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Aveanna Healthcare Holdings Inc. Common Stock AVAH

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Market dataready · fetched 2026-11-03T22:10:10.309Z

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 · 2026-11-03T21:06:33.638296929Z

FundamentalsSEC EDGAR · ready · as of 2026-07-04 · fetched 2026-11-03T22:10:09.756143+00:00

Share price$13.05
1D-1.8%
AH$13.01$13.17$13.33$13.49$13.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVAH
Sold putSold callAH

Aveanna Healthcare Holdings Inc. Common Stock options

Live interpolated AVAH call and put midpoint premiums by absolute delta.Aveanna Healthcare Holdings Inc. Common Stock$0.26$0.99$1.72$2.46$3.19$10.71$12.28$13.85$15.42$16.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AVAH spot · $13.05AVAH PRICE$0.34$0.44$0.55$0.68$0.86$1.03$1.21$1.38$1.56$1.85$2.23$2.61$2.98$0.47$0.57$0.67$0.77$0.93$1.15$1.37$1.58$1.80$2.02$2.23
Puts——
CallsExpensive1.86×
Skew——
Implied moveBearish±$2.57
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.45105.3%28.6%10.52134.5%23.0%
25Δ15.90108.8%25.2%11.09124.5%19.4%
30Δ15.36112.3%21.9%11.65114.4%15.9%
35Δ14.85114.9%19.0%12.22104.4%12.4%
40Δ14.42115.9%17.0%12.6898.8%10.0%
45Δ13.98116.9%15.0%13.0497.8%8.9%
50Δ13.54117.8%13.0%13.4096.8%7.8%
55Δ13.11118.8%11.0%13.7695.9%6.7%
60Δ12.67119.8%9.0%14.1294.9%5.6%
65Δ12.18122.2%7.5%14.4893.9%4.5%
70Δ11.65125.6%6.3%14.8492.9%3.4%
75Δ11.12129.0%5.1%
80Δ10.59132.4%4.0%

20Δ

Calls
Pseudo strike
16.45
IV
105.3%
B/E move
28.6%
Puts
Pseudo strike
10.52
IV
134.5%
B/E move
23.0%

25Δ

Calls
Pseudo strike
15.90
IV
108.8%
B/E move
25.2%
Puts
Pseudo strike
11.09
IV
124.5%
B/E move
19.4%

30Δ

Calls
Pseudo strike
15.36
IV
112.3%
B/E move
21.9%
Puts
Pseudo strike
11.65
IV
114.4%
B/E move
15.9%

35Δ

Calls
Pseudo strike
14.85
IV
114.9%
B/E move
19.0%
Puts
Pseudo strike
12.22
IV
104.4%
B/E move
12.4%

40Δ

Calls
Pseudo strike
14.42
IV
115.9%
B/E move
17.0%
Puts
Pseudo strike
12.68
IV
98.8%
B/E move
10.0%

45Δ

Calls
Pseudo strike
13.98
IV
116.9%
B/E move
15.0%
Puts
Pseudo strike
13.04
IV
97.8%
B/E move
8.9%

50Δ

Calls
Pseudo strike
13.54
IV
117.8%
B/E move
13.0%
Puts
Pseudo strike
13.40
IV
96.8%
B/E move
7.8%

55Δ

Calls
Pseudo strike
13.11
IV
118.8%
B/E move
11.0%
Puts
Pseudo strike
13.76
IV
95.9%
B/E move
6.7%

60Δ

Calls
Pseudo strike
12.67
IV
119.8%
B/E move
9.0%
Puts
Pseudo strike
14.12
IV
94.9%
B/E move
5.6%

65Δ

Calls
Pseudo strike
12.18
IV
122.2%
B/E move
7.5%
Puts
Pseudo strike
14.48
IV
93.9%
B/E move
4.5%

70Δ

Calls
Pseudo strike
11.65
IV
125.6%
B/E move
6.3%
Puts
Pseudo strike
14.84
IV
92.9%
B/E move
3.4%

75Δ

Calls
Pseudo strike
11.12
IV
129.0%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.59
IV
132.4%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

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%