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Addus HomeCare Corporation Common Stock ADUS

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-11-04T02:34:09.235Z

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 · 2026-11-03T21:13:39.57536848Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T02:34:08.780153+00:00

Share price$124.00
1D-1.6%
AH$123.75$124.65$125.54$126.43$127.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMADUS
Sold putSold callAH

Addus HomeCare Corporation Common Stock options

Live interpolated ADUS call and put midpoint premiums by absolute delta.Addus HomeCare Corporation Common Stock$1.97$6.45$10.92$15.40$19.88$111.53$119.59$127.66$135.72$143.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ADUS spot · $124.00ADUS PRICE$2.50$2.51$2.68$2.97$3.70$4.47$5.24$6.47$7.71$9.28$11.39$14.26$18.59$2.45$2.45$2.51$2.70$3.15$3.60$4.05$4.54$5.05$5.56$6.07$6.58
Puts——
CallsExpensive2.12×
Skew——
Implied moveBullish±$9.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ149.6992.3%22.7%109.7076.4%13.5%
25Δ138.7768.3%13.9%115.1058.1%9.2%
30Δ133.5856.4%9.9%118.0648.0%6.8%
35Δ130.3150.1%7.5%120.4740.8%5.0%
40Δ128.4550.4%6.6%121.8239.2%4.3%
45Δ126.7451.5%5.8%123.1837.6%3.6%
50Δ125.0352.6%5.1%124.5436.0%2.8%
55Δ123.1254.9%4.5%125.6634.5%2.3%
60Δ121.2157.3%4.0%126.6632.9%1.9%
65Δ119.0360.5%3.5%127.6631.4%1.5%
70Δ116.3865.2%3.0%128.6729.9%1.1%
75Δ113.0472.3%2.7%129.6728.3%0.7%
80Δ108.3283.9%2.4%

20Δ

Calls
Pseudo strike
149.69
IV
92.3%
B/E move
22.7%
Puts
Pseudo strike
109.70
IV
76.4%
B/E move
13.5%

25Δ

Calls
Pseudo strike
138.77
IV
68.3%
B/E move
13.9%
Puts
Pseudo strike
115.10
IV
58.1%
B/E move
9.2%

30Δ

Calls
Pseudo strike
133.58
IV
56.4%
B/E move
9.9%
Puts
Pseudo strike
118.06
IV
48.0%
B/E move
6.8%

35Δ

Calls
Pseudo strike
130.31
IV
50.1%
B/E move
7.5%
Puts
Pseudo strike
120.47
IV
40.8%
B/E move
5.0%

40Δ

Calls
Pseudo strike
128.45
IV
50.4%
B/E move
6.6%
Puts
Pseudo strike
121.82
IV
39.2%
B/E move
4.3%

45Δ

Calls
Pseudo strike
126.74
IV
51.5%
B/E move
5.8%
Puts
Pseudo strike
123.18
IV
37.6%
B/E move
3.6%

50Δ

Calls
Pseudo strike
125.03
IV
52.6%
B/E move
5.1%
Puts
Pseudo strike
124.54
IV
36.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
123.12
IV
54.9%
B/E move
4.5%
Puts
Pseudo strike
125.66
IV
34.5%
B/E move
2.3%

60Δ

Calls
Pseudo strike
121.21
IV
57.3%
B/E move
4.0%
Puts
Pseudo strike
126.66
IV
32.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
119.03
IV
60.5%
B/E move
3.5%
Puts
Pseudo strike
127.66
IV
31.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
116.38
IV
65.2%
B/E move
3.0%
Puts
Pseudo strike
128.67
IV
29.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
113.04
IV
72.3%
B/E move
2.7%
Puts
Pseudo strike
129.67
IV
28.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
108.32
IV
83.9%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend30.95%
Daily close
ADUS22.4%34.1%45.8%2026-08-05: 26.20%2026-08-06: 24.84%2026-08-07: 25.03%2026-08-10: 26.07%2026-08-11: 27.43%2026-08-12: 27.10%2026-08-13: 27.73%2026-08-14: 27.06%2026-08-17: 28.57%2026-08-18: 31.62%2026-08-19: 33.86%2026-08-21: 24.01%2026-08-24: 24.16%2026-08-25: 24.82%2026-08-26: 24.46%2026-08-27: 24.45%2026-08-28: 24.05%2026-08-31: 23.97%2026-09-01: 24.76%2026-09-02: 25.01%2026-09-03: 25.39%2026-09-04: 25.11%2026-09-08: 27.74%2026-09-09: 27.61%2026-09-10: 28.51%2026-09-14: 33.83%2026-09-15: 35.54%2026-09-16: 38.85%2026-09-18: 25.31%2026-09-21: 25.21%2026-09-22: 25.82%2026-09-23: 25.95%2026-09-24: 25.63%2026-09-25: 26.41%2026-09-28: 26.69%2026-09-29: 27.96%2026-10-01: 26.54%2026-10-05: 31.09%2026-10-06: 31.85%2026-10-07: 31.60%2026-10-08: 31.54%2026-10-09: 31.86%2026-10-12: 35.72%2026-10-13: 36.54%2026-10-14: 44.14%2026-10-16: 29.60%2026-10-19: 29.57%2026-10-20: 29.28%2026-10-21: 29.71%2026-10-22: 29.81%2026-10-23: 29.84%2026-10-26: 30.36%2026-10-27: 30.38%2026-10-28: 30.29%2026-10-29: 30.20%2026-10-30: 30.95%Aug 5Sep 16Oct 30
56 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
26.20%
24.84%
25.03%
26.07%
27.43%
27.10%
27.73%
27.06%
28.57%
31.62%
33.86%
24.01%
24.16%
24.82%
24.46%
24.45%
24.05%
23.97%
24.76%
25.01%
25.39%
25.11%
27.74%
27.61%
28.51%
33.83%
35.54%
38.85%
25.31%
25.21%
25.82%
25.95%
25.63%
26.41%
26.69%
27.96%
26.54%
31.09%
31.85%
31.60%
31.54%
31.86%
35.72%
36.54%
44.14%
29.60%
29.57%
29.28%
29.71%
29.81%
29.84%
30.36%
30.38%
30.29%
30.20%
30.95%