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Atomera Incorporated Common Stock ATOM

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-11-11T14:50:12.683Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-11T14:50:06.998468204Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:50:08.370291+00:00

Share price$2.96
1D-1.7%
$2.96$2.97$2.99$3.00$3.015:30 AM6:30 AM9:00 AM1:00 PMATOM
Sold putSold call

Atomera Incorporated Common Stock options

Live interpolated ATOM call and put midpoint premiums by absolute delta.Atomera Incorporated Common Stock$0.40$0.81$1.21$1.61$2.01$0.94$2.04$3.15$4.25$5.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ATOM spot · $2.96ATOM PRICE$0.45$0.52$0.60$0.67$0.74$0.82$0.89$0.45$0.59$0.74$0.88$1.03$1.17$1.32$1.46$1.61$1.75$1.90
Puts——
Calls——
Skew——
Implied moveBearish±$1.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ2.61127.7%27.1%
35Δ2.82124.8%24.8%
40Δ3.90118.5%46.8%3.03121.9%22.5%
45Δ3.68122.8%42.0%3.24119.0%20.2%
50Δ3.46127.1%37.2%3.46116.1%17.9%
55Δ3.25131.4%32.4%3.67113.2%15.6%
60Δ3.03135.8%27.6%3.88110.3%13.2%
65Δ2.82140.1%22.8%4.10107.4%10.9%
70Δ2.60144.4%18.0%4.31104.5%8.6%
75Δ4.52101.6%6.3%
80Δ4.7498.7%4.0%

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
2.61
IV
127.7%
B/E move
27.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.82
IV
124.8%
B/E move
24.8%

40Δ

Calls
Pseudo strike
3.90
IV
118.5%
B/E move
46.8%
Puts
Pseudo strike
3.03
IV
121.9%
B/E move
22.5%

45Δ

Calls
Pseudo strike
3.68
IV
122.8%
B/E move
42.0%
Puts
Pseudo strike
3.24
IV
119.0%
B/E move
20.2%

50Δ

Calls
Pseudo strike
3.46
IV
127.1%
B/E move
37.2%
Puts
Pseudo strike
3.46
IV
116.1%
B/E move
17.9%

55Δ

Calls
Pseudo strike
3.25
IV
131.4%
B/E move
32.4%
Puts
Pseudo strike
3.67
IV
113.2%
B/E move
15.6%

60Δ

Calls
Pseudo strike
3.03
IV
135.8%
B/E move
27.6%
Puts
Pseudo strike
3.88
IV
110.3%
B/E move
13.2%

65Δ

Calls
Pseudo strike
2.82
IV
140.1%
B/E move
22.8%
Puts
Pseudo strike
4.10
IV
107.4%
B/E move
10.9%

70Δ

Calls
Pseudo strike
2.60
IV
144.4%
B/E move
18.0%
Puts
Pseudo strike
4.31
IV
104.5%
B/E move
8.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.52
IV
101.6%
B/E move
6.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.74
IV
98.7%
B/E move
4.0%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations