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AtriCure, Inc. Common Stock ATRC

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Market datapartial · fetched 2026-10-22T18:30:31.762Z

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 · 2026-10-22T18:27:42.520010884Z

FundamentalsAlpha Vantage · unavailable

Share price$59.06
1D+1.7%
$57.96$58.31$58.67$59.02$59.375:30 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$1.73$5.08$8.43$11.78$15.13$43.88$51.58$59.28$66.99$74.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ATRC spot · $59.06ATRC PRICE$2.09$2.74$3.12$3.51$3.90$4.29$4.67$5.06$5.45$5.83$7.14$8.83$2.47$2.50$2.54$3.41$4.60$5.80$6.99$8.19$9.38$10.58$11.77$12.97$14.17
PutsExpensive1.63×
CallsExpensive1.71×
SkewBullish-2.70 pp
Implied moveBearish±$11.28
TiltBearish25.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.79118.9%25.0%
25Δ73.4294.3%27.9%50.3896.6%18.9%
30Δ73.37102.0%28.9%53.9874.3%12.9%
35Δ71.1596.2%25.8%56.2567.7%10.5%
40Δ68.9490.3%22.7%57.9967.4%9.6%
45Δ66.7384.5%19.6%59.7467.1%8.7%
50Δ64.5178.7%16.5%61.4966.7%7.7%
55Δ62.3072.8%13.4%63.2366.4%6.8%
60Δ60.0967.0%10.3%64.9866.1%5.9%
65Δ57.8761.2%7.2%66.7265.8%4.9%
70Δ55.6655.3%4.1%68.4765.4%4.0%
75Δ53.5854.1%2.8%70.2165.1%3.1%
80Δ51.5754.8%2.3%71.9664.8%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.79
IV
118.9%
B/E move
25.0%

25Δ

Calls
Pseudo strike
73.42
IV
94.3%
B/E move
27.9%
Puts
Pseudo strike
50.38
IV
96.6%
B/E move
18.9%

30Δ

Calls
Pseudo strike
73.37
IV
102.0%
B/E move
28.9%
Puts
Pseudo strike
53.98
IV
74.3%
B/E move
12.9%

35Δ

Calls
Pseudo strike
71.15
IV
96.2%
B/E move
25.8%
Puts
Pseudo strike
56.25
IV
67.7%
B/E move
10.5%

40Δ

Calls
Pseudo strike
68.94
IV
90.3%
B/E move
22.7%
Puts
Pseudo strike
57.99
IV
67.4%
B/E move
9.6%

45Δ

Calls
Pseudo strike
66.73
IV
84.5%
B/E move
19.6%
Puts
Pseudo strike
59.74
IV
67.1%
B/E move
8.7%

50Δ

Calls
Pseudo strike
64.51
IV
78.7%
B/E move
16.5%
Puts
Pseudo strike
61.49
IV
66.7%
B/E move
7.7%

55Δ

Calls
Pseudo strike
62.30
IV
72.8%
B/E move
13.4%
Puts
Pseudo strike
63.23
IV
66.4%
B/E move
6.8%

60Δ

Calls
Pseudo strike
60.09
IV
67.0%
B/E move
10.3%
Puts
Pseudo strike
64.98
IV
66.1%
B/E move
5.9%

65Δ

Calls
Pseudo strike
57.87
IV
61.2%
B/E move
7.2%
Puts
Pseudo strike
66.72
IV
65.8%
B/E move
4.9%

70Δ

Calls
Pseudo strike
55.66
IV
55.3%
B/E move
4.1%
Puts
Pseudo strike
68.47
IV
65.4%
B/E move
4.0%

75Δ

Calls
Pseudo strike
53.58
IV
54.1%
B/E move
2.8%
Puts
Pseudo strike
70.21
IV
65.1%
B/E move
3.1%

80Δ

Calls
Pseudo strike
51.57
IV
54.8%
B/E move
2.3%
Puts
Pseudo strike
71.96
IV
64.8%
B/E move
2.1%

Options history

ATRC47.6548.4049.152026-10-20: 47.75%2026-10-21: 49.05%Oct 20Oct 21
Table
DateIV
47.75%
49.05%