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AtriCure, Inc. Common Stock ATRC

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
i

Market dataready · fetched 2026-11-13T17:10:23.854Z

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 · 2026-11-13T17:07:38.698472973Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T17:10:22.971260+00:00

Share price$56.27
1D+0.5%
$55.90$56.15$56.41$56.66$56.915:30 AM6:30 AM9:00 AM1:00 PMATRC
Sold putSold call

AtriCure, Inc. Common Stock options

Live interpolated ATRC call and put midpoint premiums by absolute delta.AtriCure, Inc. Common Stock$0.51$1.48$2.44$3.41$4.37$51.07$53.63$56.19$58.74$61.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ATRC spot · $56.27ATRC PRICE$0.78$0.93$1.08$1.23$1.39$1.54$1.69$1.84$2.00$2.55$3.32$4.10$0.62$0.75$0.89$1.02$1.25$1.50$1.76$2.01$2.26$2.51$2.76$3.01$3.27
PutsCheap0.94×
Calls——
Skew——
Implied moveBearish±$3.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.5371.1%9.5%
25Δ68.3890.2%22.9%52.6265.4%7.8%
30Δ66.7884.4%20.3%53.7059.7%6.1%
35Δ65.1878.7%17.8%54.7953.9%4.5%
40Δ63.5872.9%15.2%55.3751.4%3.8%
45Δ61.9867.1%12.6%55.8349.7%3.5%
50Δ60.3861.4%10.0%56.2848.0%3.1%
55Δ58.7855.6%7.5%56.7446.3%2.7%
60Δ57.1849.8%4.9%57.2044.6%2.4%
65Δ55.5844.1%2.3%57.6642.9%2.0%
70Δ54.4343.3%1.3%58.1141.2%1.6%
75Δ53.5445.4%1.0%58.5739.5%1.3%
80Δ52.6547.5%0.8%59.0337.8%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.53
IV
71.1%
B/E move
9.5%

25Δ

Calls
Pseudo strike
68.38
IV
90.2%
B/E move
22.9%
Puts
Pseudo strike
52.62
IV
65.4%
B/E move
7.8%

30Δ

Calls
Pseudo strike
66.78
IV
84.4%
B/E move
20.3%
Puts
Pseudo strike
53.70
IV
59.7%
B/E move
6.1%

35Δ

Calls
Pseudo strike
65.18
IV
78.7%
B/E move
17.8%
Puts
Pseudo strike
54.79
IV
53.9%
B/E move
4.5%

40Δ

Calls
Pseudo strike
63.58
IV
72.9%
B/E move
15.2%
Puts
Pseudo strike
55.37
IV
51.4%
B/E move
3.8%

45Δ

Calls
Pseudo strike
61.98
IV
67.1%
B/E move
12.6%
Puts
Pseudo strike
55.83
IV
49.7%
B/E move
3.5%

50Δ

Calls
Pseudo strike
60.38
IV
61.4%
B/E move
10.0%
Puts
Pseudo strike
56.28
IV
48.0%
B/E move
3.1%

55Δ

Calls
Pseudo strike
58.78
IV
55.6%
B/E move
7.5%
Puts
Pseudo strike
56.74
IV
46.3%
B/E move
2.7%

60Δ

Calls
Pseudo strike
57.18
IV
49.8%
B/E move
4.9%
Puts
Pseudo strike
57.20
IV
44.6%
B/E move
2.4%

65Δ

Calls
Pseudo strike
55.58
IV
44.1%
B/E move
2.3%
Puts
Pseudo strike
57.66
IV
42.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
54.43
IV
43.3%
B/E move
1.3%
Puts
Pseudo strike
58.11
IV
41.2%
B/E move
1.6%

75Δ

Calls
Pseudo strike
53.54
IV
45.4%
B/E move
1.0%
Puts
Pseudo strike
58.57
IV
39.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
52.65
IV
47.5%
B/E move
0.8%
Puts
Pseudo strike
59.03
IV
37.8%
B/E move
0.9%

Options history

IV · four-Friday blend52.79%
Daily EOD
ATRC47.4%50.3%53.2%2026-10-19: 48.48%2026-10-20: 47.75%2026-10-21: 49.05%2026-10-22: 48.81%2026-10-23: 50.30%2026-10-26: 50.11%2026-10-27: 50.31%2026-10-28: 50.42%2026-10-29: 50.53%2026-10-30: 52.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.48%
47.75%
49.05%
48.81%
50.30%
50.11%
50.31%
50.42%
50.53%
52.79%