IntraAlpha
Create free account Start free

Alphatec Holdings, Inc. Common Stock ATEC

i

Market dataready · fetched 2026-11-12T15:11:52.523Z

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 · 2026-11-12T15:11:31.172532536Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:11:51.488636+00:00

Share price$7.21
1D-2.2%
$7.19$7.23$7.28$7.33$7.385:30 AM6:30 AM9:00 AM1:00 PMATEC
Sold putSold call

Alphatec Holdings, Inc. Common Stock options

Live interpolated ATEC call and put midpoint premiums by absolute delta.Alphatec Holdings, Inc. Common Stock$0.31$0.77$1.23$1.70$2.16$5.92$6.58$7.25$7.91$8.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ATEC spot · $7.21ATEC PRICE$0.36$0.38$0.38$0.38$0.40$0.63$0.86$1.09$1.33$1.56$1.79$2.02$0.38$0.38$0.39$0.39$0.40$0.40$0.41$0.41$0.42$0.42
Puts——
Calls——
Skew——
Implied moveBullish±$1.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.21302.5%33.1%
25Δ10.38265.3%48.9%5.46275.7%29.6%
30Δ9.49231.4%36.9%5.71248.9%26.2%
35Δ8.81191.2%27.3%5.97222.1%22.7%
40Δ8.12150.9%17.8%6.22195.2%19.3%
45Δ7.47115.8%9.2%6.47168.4%15.8%
50Δ7.19130.9%8.4%6.73141.6%12.4%
55Δ6.90146.0%7.6%6.98114.8%8.9%
60Δ6.61161.1%6.9%7.2387.9%5.5%
65Δ6.32176.2%6.1%7.4961.1%2.1%
70Δ6.04191.3%5.4%
75Δ5.75206.4%4.6%
80Δ5.46221.5%3.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.21
IV
302.5%
B/E move
33.1%

25Δ

Calls
Pseudo strike
10.38
IV
265.3%
B/E move
48.9%
Puts
Pseudo strike
5.46
IV
275.7%
B/E move
29.6%

30Δ

Calls
Pseudo strike
9.49
IV
231.4%
B/E move
36.9%
Puts
Pseudo strike
5.71
IV
248.9%
B/E move
26.2%

35Δ

Calls
Pseudo strike
8.81
IV
191.2%
B/E move
27.3%
Puts
Pseudo strike
5.97
IV
222.1%
B/E move
22.7%

40Δ

Calls
Pseudo strike
8.12
IV
150.9%
B/E move
17.8%
Puts
Pseudo strike
6.22
IV
195.2%
B/E move
19.3%

45Δ

Calls
Pseudo strike
7.47
IV
115.8%
B/E move
9.2%
Puts
Pseudo strike
6.47
IV
168.4%
B/E move
15.8%

50Δ

Calls
Pseudo strike
7.19
IV
130.9%
B/E move
8.4%
Puts
Pseudo strike
6.73
IV
141.6%
B/E move
12.4%

55Δ

Calls
Pseudo strike
6.90
IV
146.0%
B/E move
7.6%
Puts
Pseudo strike
6.98
IV
114.8%
B/E move
8.9%

60Δ

Calls
Pseudo strike
6.61
IV
161.1%
B/E move
6.9%
Puts
Pseudo strike
7.23
IV
87.9%
B/E move
5.5%

65Δ

Calls
Pseudo strike
6.32
IV
176.2%
B/E move
6.1%
Puts
Pseudo strike
7.49
IV
61.1%
B/E move
2.1%

70Δ

Calls
Pseudo strike
6.04
IV
191.3%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.75
IV
206.4%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.46
IV
221.5%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend76.66%
Daily EOD
ATEC68.7%78.5%88.2%2026-10-19: 80.71%2026-10-20: 83.64%2026-10-21: 86.89%2026-10-22: 71.53%2026-10-23: 70.04%2026-10-27: 74.86%2026-10-28: 72.09%2026-10-29: 76.66%Oct 19Oct 22Oct 29
8 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
80.71%
83.64%
86.89%
71.53%
70.04%
74.86%
72.09%
76.66%