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ADTRAN Inc ADTN

TECHNOLOGY · COMMUNICATION EQUIPMENT
i

Market dataready · fetched 2026-10-22T04:24:27.305Z

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 · 2026-10-21T20:04:59.857327388Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T04:24:25.844582+00:00

Share price$6.75
1D+1.0%
AH$6.55$6.60$6.66$6.71$6.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMADTN
Sold putSold callAH

ADTRAN Inc options

Live interpolated ADTN call and put midpoint premiums by absolute delta.ADTRAN Inc$0.10$0.77$1.45$2.12$2.80$4.56$5.59$6.62$7.65$8.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ADTN spot · $6.75ADTN PRICE$0.17$0.22$0.27$0.33$0.40$0.46$0.53$0.62$0.72$0.81$0.90$0.99$0.20$0.25$0.38$0.52$0.65$0.79$0.93$1.08$1.24$1.39$1.57$2.03$2.60
PutsExpensive1.37×
CallsExpensive1.23×
SkewBearish+13.22 pp
Implied moveBearish±$1.46
TiltBearish36.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.6586.8%30.7%5.6583.3%19.3%
25Δ8.2585.5%25.5%5.9877.6%15.1%
30Δ7.9184.2%21.2%6.2082.0%13.8%
35Δ7.6682.7%18.5%6.4187.2%12.7%
40Δ7.4281.3%15.7%6.6292.3%11.6%
45Δ7.1779.8%13.0%6.8397.4%10.5%
50Δ6.9478.6%10.7%7.05101.0%9.3%
55Δ6.7677.7%9.3%7.2998.8%8.0%
60Δ6.5776.8%7.9%7.5496.6%6.6%
65Δ6.3876.0%6.5%7.7894.3%5.3%
70Δ6.2075.1%5.2%8.0592.9%4.0%
75Δ6.0174.2%3.8%8.5699.2%3.2%
80Δ9.18107.9%2.5%

20Δ

Calls
Pseudo strike
8.65
IV
86.8%
B/E move
30.7%
Puts
Pseudo strike
5.65
IV
83.3%
B/E move
19.3%

25Δ

Calls
Pseudo strike
8.25
IV
85.5%
B/E move
25.5%
Puts
Pseudo strike
5.98
IV
77.6%
B/E move
15.1%

30Δ

Calls
Pseudo strike
7.91
IV
84.2%
B/E move
21.2%
Puts
Pseudo strike
6.20
IV
82.0%
B/E move
13.8%

35Δ

Calls
Pseudo strike
7.66
IV
82.7%
B/E move
18.5%
Puts
Pseudo strike
6.41
IV
87.2%
B/E move
12.7%

40Δ

Calls
Pseudo strike
7.42
IV
81.3%
B/E move
15.7%
Puts
Pseudo strike
6.62
IV
92.3%
B/E move
11.6%

45Δ

Calls
Pseudo strike
7.17
IV
79.8%
B/E move
13.0%
Puts
Pseudo strike
6.83
IV
97.4%
B/E move
10.5%

50Δ

Calls
Pseudo strike
6.94
IV
78.6%
B/E move
10.7%
Puts
Pseudo strike
7.05
IV
101.0%
B/E move
9.3%

55Δ

Calls
Pseudo strike
6.76
IV
77.7%
B/E move
9.3%
Puts
Pseudo strike
7.29
IV
98.8%
B/E move
8.0%

60Δ

Calls
Pseudo strike
6.57
IV
76.8%
B/E move
7.9%
Puts
Pseudo strike
7.54
IV
96.6%
B/E move
6.6%

65Δ

Calls
Pseudo strike
6.38
IV
76.0%
B/E move
6.5%
Puts
Pseudo strike
7.78
IV
94.3%
B/E move
5.3%

70Δ

Calls
Pseudo strike
6.20
IV
75.1%
B/E move
5.2%
Puts
Pseudo strike
8.05
IV
92.9%
B/E move
4.0%

75Δ

Calls
Pseudo strike
6.01
IV
74.2%
B/E move
3.8%
Puts
Pseudo strike
8.56
IV
99.2%
B/E move
3.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.18
IV
107.9%
B/E move
2.5%

Options history

No recorded observations