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AtriCure, Inc. Common Stock ATRC

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Market datapartial · fetched 2026-10-22T20:47:25.319Z

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 · 2026-10-22T20:00:01.458417752Z

FundamentalsAlpha Vantage · unavailable

Share price$59.30
1D+2.1%
AH$57.95$58.34$58.73$59.13$59.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMATRC
Sold putSold callAH

AtriCure, Inc. Common Stock options

Live interpolated ATRC call and put midpoint premiums by absolute delta.AtriCure, Inc. Common Stock$1.69$4.04$6.38$8.72$11.07$45.41$52.49$59.57$66.65$73.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ATRC spot · $59.30ATRC PRICE$1.94$2.45$2.45$2.38$2.75$3.14$3.54$4.10$4.72$5.33$5.95$7.02$8.40$2.45$2.46$2.47$2.85$3.29$3.73$4.25$5.09$5.93$6.76$7.77$9.08$10.39
PutsExpensive1.48×
CallsExpensive1.58×
SkewBullish-3.27 pp
Implied moveBearish±$7.79
TiltBearish10.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.94117.7%43.1%47.00118.5%24.9%
25Δ78.63115.7%36.7%50.7594.8%18.6%
30Δ69.8187.1%21.8%54.5071.1%12.3%
35Δ65.1366.8%13.8%56.1965.3%10.1%
40Δ63.4863.7%11.7%57.5562.3%8.5%
45Δ61.9261.1%9.7%58.9259.3%6.9%
50Δ60.3658.5%7.7%60.2857.0%5.5%
55Δ59.0857.4%6.5%61.5756.9%4.7%
60Δ57.8856.7%5.6%62.8756.9%4.0%
65Δ56.6856.0%4.6%64.1756.9%3.2%
70Δ55.4855.3%3.6%65.6056.7%2.5%
75Δ53.9756.1%2.9%67.2556.2%1.9%
80Δ52.2558.0%2.3%68.9155.7%1.3%

20Δ

Calls
Pseudo strike
82.94
IV
117.7%
B/E move
43.1%
Puts
Pseudo strike
47.00
IV
118.5%
B/E move
24.9%

25Δ

Calls
Pseudo strike
78.63
IV
115.7%
B/E move
36.7%
Puts
Pseudo strike
50.75
IV
94.8%
B/E move
18.6%

30Δ

Calls
Pseudo strike
69.81
IV
87.1%
B/E move
21.8%
Puts
Pseudo strike
54.50
IV
71.1%
B/E move
12.3%

35Δ

Calls
Pseudo strike
65.13
IV
66.8%
B/E move
13.8%
Puts
Pseudo strike
56.19
IV
65.3%
B/E move
10.1%

40Δ

Calls
Pseudo strike
63.48
IV
63.7%
B/E move
11.7%
Puts
Pseudo strike
57.55
IV
62.3%
B/E move
8.5%

45Δ

Calls
Pseudo strike
61.92
IV
61.1%
B/E move
9.7%
Puts
Pseudo strike
58.92
IV
59.3%
B/E move
6.9%

50Δ

Calls
Pseudo strike
60.36
IV
58.5%
B/E move
7.7%
Puts
Pseudo strike
60.28
IV
57.0%
B/E move
5.5%

55Δ

Calls
Pseudo strike
59.08
IV
57.4%
B/E move
6.5%
Puts
Pseudo strike
61.57
IV
56.9%
B/E move
4.7%

60Δ

Calls
Pseudo strike
57.88
IV
56.7%
B/E move
5.6%
Puts
Pseudo strike
62.87
IV
56.9%
B/E move
4.0%

65Δ

Calls
Pseudo strike
56.68
IV
56.0%
B/E move
4.6%
Puts
Pseudo strike
64.17
IV
56.9%
B/E move
3.2%

70Δ

Calls
Pseudo strike
55.48
IV
55.3%
B/E move
3.6%
Puts
Pseudo strike
65.60
IV
56.7%
B/E move
2.5%

75Δ

Calls
Pseudo strike
53.97
IV
56.1%
B/E move
2.9%
Puts
Pseudo strike
67.25
IV
56.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
52.25
IV
58.0%
B/E move
2.3%
Puts
Pseudo strike
68.91
IV
55.7%
B/E move
1.3%

Options history

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