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Aterian, Inc. Common Stock ATER

i

Market dataready · fetched 2026-11-13T02:53:16.489Z

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 · 2026-11-12T21:00:00.384118327Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-13T02:51:32.172773+00:00

Share price$0.87
1D-3.3%
AH$0.85$0.87$0.89$0.91$0.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMATER
Sold putSold callAH

Aterian, Inc. Common Stock options

Live interpolated ATER call and put midpoint premiums by absolute delta.Aterian, Inc. Common Stock$0.22$1.32$2.42$3.52$4.62$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEATER PRICE$0.34$0.37$0.39$0.76$0.91$1.06$1.50$1.97$2.44$2.90$3.37$3.84$4.31
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ1.11800.0%60.2%
40Δ1.29800.0%55.8%
45Δ1.48800.0%51.5%
50Δ1.94800.0%50.0%
55Δ2.41800.0%48.8%
60Δ2.89800.0%47.7%
65Δ3.37800.0%46.5%
70Δ0.91701.0%44.1%3.85800.0%45.3%
75Δ0.79638.2%33.2%4.32800.0%44.1%
80Δ0.67575.4%22.2%4.80800.0%43.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.11
IV
800.0%
B/E move
60.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.29
IV
800.0%
B/E move
55.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.48
IV
800.0%
B/E move
51.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.94
IV
800.0%
B/E move
50.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.41
IV
800.0%
B/E move
48.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.89
IV
800.0%
B/E move
47.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.37
IV
800.0%
B/E move
46.5%

70Δ

Calls
Pseudo strike
0.91
IV
701.0%
B/E move
44.1%
Puts
Pseudo strike
3.85
IV
800.0%
B/E move
45.3%

75Δ

Calls
Pseudo strike
0.79
IV
638.2%
B/E move
33.2%
Puts
Pseudo strike
4.32
IV
800.0%
B/E move
44.1%

80Δ

Calls
Pseudo strike
0.67
IV
575.4%
B/E move
22.2%
Puts
Pseudo strike
4.80
IV
800.0%
B/E move
43.0%

Options history

IV · four-Friday blend373.06%
Daily EOD
ATER372.7%373.1%373.4%2026-10-29: 373.06%Oct 29
1 observations2026-10-29 — 2026-10-29
Table
DateIV (%)
373.06%