IntraAlpha
Create free account Start free

Astronics Corporation ATRO

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-10-15T20:33:11.683Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:02.804387123Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:10.772851+00:00

Share price$61.57
1D+1.4%
AH$59.20$59.86$60.52$61.18$61.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMATRO
Sold putSold callAH

Astronics Corporation options

Live interpolated ATRO call and put midpoint premiums by absolute delta.Astronics Corporation$0.40$1.32$2.24$3.15$4.07$56.65$60.44$64.23$68.02$71.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $61.57OPTION PRICELive ATRO spot · $61.57ATRO PRICE$1.08$1.15$1.22$1.29$1.36$1.43$1.50$1.57$1.64$1.71$1.78$1.85$1.92$0.50$0.50$0.64$0.95$1.27$1.59$1.90$2.22$2.54$2.86$3.17$3.49$3.81
PutsExpensive1.06×
CallsExpensive4.00×
SkewBullish-167.10 pp
Implied moveBearish±$3.40
TiltBearish13.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.46505.1%42.2%57.19158.0%7.9%
25Δ84.14466.8%38.5%58.98114.1%5.0%
30Δ81.83428.6%34.9%60.2090.1%3.3%
35Δ79.51390.4%31.2%60.6892.8%3.0%
40Δ77.19352.1%27.6%61.1695.5%2.7%
45Δ74.87313.9%23.9%61.6398.2%2.5%
50Δ72.56275.6%20.3%62.11100.8%2.2%
55Δ70.24237.4%16.6%62.59103.5%2.0%
60Δ67.92199.1%13.0%63.06106.2%1.7%
65Δ65.60160.9%9.3%63.54108.9%1.4%
70Δ63.29122.7%5.7%64.02111.6%1.2%
75Δ60.9784.4%2.0%64.50114.3%0.9%
80Δ58.6546.2%1.6%64.97117.0%0.7%

20Δ

Calls
Pseudo strike
86.46
IV
505.1%
B/E move
42.2%
Puts
Pseudo strike
57.19
IV
158.0%
B/E move
7.9%

25Δ

Calls
Pseudo strike
84.14
IV
466.8%
B/E move
38.5%
Puts
Pseudo strike
58.98
IV
114.1%
B/E move
5.0%

30Δ

Calls
Pseudo strike
81.83
IV
428.6%
B/E move
34.9%
Puts
Pseudo strike
60.20
IV
90.1%
B/E move
3.3%

35Δ

Calls
Pseudo strike
79.51
IV
390.4%
B/E move
31.2%
Puts
Pseudo strike
60.68
IV
92.8%
B/E move
3.0%

40Δ

Calls
Pseudo strike
77.19
IV
352.1%
B/E move
27.6%
Puts
Pseudo strike
61.16
IV
95.5%
B/E move
2.7%

45Δ

Calls
Pseudo strike
74.87
IV
313.9%
B/E move
23.9%
Puts
Pseudo strike
61.63
IV
98.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
72.56
IV
275.6%
B/E move
20.3%
Puts
Pseudo strike
62.11
IV
100.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
70.24
IV
237.4%
B/E move
16.6%
Puts
Pseudo strike
62.59
IV
103.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
67.92
IV
199.1%
B/E move
13.0%
Puts
Pseudo strike
63.06
IV
106.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
65.60
IV
160.9%
B/E move
9.3%
Puts
Pseudo strike
63.54
IV
108.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
63.29
IV
122.7%
B/E move
5.7%
Puts
Pseudo strike
64.02
IV
111.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
60.97
IV
84.4%
B/E move
2.0%
Puts
Pseudo strike
64.50
IV
114.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
58.65
IV
46.2%
B/E move
1.6%
Puts
Pseudo strike
64.97
IV
117.0%
B/E move
0.7%