IntraAlpha
Create free account Start free

ATN International, Inc. Common Stock ATNI

i

Market dataready · fetched 2026-11-11T04:22:13.640Z

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 · 2026-11-10T21:00:02.163501294Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T04:22:13.297406+00:00

Share price$29.93
1D+5.5%
AH$28.20$28.79$29.39$29.98$30.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMATNI
Sold putSold callAH

ATN International, Inc. Common Stock options

Live interpolated ATNI call and put midpoint premiums by absolute delta.ATN International, Inc. Common Stock$1.17$2.04$2.90$3.77$4.63$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ 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 —OPTION PRICEATNI PRICE$2.05$2.05$1.27$1.86$2.46$3.06$3.66$4.25$1.28$1.62$1.96$2.30$2.65$2.91$3.15$3.40$3.64$3.89$4.14$4.38
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
25Δ27.15109.0%13.5%
30Δ42.13275.7%47.6%27.84115.5%12.4%
35Δ36.78216.4%29.8%28.52121.9%11.2%
40Δ29.21128.3%10.1%
45Δ29.89134.7%9.0%
50Δ30.43128.9%8.0%
55Δ29.3844.2%2.4%30.94120.8%7.1%
60Δ28.7252.3%2.2%31.46112.7%6.2%
65Δ28.0660.5%2.0%31.97104.7%5.4%
70Δ27.4168.6%1.8%32.4896.6%4.5%
75Δ26.7576.7%1.6%32.9988.5%3.6%
80Δ26.0984.8%1.4%33.5080.4%2.7%

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
27.15
IV
109.0%
B/E move
13.5%

30Δ

Calls
Pseudo strike
42.13
IV
275.7%
B/E move
47.6%
Puts
Pseudo strike
27.84
IV
115.5%
B/E move
12.4%

35Δ

Calls
Pseudo strike
36.78
IV
216.4%
B/E move
29.8%
Puts
Pseudo strike
28.52
IV
121.9%
B/E move
11.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.21
IV
128.3%
B/E move
10.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.89
IV
134.7%
B/E move
9.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.43
IV
128.9%
B/E move
8.0%

55Δ

Calls
Pseudo strike
29.38
IV
44.2%
B/E move
2.4%
Puts
Pseudo strike
30.94
IV
120.8%
B/E move
7.1%

60Δ

Calls
Pseudo strike
28.72
IV
52.3%
B/E move
2.2%
Puts
Pseudo strike
31.46
IV
112.7%
B/E move
6.2%

65Δ

Calls
Pseudo strike
28.06
IV
60.5%
B/E move
2.0%
Puts
Pseudo strike
31.97
IV
104.7%
B/E move
5.4%

70Δ

Calls
Pseudo strike
27.41
IV
68.6%
B/E move
1.8%
Puts
Pseudo strike
32.48
IV
96.6%
B/E move
4.5%

75Δ

Calls
Pseudo strike
26.75
IV
76.7%
B/E move
1.6%
Puts
Pseudo strike
32.99
IV
88.5%
B/E move
3.6%

80Δ

Calls
Pseudo strike
26.09
IV
84.8%
B/E move
1.4%
Puts
Pseudo strike
33.50
IV
80.4%
B/E move
2.7%

Options history

IV · four-Friday blend72.69%
Daily EOD
ATNI61.8%67.6%73.5%2026-10-19: 62.73%2026-10-20: 63.77%2026-10-21: 62.57%2026-10-22: 66.55%2026-10-23: 65.79%2026-10-26: 66.70%2026-10-27: 67.54%2026-10-29: 72.69%Oct 19Oct 22Oct 29
8 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
62.73%
63.77%
62.57%
66.55%
65.79%
66.70%
67.54%
72.69%