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Atmus Filtration Technologies Inc. ATMU

i

Market dataready · fetched 2026-11-12T02:34:16.595Z

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 · 2026-11-12T00:00:00.002303226Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:34:16.110358+00:00

Share price$56.48
1D+2.2%
AH$55.14$55.58$56.01$56.44$56.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMATMU
Sold putSold callAH

Atmus Filtration Technologies Inc. options

Live interpolated ATMU call and put midpoint premiums by absolute delta.Atmus Filtration Technologies Inc.$0.28$1.65$3.03$4.40$5.78$43.68$49.10$54.52$59.93$65.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ATMU spot · $56.48ATMU PRICE$0.43$0.63$0.83$1.03$1.23$1.42$1.60$1.79$1.97$2.15$2.38$2.67$2.97$0.79$0.96$1.07$1.19$1.38$1.57$1.77$1.97$2.30$2.90$3.51$4.11$5.38
PutsExpensive1.21×
CallsCheap0.55×
SkewBearish+12.27 pp
Implied moveBearish±$3.38
TiltBearish15.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.6439.1%6.4%51.4376.4%10.3%
25Δ59.1841.5%5.9%52.7970.1%8.2%
30Δ58.7143.9%5.4%53.8462.6%6.6%
35Δ58.2546.3%5.0%54.8855.1%4.9%
40Δ57.7848.7%4.5%55.4952.3%4.2%
45Δ57.3149.4%4.0%56.0450.0%3.6%
50Δ56.8147.2%3.4%56.5947.8%2.9%
55Δ56.3245.1%2.9%57.1445.5%2.3%
60Δ55.8242.9%2.3%57.7544.9%1.8%
65Δ55.3340.8%1.8%58.4947.4%1.6%
70Δ54.8538.5%1.3%59.2450.0%1.3%
75Δ54.4335.9%1.1%59.9852.5%1.1%
80Δ54.0033.3%0.9%61.3857.5%0.9%

20Δ

Calls
Pseudo strike
59.64
IV
39.1%
B/E move
6.4%
Puts
Pseudo strike
51.43
IV
76.4%
B/E move
10.3%

25Δ

Calls
Pseudo strike
59.18
IV
41.5%
B/E move
5.9%
Puts
Pseudo strike
52.79
IV
70.1%
B/E move
8.2%

30Δ

Calls
Pseudo strike
58.71
IV
43.9%
B/E move
5.4%
Puts
Pseudo strike
53.84
IV
62.6%
B/E move
6.6%

35Δ

Calls
Pseudo strike
58.25
IV
46.3%
B/E move
5.0%
Puts
Pseudo strike
54.88
IV
55.1%
B/E move
4.9%

40Δ

Calls
Pseudo strike
57.78
IV
48.7%
B/E move
4.5%
Puts
Pseudo strike
55.49
IV
52.3%
B/E move
4.2%

45Δ

Calls
Pseudo strike
57.31
IV
49.4%
B/E move
4.0%
Puts
Pseudo strike
56.04
IV
50.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
56.81
IV
47.2%
B/E move
3.4%
Puts
Pseudo strike
56.59
IV
47.8%
B/E move
2.9%

55Δ

Calls
Pseudo strike
56.32
IV
45.1%
B/E move
2.9%
Puts
Pseudo strike
57.14
IV
45.5%
B/E move
2.3%

60Δ

Calls
Pseudo strike
55.82
IV
42.9%
B/E move
2.3%
Puts
Pseudo strike
57.75
IV
44.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
55.33
IV
40.8%
B/E move
1.8%
Puts
Pseudo strike
58.49
IV
47.4%
B/E move
1.6%

70Δ

Calls
Pseudo strike
54.85
IV
38.5%
B/E move
1.3%
Puts
Pseudo strike
59.24
IV
50.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
54.43
IV
35.9%
B/E move
1.1%
Puts
Pseudo strike
59.98
IV
52.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
54.00
IV
33.3%
B/E move
0.9%
Puts
Pseudo strike
61.38
IV
57.5%
B/E move
0.9%

Options history

IV · four-Friday blend45.72%
Daily EOD
ATMU39.6%42.9%46.2%2026-10-19: 40.45%2026-10-20: 40.06%2026-10-21: 43.06%2026-10-22: 43.69%2026-10-23: 43.37%2026-10-26: 44.31%2026-10-27: 43.59%2026-10-28: 41.58%2026-10-29: 42.82%2026-10-30: 45.72%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.45%
40.06%
43.06%
43.69%
43.37%
44.31%
43.59%
41.58%
42.82%
45.72%