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ATI Inc. ATI

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Market dataready · fetched 2026-11-11T14:35:40.745Z

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 · 2026-11-11T14:35:30.769843798Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-11T14:35:40.127290+00:00

Share price$182.89
1D+0.0%
$182.61$182.65$182.70$182.75$182.795:30 AM6:30 AM9:00 AM1:00 PMATI
Sold putSold call

ATI Inc. options

Live interpolated ATI call and put midpoint premiums by absolute delta.ATI Inc.$1.46$5.91$10.36$14.81$19.26$157.28$171.06$184.84$198.62$212.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ATI spot · $182.89ATI PRICE$1.94$2.63$3.38$4.24$5.16$6.17$7.23$8.36$9.58$10.98$12.65$15.12$17.98$2.19$2.84$3.49$4.27$5.06$6.02$7.03$8.08$9.21$10.34$12.87$15.29$17.34
PutsCheap0.84×
CallsCheap0.80×
SkewBullish-7.61 pp
Implied moveBalanced±$14.25
TiltBalanced0.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ200.0763.4%10.5%168.8364.7%8.9%
25Δ196.9963.9%9.1%171.9563.0%7.5%
30Δ194.1064.6%8.0%174.9460.6%6.3%
35Δ191.5365.6%7.0%177.2759.5%5.4%
40Δ189.0166.4%6.2%179.5958.5%4.6%
45Δ186.5466.8%5.4%181.7257.9%3.9%
50Δ184.0967.0%4.6%183.8057.5%3.3%
55Δ181.6866.5%3.9%185.8656.7%2.8%
60Δ179.2766.1%3.3%187.8755.6%2.3%
65Δ176.8465.7%2.7%189.8954.4%1.8%
70Δ174.2366.2%2.2%192.9457.7%1.5%
75Δ171.0669.1%1.8%195.9159.6%1.2%
80Δ167.5071.4%1.4%198.6158.1%0.9%

20Δ

Calls
Pseudo strike
200.07
IV
63.4%
B/E move
10.5%
Puts
Pseudo strike
168.83
IV
64.7%
B/E move
8.9%

25Δ

Calls
Pseudo strike
196.99
IV
63.9%
B/E move
9.1%
Puts
Pseudo strike
171.95
IV
63.0%
B/E move
7.5%

30Δ

Calls
Pseudo strike
194.10
IV
64.6%
B/E move
8.0%
Puts
Pseudo strike
174.94
IV
60.6%
B/E move
6.3%

35Δ

Calls
Pseudo strike
191.53
IV
65.6%
B/E move
7.0%
Puts
Pseudo strike
177.27
IV
59.5%
B/E move
5.4%

40Δ

Calls
Pseudo strike
189.01
IV
66.4%
B/E move
6.2%
Puts
Pseudo strike
179.59
IV
58.5%
B/E move
4.6%

45Δ

Calls
Pseudo strike
186.54
IV
66.8%
B/E move
5.4%
Puts
Pseudo strike
181.72
IV
57.9%
B/E move
3.9%

50Δ

Calls
Pseudo strike
184.09
IV
67.0%
B/E move
4.6%
Puts
Pseudo strike
183.80
IV
57.5%
B/E move
3.3%

55Δ

Calls
Pseudo strike
181.68
IV
66.5%
B/E move
3.9%
Puts
Pseudo strike
185.86
IV
56.7%
B/E move
2.8%

60Δ

Calls
Pseudo strike
179.27
IV
66.1%
B/E move
3.3%
Puts
Pseudo strike
187.87
IV
55.6%
B/E move
2.3%

65Δ

Calls
Pseudo strike
176.84
IV
65.7%
B/E move
2.7%
Puts
Pseudo strike
189.89
IV
54.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
174.23
IV
66.2%
B/E move
2.2%
Puts
Pseudo strike
192.94
IV
57.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
171.06
IV
69.1%
B/E move
1.8%
Puts
Pseudo strike
195.91
IV
59.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
167.50
IV
71.4%
B/E move
1.4%
Puts
Pseudo strike
198.61
IV
58.1%
B/E move
0.9%

Options history

IV · four-Friday blend49.29%
Daily close
ATI43.4%49.9%56.5%2026-08-13: 47.32%2026-08-14: 44.30%2026-08-17: 45.67%2026-08-18: 47.53%2026-08-21: 48.18%2026-08-24: 47.79%2026-08-25: 48.07%2026-08-26: 47.39%2026-08-27: 47.08%2026-08-28: 45.92%2026-08-31: 46.11%2026-09-01: 45.93%2026-09-02: 45.83%2026-09-03: 45.36%2026-09-04: 45.66%2026-09-08: 49.19%2026-09-09: 49.04%2026-09-10: 50.38%2026-09-11: 46.34%2026-09-14: 48.94%2026-09-15: 50.90%2026-09-16: 51.44%2026-09-17: 53.40%2026-09-18: 48.83%2026-09-21: 49.41%2026-09-22: 48.63%2026-09-23: 49.31%2026-09-24: 49.18%2026-09-25: 48.18%2026-09-28: 48.96%2026-09-29: 48.85%2026-09-30: 48.08%2026-10-01: 48.61%2026-10-02: 47.34%2026-10-07: 46.82%2026-10-09: 46.28%2026-10-12: 48.07%2026-10-13: 48.91%2026-10-14: 52.75%2026-10-15: 50.12%2026-10-16: 48.32%2026-10-19: 48.23%2026-10-20: 48.92%2026-10-21: 50.43%2026-10-22: 55.55%2026-10-23: 54.02%2026-10-26: 52.44%2026-10-27: 53.30%2026-10-28: 52.79%2026-10-29: 47.43%2026-10-30: 49.29%Aug 13Sep 22Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
47.32%
44.30%
45.67%
47.53%
48.18%
47.79%
48.07%
47.39%
47.08%
45.92%
46.11%
45.93%
45.83%
45.36%
45.66%
49.19%
49.04%
50.38%
46.34%
48.94%
50.90%
51.44%
53.40%
48.83%
49.41%
48.63%
49.31%
49.18%
48.18%
48.96%
48.85%
48.08%
48.61%
47.34%
46.82%
46.28%
48.07%
48.91%
52.75%
50.12%
48.32%
48.23%
48.92%
50.43%
55.55%
54.02%
52.44%
53.30%
52.79%
47.43%
49.29%