Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).

Gamma, theta, and vega are largest for strikes near the Acadia Healthcare stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.

Acadia Healthcare IV rank is 22, so implied volatility is in the lower part of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 38.4% to 203.7%. See the ACHC implied volatility history for a longer view.

Across all open Acadia Healthcare options on Nov 4, 2026, net gamma exposure was $315.65K and net delta exposure was $18.25M per 1% move in the stock. The ACHC gamma exposure chart shows where that gamma sits by strike.

Acadia Healthcare Co Inc acquires and develops behavioral healthcare facilities.