanna Healthcare Holdings Inc AVAH

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-10-22T14:18:01.927Z

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 · 2026-10-22T14:17:43.005399581Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:18:00.652954+00:00

Share price$13.09
1D+1.2%
$12.89$12.96$13.03$13.09$13.165:30 AM6:30 AM9:00 AM1:00 PMAVAH
Sold putSold call

Aveanna Healthcare Holdings Inc options

Live interpolated AVAH call and put midpoint premiums by absolute delta.Aveanna Healthcare Holdings Inc$0.22$1.24$2.26$3.28$4.30$9.04$11.04$13.03$15.02$17.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVAH spot · $13.09AVAH PRICE$0.33$0.42$0.52$0.65$0.82$0.99$1.15$1.32$1.48$1.72$2.05$2.37$2.69$0.51$0.64$0.78$0.91$1.10$1.33$1.56$1.78$2.01$2.24$2.62$3.31$4.01
PutsExpensive1.43×
CallsExpensive1.49×
SkewBearish+3.41 pp
Implied moveBearish±$2.71
TiltBearish16.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.9790.6%32.2%10.54105.7%23.3%
25Δ16.1586.5%26.6%11.11100.7%20.0%
30Δ15.3282.4%21.0%11.6795.6%16.8%
35Δ14.7581.4%17.7%12.2390.6%13.5%
40Δ14.3482.3%15.8%12.7187.6%11.3%
45Δ13.9483.1%14.0%13.1286.2%9.9%
50Δ13.5384.0%12.2%13.5284.8%8.6%
55Δ13.1384.9%10.3%13.9283.5%7.3%
60Δ12.7285.7%8.5%14.3282.1%6.0%
65Δ12.2986.2%7.0%14.7380.8%4.6%
70Δ11.8286.1%5.9%15.2580.8%3.5%
75Δ11.3586.0%4.8%16.0484.0%2.8%
80Δ10.8885.9%3.7%16.8287.2%2.1%

20Δ

Calls
Pseudo strike
16.97
IV
90.6%
B/E move
32.2%
Puts
Pseudo strike
10.54
IV
105.7%
B/E move
23.3%

25Δ

Calls
Pseudo strike
16.15
IV
86.5%
B/E move
26.6%
Puts
Pseudo strike
11.11
IV
100.7%
B/E move
20.0%

30Δ

Calls
Pseudo strike
15.32
IV
82.4%
B/E move
21.0%
Puts
Pseudo strike
11.67
IV
95.6%
B/E move
16.8%

35Δ

Calls
Pseudo strike
14.75
IV
81.4%
B/E move
17.7%
Puts
Pseudo strike
12.23
IV
90.6%
B/E move
13.5%

40Δ

Calls
Pseudo strike
14.34
IV
82.3%
B/E move
15.8%
Puts
Pseudo strike
12.71
IV
87.6%
B/E move
11.3%

45Δ

Calls
Pseudo strike
13.94
IV
83.1%
B/E move
14.0%
Puts
Pseudo strike
13.12
IV
86.2%
B/E move
9.9%

50Δ

Calls
Pseudo strike
13.53
IV
84.0%
B/E move
12.2%
Puts
Pseudo strike
13.52
IV
84.8%
B/E move
8.6%

55Δ

Calls
Pseudo strike
13.13
IV
84.9%
B/E move
10.3%
Puts
Pseudo strike
13.92
IV
83.5%
B/E move
7.3%

60Δ

Calls
Pseudo strike
12.72
IV
85.7%
B/E move
8.5%
Puts
Pseudo strike
14.32
IV
82.1%
B/E move
6.0%

65Δ

Calls
Pseudo strike
12.29
IV
86.2%
B/E move
7.0%
Puts
Pseudo strike
14.73
IV
80.8%
B/E move
4.6%

70Δ

Calls
Pseudo strike
11.82
IV
86.1%
B/E move
5.9%
Puts
Pseudo strike
15.25
IV
80.8%
B/E move
3.5%

75Δ

Calls
Pseudo strike
11.35
IV
86.0%
B/E move
4.8%
Puts
Pseudo strike
16.04
IV
84.0%
B/E move
2.8%

80Δ

Calls
Pseudo strike
10.88
IV
85.9%
B/E move
3.7%
Puts
Pseudo strike
16.82
IV
87.2%
B/E move
2.1%

Options history

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