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Arteris, Inc. Common Stock AIP

i

Market dataready · fetched 2026-11-11T15:48:59.461Z

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 · 2026-11-11T15:48:25.476897446Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:48:59.026091+00:00

Share price$20.50
1D+2.4%
$19.67$19.89$20.12$20.35$20.575:30 AM6:30 AM9:00 AM1:00 PMAIP
Sold putSold call

Arteris, Inc. Common Stock options

Live interpolated AIP call and put midpoint premiums by absolute delta.Arteris, Inc. Common Stock$0.12$2.77$5.41$8.05$10.70$12.92$16.85$20.77$24.70$28.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AIP spot · $20.50AIP PRICE$0.41$0.52$0.62$0.74$0.85$0.97$1.08$1.20$1.32$1.89$2.50$3.11$3.72$0.52$0.75$0.98$1.22$1.45$1.79$2.15$2.51$2.87$4.11$6.05$7.99$9.94
PutsCheap0.81×
CallsCheap0.50×
SkewBearish+49.92 pp
Implied moveBearish±$3.23
TiltBearish38.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.73122.9%22.6%17.81119.0%15.6%
25Δ23.83117.0%18.8%18.33123.5%14.2%
30Δ22.93111.1%14.9%18.85128.1%12.8%
35Δ22.27105.9%12.2%19.37132.6%11.4%
40Δ21.82101.3%10.6%19.89137.1%10.0%
45Δ21.3796.7%9.0%20.47138.3%8.9%
50Δ20.9392.1%7.4%21.06138.6%7.7%
55Δ20.4887.4%5.8%21.65139.0%6.6%
60Δ20.0382.8%4.1%22.24139.3%5.5%
65Δ19.3488.0%3.6%23.64153.0%4.7%
70Δ18.6294.0%3.1%25.68177.4%4.2%
75Δ17.91100.0%2.5%27.73201.9%3.7%
80Δ17.20106.0%2.0%29.78226.3%3.2%

20Δ

Calls
Pseudo strike
24.73
IV
122.9%
B/E move
22.6%
Puts
Pseudo strike
17.81
IV
119.0%
B/E move
15.6%

25Δ

Calls
Pseudo strike
23.83
IV
117.0%
B/E move
18.8%
Puts
Pseudo strike
18.33
IV
123.5%
B/E move
14.2%

30Δ

Calls
Pseudo strike
22.93
IV
111.1%
B/E move
14.9%
Puts
Pseudo strike
18.85
IV
128.1%
B/E move
12.8%

35Δ

Calls
Pseudo strike
22.27
IV
105.9%
B/E move
12.2%
Puts
Pseudo strike
19.37
IV
132.6%
B/E move
11.4%

40Δ

Calls
Pseudo strike
21.82
IV
101.3%
B/E move
10.6%
Puts
Pseudo strike
19.89
IV
137.1%
B/E move
10.0%

45Δ

Calls
Pseudo strike
21.37
IV
96.7%
B/E move
9.0%
Puts
Pseudo strike
20.47
IV
138.3%
B/E move
8.9%

50Δ

Calls
Pseudo strike
20.93
IV
92.1%
B/E move
7.4%
Puts
Pseudo strike
21.06
IV
138.6%
B/E move
7.7%

55Δ

Calls
Pseudo strike
20.48
IV
87.4%
B/E move
5.8%
Puts
Pseudo strike
21.65
IV
139.0%
B/E move
6.6%

60Δ

Calls
Pseudo strike
20.03
IV
82.8%
B/E move
4.1%
Puts
Pseudo strike
22.24
IV
139.3%
B/E move
5.5%

65Δ

Calls
Pseudo strike
19.34
IV
88.0%
B/E move
3.6%
Puts
Pseudo strike
23.64
IV
153.0%
B/E move
4.7%

70Δ

Calls
Pseudo strike
18.62
IV
94.0%
B/E move
3.1%
Puts
Pseudo strike
25.68
IV
177.4%
B/E move
4.2%

75Δ

Calls
Pseudo strike
17.91
IV
100.0%
B/E move
2.5%
Puts
Pseudo strike
27.73
IV
201.9%
B/E move
3.7%

80Δ

Calls
Pseudo strike
17.20
IV
106.0%
B/E move
2.0%
Puts
Pseudo strike
29.78
IV
226.3%
B/E move
3.2%

Options history

IV · four-Friday blend88.06%
Daily close
AIP77.2%98.5%119.7%2026-08-13: 92.84%2026-08-19: 85.07%2026-08-21: 81.80%2026-08-24: 86.73%2026-08-25: 85.87%2026-08-26: 84.79%2026-08-27: 84.01%2026-08-28: 80.13%2026-08-31: 86.71%2026-09-01: 84.33%2026-09-02: 85.22%2026-09-03: 84.04%2026-09-04: 84.24%2026-09-08: 87.82%2026-09-09: 85.06%2026-09-10: 83.68%2026-09-11: 84.89%2026-09-15: 86.45%2026-09-16: 116.80%2026-09-17: 99.76%2026-09-18: 83.24%2026-09-21: 80.89%2026-09-22: 82.66%2026-09-23: 83.92%2026-09-24: 82.18%2026-09-25: 84.65%2026-09-28: 85.56%2026-09-29: 84.64%2026-09-30: 85.23%2026-10-01: 83.21%2026-10-02: 84.89%2026-10-05: 82.85%2026-10-06: 83.02%2026-10-07: 82.12%2026-10-08: 82.53%2026-10-09: 80.39%2026-10-14: 99.16%2026-10-16: 86.69%2026-10-19: 84.37%2026-10-20: 83.66%2026-10-21: 87.65%2026-10-22: 91.43%2026-10-23: 92.00%2026-10-26: 90.02%2026-10-27: 87.32%2026-10-28: 85.71%2026-10-29: 86.72%2026-10-30: 88.06%Aug 13Sep 23Oct 30
48 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
92.84%
85.07%
81.80%
86.73%
85.87%
84.79%
84.01%
80.13%
86.71%
84.33%
85.22%
84.04%
84.24%
87.82%
85.06%
83.68%
84.89%
86.45%
116.80%
99.76%
83.24%
80.89%
82.66%
83.92%
82.18%
84.65%
85.56%
84.64%
85.23%
83.21%
84.89%
82.85%
83.02%
82.12%
82.53%
80.39%
99.16%
86.69%
84.37%
83.66%
87.65%
91.43%
92.00%
90.02%
87.32%
85.71%
86.72%
88.06%