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ADTRAN Holdings, Inc. Common Stock ADTN

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Market dataready · fetched 2026-11-11T14:53:27.898Z

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 · 2026-11-11T14:53:19.919261899Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:53:27.242832+00:00

Share price$4.55
1D+0.2%
$4.53$4.55$4.56$4.57$4.585:30 AM6:30 AM9:00 AM1:00 PMADTN
Sold putSold call

ADTRAN Holdings, Inc. Common Stock options

Live interpolated ADTN call and put midpoint premiums by absolute delta.ADTRAN Holdings, Inc. Common Stock$0.04$0.18$0.32$0.46$0.60$2.89$3.92$4.94$5.97$7.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ADTN spot · $4.54ADTN PRICE$0.05$0.09$0.14$0.18$0.22$0.26$0.31$0.35$0.39$0.43$0.47$0.52$0.56$0.09$0.13$0.17$0.21$0.24$0.28$0.32$0.36$0.40$0.44$0.48$0.52
Puts——
CallsCheap0.67×
Skew——
Implied moveBearish±$0.63
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.0065.8%11.1%4.0883.1%12.1%
25Δ4.9267.3%10.3%4.1682.7%11.2%
30Δ4.8468.8%9.6%4.2582.3%10.3%
35Δ4.7770.3%8.8%4.3381.9%9.3%
40Δ4.6971.8%8.0%4.4181.5%8.4%
45Δ4.6173.3%7.3%4.4981.0%7.4%
50Δ4.5474.8%6.5%4.5780.6%6.5%
55Δ4.4676.3%5.7%4.6680.2%5.5%
60Δ4.3877.9%5.0%4.7479.8%4.6%
65Δ4.3079.4%4.2%4.8279.4%3.6%
70Δ4.2380.9%3.5%4.9079.0%2.7%
75Δ4.1582.4%2.7%4.9878.6%1.7%
80Δ4.0783.9%1.9%

20Δ

Calls
Pseudo strike
5.00
IV
65.8%
B/E move
11.1%
Puts
Pseudo strike
4.08
IV
83.1%
B/E move
12.1%

25Δ

Calls
Pseudo strike
4.92
IV
67.3%
B/E move
10.3%
Puts
Pseudo strike
4.16
IV
82.7%
B/E move
11.2%

30Δ

Calls
Pseudo strike
4.84
IV
68.8%
B/E move
9.6%
Puts
Pseudo strike
4.25
IV
82.3%
B/E move
10.3%

35Δ

Calls
Pseudo strike
4.77
IV
70.3%
B/E move
8.8%
Puts
Pseudo strike
4.33
IV
81.9%
B/E move
9.3%

40Δ

Calls
Pseudo strike
4.69
IV
71.8%
B/E move
8.0%
Puts
Pseudo strike
4.41
IV
81.5%
B/E move
8.4%

45Δ

Calls
Pseudo strike
4.61
IV
73.3%
B/E move
7.3%
Puts
Pseudo strike
4.49
IV
81.0%
B/E move
7.4%

50Δ

Calls
Pseudo strike
4.54
IV
74.8%
B/E move
6.5%
Puts
Pseudo strike
4.57
IV
80.6%
B/E move
6.5%

55Δ

Calls
Pseudo strike
4.46
IV
76.3%
B/E move
5.7%
Puts
Pseudo strike
4.66
IV
80.2%
B/E move
5.5%

60Δ

Calls
Pseudo strike
4.38
IV
77.9%
B/E move
5.0%
Puts
Pseudo strike
4.74
IV
79.8%
B/E move
4.6%

65Δ

Calls
Pseudo strike
4.30
IV
79.4%
B/E move
4.2%
Puts
Pseudo strike
4.82
IV
79.4%
B/E move
3.6%

70Δ

Calls
Pseudo strike
4.23
IV
80.9%
B/E move
3.5%
Puts
Pseudo strike
4.90
IV
79.0%
B/E move
2.7%

75Δ

Calls
Pseudo strike
4.15
IV
82.4%
B/E move
2.7%
Puts
Pseudo strike
4.98
IV
78.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
4.07
IV
83.9%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend85.67%
Daily close
ADTN67.3%83.2%99.2%2026-08-13: 76.36%2026-08-14: 74.11%2026-08-18: 88.91%2026-08-19: 77.18%2026-08-21: 78.67%2026-08-24: 78.03%2026-08-25: 75.40%2026-08-26: 75.17%2026-08-27: 79.91%2026-08-28: 74.26%2026-08-31: 75.73%2026-09-01: 75.11%2026-09-02: 76.04%2026-09-08: 76.27%2026-09-14: 83.34%2026-09-17: 96.97%2026-09-18: 74.14%2026-09-21: 74.47%2026-09-22: 71.54%2026-09-23: 71.73%2026-09-24: 71.36%2026-09-25: 72.64%2026-09-28: 74.41%2026-09-29: 71.08%2026-09-30: 70.62%2026-10-01: 70.81%2026-10-02: 69.46%2026-10-05: 72.16%2026-10-07: 70.54%2026-10-16: 73.79%2026-10-19: 74.77%2026-10-20: 74.54%2026-10-21: 76.87%2026-10-22: 77.39%2026-10-23: 76.81%2026-10-26: 77.98%2026-10-27: 76.43%2026-10-28: 78.73%2026-10-29: 79.72%2026-10-30: 85.67%Aug 13Sep 23Oct 30
40 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
76.36%
74.11%
88.91%
77.18%
78.67%
78.03%
75.40%
75.17%
79.91%
74.26%
75.73%
75.11%
76.04%
76.27%
83.34%
96.97%
74.14%
74.47%
71.54%
71.73%
71.36%
72.64%
74.41%
71.08%
70.62%
70.81%
69.46%
72.16%
70.54%
73.79%
74.77%
74.54%
76.87%
77.39%
76.81%
77.98%
76.43%
78.73%
79.72%
85.67%