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Atomera Inc ATOM

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-10-24T05:32:54.087Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T23:59:40.323461397Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T05:32:53.506412+00:00

Share price$2.87
1D-3.3%
AH$2.92$2.96$3.01$3.05$3.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMATOM
Sold putSold callAH

Atomera Inc options

Live interpolated ATOM call and put midpoint premiums by absolute delta.Atomera Inc$0.12$0.58$1.04$1.50$1.96$0.61$2.07$3.53$4.99$6.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ATOM spot · $2.87ATOM PRICE$0.17$0.33$0.39$0.46$0.53$0.60$0.66$0.73$0.80$0.87$0.93$0.39$0.54$0.68$0.82$0.97$1.11$1.25$1.39$1.54$1.68$1.82
PutsCheap0.78×
CallsExpensive1.85×
SkewBullish-108.94 pp
Implied moveBearish±$1.63
TiltBearish30.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.13152.9%154.3%
25Δ16.42272.6%483.5%
30Δ12.15253.9%337.2%2.53109.0%25.7%
35Δ10.98241.1%298.8%2.73106.3%23.5%
40Δ9.81228.3%260.4%2.93103.7%21.4%
45Δ8.64215.5%222.0%3.14101.0%19.3%
50Δ7.48202.7%183.6%3.3498.3%17.1%
55Δ6.31189.9%145.2%3.5595.6%15.0%
60Δ5.14177.1%106.8%3.7592.9%12.9%
65Δ3.97164.3%68.4%3.9690.2%10.7%
70Δ2.80151.5%30.0%4.1687.5%8.6%
75Δ4.3684.9%6.5%
80Δ4.5782.2%4.3%

20Δ

Calls
Pseudo strike
7.13
IV
152.9%
B/E move
154.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
16.42
IV
272.6%
B/E move
483.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
12.15
IV
253.9%
B/E move
337.2%
Puts
Pseudo strike
2.53
IV
109.0%
B/E move
25.7%

35Δ

Calls
Pseudo strike
10.98
IV
241.1%
B/E move
298.8%
Puts
Pseudo strike
2.73
IV
106.3%
B/E move
23.5%

40Δ

Calls
Pseudo strike
9.81
IV
228.3%
B/E move
260.4%
Puts
Pseudo strike
2.93
IV
103.7%
B/E move
21.4%

45Δ

Calls
Pseudo strike
8.64
IV
215.5%
B/E move
222.0%
Puts
Pseudo strike
3.14
IV
101.0%
B/E move
19.3%

50Δ

Calls
Pseudo strike
7.48
IV
202.7%
B/E move
183.6%
Puts
Pseudo strike
3.34
IV
98.3%
B/E move
17.1%

55Δ

Calls
Pseudo strike
6.31
IV
189.9%
B/E move
145.2%
Puts
Pseudo strike
3.55
IV
95.6%
B/E move
15.0%

60Δ

Calls
Pseudo strike
5.14
IV
177.1%
B/E move
106.8%
Puts
Pseudo strike
3.75
IV
92.9%
B/E move
12.9%

65Δ

Calls
Pseudo strike
3.97
IV
164.3%
B/E move
68.4%
Puts
Pseudo strike
3.96
IV
90.2%
B/E move
10.7%

70Δ

Calls
Pseudo strike
2.80
IV
151.5%
B/E move
30.0%
Puts
Pseudo strike
4.16
IV
87.5%
B/E move
8.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.36
IV
84.9%
B/E move
6.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.57
IV
82.2%
B/E move
4.3%

Options history

No recorded observations