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ADMA Biologics Inc Common Stock ADMA

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Market dataready · fetched 2026-11-03T22:09:11.807Z

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 · 2026-11-03T21:27:01.609129215Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T22:09:11.118049+00:00

Share price$11.20
1D+0.4%
AH$10.78$10.95$11.13$11.30$11.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMADMA
Sold putSold callAH

ADMA Biologics Inc Common Stock options

Live interpolated ADMA call and put midpoint premiums by absolute delta.ADMA Biologics Inc Common Stock$0.22$1.39$2.56$3.73$4.90$9.50$10.33$11.16$11.99$12.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ADMA spot · $11.20ADMA PRICE$0.35$0.40$0.47$0.55$0.62$0.70$0.84$1.09$1.35$1.61$1.88$0.36$0.49$0.61$0.71$0.81$0.89$0.97$1.04$2.93$3.03$3.13$4.56
Puts——
Calls——
Skew——
Implied moveBearish±$1.59
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.39113.4%19.4%
25Δ9.77116.5%17.2%
30Δ12.6084.0%15.6%10.13116.1%15.0%
35Δ12.1777.8%12.3%10.49109.6%12.7%
40Δ11.8674.1%10.1%10.85103.0%10.3%
45Δ11.6272.0%8.7%11.1396.5%8.6%
50Δ11.3969.9%7.3%11.3690.1%7.2%
55Δ11.1667.8%5.8%11.6083.6%5.8%
60Δ10.9069.3%4.8%
65Δ10.5977.7%4.4%13.38153.2%6.7%
70Δ10.2986.1%4.0%13.67139.3%5.1%
75Δ9.9894.2%3.5%13.95125.4%3.4%
80Δ9.6293.4%2.7%15.45147.4%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.39
IV
113.4%
B/E move
19.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.77
IV
116.5%
B/E move
17.2%

30Δ

Calls
Pseudo strike
12.60
IV
84.0%
B/E move
15.6%
Puts
Pseudo strike
10.13
IV
116.1%
B/E move
15.0%

35Δ

Calls
Pseudo strike
12.17
IV
77.8%
B/E move
12.3%
Puts
Pseudo strike
10.49
IV
109.6%
B/E move
12.7%

40Δ

Calls
Pseudo strike
11.86
IV
74.1%
B/E move
10.1%
Puts
Pseudo strike
10.85
IV
103.0%
B/E move
10.3%

45Δ

Calls
Pseudo strike
11.62
IV
72.0%
B/E move
8.7%
Puts
Pseudo strike
11.13
IV
96.5%
B/E move
8.6%

50Δ

Calls
Pseudo strike
11.39
IV
69.9%
B/E move
7.3%
Puts
Pseudo strike
11.36
IV
90.1%
B/E move
7.2%

55Δ

Calls
Pseudo strike
11.16
IV
67.8%
B/E move
5.8%
Puts
Pseudo strike
11.60
IV
83.6%
B/E move
5.8%

60Δ

Calls
Pseudo strike
10.90
IV
69.3%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.59
IV
77.7%
B/E move
4.4%
Puts
Pseudo strike
13.38
IV
153.2%
B/E move
6.7%

70Δ

Calls
Pseudo strike
10.29
IV
86.1%
B/E move
4.0%
Puts
Pseudo strike
13.67
IV
139.3%
B/E move
5.1%

75Δ

Calls
Pseudo strike
9.98
IV
94.2%
B/E move
3.5%
Puts
Pseudo strike
13.95
IV
125.4%
B/E move
3.4%

80Δ

Calls
Pseudo strike
9.62
IV
93.4%
B/E move
2.7%
Puts
Pseudo strike
15.45
IV
147.4%
B/E move
2.8%

Options history

IV · four-Friday blend59.71%
Daily close
ADMA43.7%77.5%111.4%2026-08-05: 66.85%2026-08-06: 66.71%2026-08-07: 52.95%2026-08-10: 69.23%2026-08-11: 57.33%2026-08-13: 54.63%2026-08-18: 71.35%2026-08-19: 80.77%2026-08-21: 53.11%2026-08-24: 53.56%2026-08-25: 48.35%2026-08-26: 50.33%2026-08-27: 49.19%2026-08-28: 49.77%2026-08-31: 53.59%2026-09-01: 52.18%2026-09-02: 56.80%2026-09-03: 70.43%2026-09-11: 72.14%2026-09-14: 83.00%2026-09-16: 75.23%2026-09-17: 81.51%2026-09-18: 65.23%2026-09-21: 56.96%2026-09-22: 59.73%2026-09-23: 60.00%2026-09-24: 52.71%2026-09-25: 68.58%2026-09-28: 79.53%2026-09-29: 61.18%2026-09-30: 66.78%2026-10-01: 64.43%2026-10-02: 71.06%2026-10-05: 84.29%2026-10-06: 78.25%2026-10-07: 83.31%2026-10-08: 93.22%2026-10-09: 88.49%2026-10-12: 104.44%2026-10-13: 106.75%2026-10-14: 97.83%2026-10-16: 76.54%2026-10-19: 77.89%2026-10-20: 60.48%2026-10-21: 61.42%2026-10-22: 63.80%2026-10-23: 58.82%2026-10-26: 66.78%2026-10-27: 74.00%2026-10-28: 70.14%2026-10-29: 60.86%2026-10-30: 59.71%Aug 5Sep 23Oct 30
52 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
66.85%
66.71%
52.95%
69.23%
57.33%
54.63%
71.35%
80.77%
53.11%
53.56%
48.35%
50.33%
49.19%
49.77%
53.59%
52.18%
56.80%
70.43%
72.14%
83.00%
75.23%
81.51%
65.23%
56.96%
59.73%
60.00%
52.71%
68.58%
79.53%
61.18%
66.78%
64.43%
71.06%
84.29%
78.25%
83.31%
93.22%
88.49%
104.44%
106.75%
97.83%
76.54%
77.89%
60.48%
61.42%
63.80%
58.82%
66.78%
74.00%
70.14%
60.86%
59.71%