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Atomera Incorporated Common Stock ATOM

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Market datapartial · fetched 2026-10-22T16:21:05.269Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:19:51.394285001Z

FundamentalsAlpha Vantage · unavailable

Share price$3.22
1D-4.2%
$3.09$3.27$3.46$3.64$3.825:30 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$0.09$0.56$1.04$1.51$1.98$1.38$2.36$3.35$4.33$5.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ATOM spot · $3.22ATOM PRICE$0.14$0.18$0.25$0.32$0.39$0.46$0.53$0.59$0.66$0.73$0.80$0.87$0.35$0.48$0.62$0.76$0.89$1.03$1.16$1.30$1.44$1.57$1.71$1.84
PutsExpensive1.15×
CallsExpensive1.35×
SkewBearish+1.06 pp
Implied moveBearish±$1.55
TiltBearish37.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.66169.5%80.3%
25Δ4.97165.5%60.0%2.61177.4%29.6%
30Δ4.74164.1%55.1%2.83174.3%27.3%
35Δ4.51162.6%50.1%3.04171.2%24.9%
40Δ4.29161.2%45.2%3.25168.1%22.5%
45Δ4.06159.7%40.3%3.46165.0%20.1%
50Δ3.83158.3%35.3%3.68161.9%17.7%
55Δ3.61156.9%30.4%3.89158.7%15.4%
60Δ3.38155.4%25.5%4.10155.6%13.0%
65Δ3.15154.0%20.5%4.31152.5%10.6%
70Δ2.92152.5%15.6%4.53149.4%8.2%
75Δ2.70151.1%10.6%4.74146.3%5.9%
80Δ4.95143.2%3.5%

20Δ

Calls
Pseudo strike
5.66
IV
169.5%
B/E move
80.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.97
IV
165.5%
B/E move
60.0%
Puts
Pseudo strike
2.61
IV
177.4%
B/E move
29.6%

30Δ

Calls
Pseudo strike
4.74
IV
164.1%
B/E move
55.1%
Puts
Pseudo strike
2.83
IV
174.3%
B/E move
27.3%

35Δ

Calls
Pseudo strike
4.51
IV
162.6%
B/E move
50.1%
Puts
Pseudo strike
3.04
IV
171.2%
B/E move
24.9%

40Δ

Calls
Pseudo strike
4.29
IV
161.2%
B/E move
45.2%
Puts
Pseudo strike
3.25
IV
168.1%
B/E move
22.5%

45Δ

Calls
Pseudo strike
4.06
IV
159.7%
B/E move
40.3%
Puts
Pseudo strike
3.46
IV
165.0%
B/E move
20.1%

50Δ

Calls
Pseudo strike
3.83
IV
158.3%
B/E move
35.3%
Puts
Pseudo strike
3.68
IV
161.9%
B/E move
17.7%

55Δ

Calls
Pseudo strike
3.61
IV
156.9%
B/E move
30.4%
Puts
Pseudo strike
3.89
IV
158.7%
B/E move
15.4%

60Δ

Calls
Pseudo strike
3.38
IV
155.4%
B/E move
25.5%
Puts
Pseudo strike
4.10
IV
155.6%
B/E move
13.0%

65Δ

Calls
Pseudo strike
3.15
IV
154.0%
B/E move
20.5%
Puts
Pseudo strike
4.31
IV
152.5%
B/E move
10.6%

70Δ

Calls
Pseudo strike
2.92
IV
152.5%
B/E move
15.6%
Puts
Pseudo strike
4.53
IV
149.4%
B/E move
8.2%

75Δ

Calls
Pseudo strike
2.70
IV
151.1%
B/E move
10.6%
Puts
Pseudo strike
4.74
IV
146.3%
B/E move
5.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.95
IV
143.2%
B/E move
3.5%

Options history

No recorded observations