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Aterian Inc ATER

CONSUMER CYCLICAL · FURNISHINGS, FIXTURES & APPLIANCES
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Market dataready · fetched 2026-10-23T06:40:30.935Z

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 · 2026-10-22T20:00:00.888746097Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:40:30.499774+00:00

Share price$0.63
1D+2.8%
AH$0.57$0.59$0.62$0.64$0.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMATER
Sold putSold callAH

Aterian Inc options

Live interpolated ATER call and put midpoint premiums by absolute delta.Aterian Inc$0.00$1.54$3.07$4.61$6.15$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEATER PRICE$0.09$0.14$0.19$0.23$0.28$0.32$0.37$0.38$0.35$0.30$0.25$0.20$1.05$1.70$2.59$3.48$4.37$5.70
PutsExpensive4.43×
CallsExpensive3.23×
SkewBearish+226.64 pp
Implied move——
TiltBearish71.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.47407.0%468.0%1.18800.0%78.9%
25Δ4.13471.6%581.3%1.81800.0%82.6%
30Δ4.79536.2%694.7%2.73800.0%78.4%
35Δ5.46600.9%808.0%3.64800.0%74.3%
40Δ6.12665.5%921.3%4.56800.0%70.1%
45Δ6.78730.1%1034.7%5.90800.0%68.1%
50Δ7.45794.8%1148.0%
55Δ5.90800.0%901.8%
60Δ4.39719.3%656.6%
65Δ3.12552.1%446.6%
70Δ1.86385.0%236.5%
75Δ0.59217.8%26.5%
80Δ

20Δ

Calls
Pseudo strike
3.47
IV
407.0%
B/E move
468.0%
Puts
Pseudo strike
1.18
IV
800.0%
B/E move
78.9%

25Δ

Calls
Pseudo strike
4.13
IV
471.6%
B/E move
581.3%
Puts
Pseudo strike
1.81
IV
800.0%
B/E move
82.6%

30Δ

Calls
Pseudo strike
4.79
IV
536.2%
B/E move
694.7%
Puts
Pseudo strike
2.73
IV
800.0%
B/E move
78.4%

35Δ

Calls
Pseudo strike
5.46
IV
600.9%
B/E move
808.0%
Puts
Pseudo strike
3.64
IV
800.0%
B/E move
74.3%

40Δ

Calls
Pseudo strike
6.12
IV
665.5%
B/E move
921.3%
Puts
Pseudo strike
4.56
IV
800.0%
B/E move
70.1%

45Δ

Calls
Pseudo strike
6.78
IV
730.1%
B/E move
1034.7%
Puts
Pseudo strike
5.90
IV
800.0%
B/E move
68.1%

50Δ

Calls
Pseudo strike
7.45
IV
794.8%
B/E move
1148.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
5.90
IV
800.0%
B/E move
901.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.39
IV
719.3%
B/E move
656.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.12
IV
552.1%
B/E move
446.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.86
IV
385.0%
B/E move
236.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
0.59
IV
217.8%
B/E move
26.5%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

No recorded observations