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Atossa Therapeutics, Inc. Common Stock ATOS

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Market datapartial · fetched 2026-11-11T05:54:22.812Z

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 · 2026-11-10T22:09:31.397960319Z

FundamentalsAlpha Vantage · unavailable

Share price$2.16
1D+2.9%
AH$2.06$2.12$2.19$2.26$2.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMATOS
Sold putSold callAH

Atossa Therapeutics, Inc. Common Stock options

Live interpolated ATOS call and put midpoint premiums by absolute delta.Atossa Therapeutics, Inc. Common Stock$0.32$0.52$0.72$0.92$1.12$1.54$1.88$2.21$2.54$2.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ 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 —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive ATOS spot · $2.16ATOS PRICE$0.35$0.39$0.44$0.49$0.50$0.50$0.50$0.53$0.59$0.64$0.69$0.75$0.80$0.86$0.91$1.06
Puts——
Calls——
Skew——
Implied moveBearish±$1.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.43642.6%56.7%
25Δ1.67557.9%45.9%
30Δ1.90473.2%35.1%
35Δ2.07424.3%28.8%
40Δ2.19400.9%25.7%
45Δ2.31377.4%22.6%
50Δ2.38280.1%26.4%2.43354.0%19.6%
55Δ2.26289.7%23.0%2.55330.5%16.5%
60Δ2.14299.4%19.7%2.67307.0%13.4%
65Δ2.02309.0%16.3%2.79283.6%10.4%
70Δ2.91260.1%7.3%
75Δ3.12249.5%4.8%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.43
IV
642.6%
B/E move
56.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.67
IV
557.9%
B/E move
45.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.90
IV
473.2%
B/E move
35.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.07
IV
424.3%
B/E move
28.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.19
IV
400.9%
B/E move
25.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.31
IV
377.4%
B/E move
22.6%

50Δ

Calls
Pseudo strike
2.38
IV
280.1%
B/E move
26.4%
Puts
Pseudo strike
2.43
IV
354.0%
B/E move
19.6%

55Δ

Calls
Pseudo strike
2.26
IV
289.7%
B/E move
23.0%
Puts
Pseudo strike
2.55
IV
330.5%
B/E move
16.5%

60Δ

Calls
Pseudo strike
2.14
IV
299.4%
B/E move
19.7%
Puts
Pseudo strike
2.67
IV
307.0%
B/E move
13.4%

65Δ

Calls
Pseudo strike
2.02
IV
309.0%
B/E move
16.3%
Puts
Pseudo strike
2.79
IV
283.6%
B/E move
10.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.91
IV
260.1%
B/E move
7.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.12
IV
249.5%
B/E move
4.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend184.38%
Daily EOD
ATOS127.5%158.0%188.6%2026-10-19: 139.39%2026-10-20: 155.22%2026-10-21: 140.36%2026-10-22: 131.71%2026-10-26: 151.30%2026-10-27: 168.47%2026-10-28: 184.38%Oct 19Oct 22Oct 28
7 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
139.39%
155.22%
140.36%
131.71%
151.30%
168.47%
184.38%