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Alphatec Holdings, Inc. Common Stock ATEC

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Market datapartial · fetched 2026-10-23T07:58:16.506Z

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 · 2026-10-22T20:00:02.021349994Z

FundamentalsAlpha Vantage · unavailable

Share price$11.36
1D+3.1%
AH$10.97$11.14$11.30$11.47$11.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMATEC
Sold putSold callAH

Alphatec Holdings, Inc. Common Stock options

Live interpolated ATEC call and put midpoint premiums by absolute delta.Alphatec Holdings, Inc. Common Stock$0.19$1.46$2.73$4.00$5.28$7.25$9.26$11.26$13.27$15.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ATEC spot · $11.36ATEC PRICE$0.33$0.63$1.04$0.59$0.63$0.79$0.95$1.10$1.26$1.42$1.58$1.74$2.21$0.43$0.45$0.69$0.92$1.16$1.40$1.63$1.87$2.40$3.16$3.92$4.48$4.91
PutsExpensive1.85×
CallsExpensive1.60×
SkewBearish+6.18 pp
Implied moveBearish±$2.58
TiltBearish31.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.18103.9%36.5%8.99116.2%24.6%
25Δ17.22163.5%57.2%10.0084.8%16.0%
30Δ19.77232.0%83.2%10.3987.6%14.6%
35Δ13.7399.7%26.1%10.7890.4%13.3%
40Δ12.2573.0%13.3%11.1693.3%11.9%
45Δ11.9373.7%12.0%11.5596.2%10.6%
50Δ11.6274.4%10.7%11.9499.1%9.3%
55Δ11.3175.1%9.3%12.33102.0%7.9%
60Δ11.0075.8%8.0%12.98108.6%6.9%
65Δ10.6976.5%6.6%13.84118.0%6.1%
70Δ10.3877.2%5.3%14.69127.5%5.2%
75Δ10.0777.9%4.0%15.35125.2%4.2%
80Δ9.5081.7%3.1%15.91116.2%3.2%

20Δ

Calls
Pseudo strike
15.18
IV
103.9%
B/E move
36.5%
Puts
Pseudo strike
8.99
IV
116.2%
B/E move
24.6%

25Δ

Calls
Pseudo strike
17.22
IV
163.5%
B/E move
57.2%
Puts
Pseudo strike
10.00
IV
84.8%
B/E move
16.0%

30Δ

Calls
Pseudo strike
19.77
IV
232.0%
B/E move
83.2%
Puts
Pseudo strike
10.39
IV
87.6%
B/E move
14.6%

35Δ

Calls
Pseudo strike
13.73
IV
99.7%
B/E move
26.1%
Puts
Pseudo strike
10.78
IV
90.4%
B/E move
13.3%

40Δ

Calls
Pseudo strike
12.25
IV
73.0%
B/E move
13.3%
Puts
Pseudo strike
11.16
IV
93.3%
B/E move
11.9%

45Δ

Calls
Pseudo strike
11.93
IV
73.7%
B/E move
12.0%
Puts
Pseudo strike
11.55
IV
96.2%
B/E move
10.6%

50Δ

Calls
Pseudo strike
11.62
IV
74.4%
B/E move
10.7%
Puts
Pseudo strike
11.94
IV
99.1%
B/E move
9.3%

55Δ

Calls
Pseudo strike
11.31
IV
75.1%
B/E move
9.3%
Puts
Pseudo strike
12.33
IV
102.0%
B/E move
7.9%

60Δ

Calls
Pseudo strike
11.00
IV
75.8%
B/E move
8.0%
Puts
Pseudo strike
12.98
IV
108.6%
B/E move
6.9%

65Δ

Calls
Pseudo strike
10.69
IV
76.5%
B/E move
6.6%
Puts
Pseudo strike
13.84
IV
118.0%
B/E move
6.1%

70Δ

Calls
Pseudo strike
10.38
IV
77.2%
B/E move
5.3%
Puts
Pseudo strike
14.69
IV
127.5%
B/E move
5.2%

75Δ

Calls
Pseudo strike
10.07
IV
77.9%
B/E move
4.0%
Puts
Pseudo strike
15.35
IV
125.2%
B/E move
4.2%

80Δ

Calls
Pseudo strike
9.50
IV
81.7%
B/E move
3.1%
Puts
Pseudo strike
15.91
IV
116.2%
B/E move
3.2%

Options history

ATEC83.3885.2787.152026-10-20: 83.64%2026-10-21: 86.89%Oct 20Oct 21
Table
DateIV
83.64%
86.89%