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ATS Corporation ATS

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Market datapartial · fetched 2026-10-23T04:11:11.612Z

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 · 2026-10-22T23:00:00.002025909Z

FundamentalsAlpha Vantage · unavailable

Share price$19.10
1D+0.4%
AH$18.98$19.10$19.22$19.33$19.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMATS
Sold putSold callAH

ATS Corporation options

Live interpolated ATS call and put midpoint premiums by absolute delta.ATS Corporation$0.27$1.25$2.24$3.22$4.20$14.90$17.12$19.34$21.56$23.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ATS spot · $19.10ATS PRICE$0.38$0.45$0.53$0.62$0.71$0.90$1.11$1.31$1.52$1.72$1.93$2.14$2.88$0.43$0.47$0.63$0.79$0.95$1.12$1.28$1.44$1.66$2.19$2.72$3.25$3.92
PutsCheap0.91×
CallsCheap0.79×
SkewBearish+0.55 pp
Implied moveBearish±$2.38
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.4771.6%24.9%16.3870.9%16.5%
25Δ22.0061.2%17.5%17.4655.6%11.0%
30Δ21.3657.9%14.6%17.8654.6%9.8%
35Δ20.7254.6%11.8%18.2254.0%8.7%
40Δ20.0951.2%8.9%18.5953.4%7.7%
45Δ19.6851.3%7.8%18.9652.9%6.6%
50Δ19.3251.9%6.9%19.3352.3%5.5%
55Δ18.9552.5%6.1%19.6951.7%4.4%
60Δ18.5953.1%5.3%20.1051.8%3.5%
65Δ18.2253.8%4.4%20.7355.1%3.0%
70Δ17.8654.4%3.6%21.3558.3%2.5%
75Δ17.4855.1%2.7%21.9761.6%2.0%
80Δ16.6561.7%2.3%22.7365.4%1.5%

20Δ

Calls
Pseudo strike
23.47
IV
71.6%
B/E move
24.9%
Puts
Pseudo strike
16.38
IV
70.9%
B/E move
16.5%

25Δ

Calls
Pseudo strike
22.00
IV
61.2%
B/E move
17.5%
Puts
Pseudo strike
17.46
IV
55.6%
B/E move
11.0%

30Δ

Calls
Pseudo strike
21.36
IV
57.9%
B/E move
14.6%
Puts
Pseudo strike
17.86
IV
54.6%
B/E move
9.8%

35Δ

Calls
Pseudo strike
20.72
IV
54.6%
B/E move
11.8%
Puts
Pseudo strike
18.22
IV
54.0%
B/E move
8.7%

40Δ

Calls
Pseudo strike
20.09
IV
51.2%
B/E move
8.9%
Puts
Pseudo strike
18.59
IV
53.4%
B/E move
7.7%

45Δ

Calls
Pseudo strike
19.68
IV
51.3%
B/E move
7.8%
Puts
Pseudo strike
18.96
IV
52.9%
B/E move
6.6%

50Δ

Calls
Pseudo strike
19.32
IV
51.9%
B/E move
6.9%
Puts
Pseudo strike
19.33
IV
52.3%
B/E move
5.5%

55Δ

Calls
Pseudo strike
18.95
IV
52.5%
B/E move
6.1%
Puts
Pseudo strike
19.69
IV
51.7%
B/E move
4.4%

60Δ

Calls
Pseudo strike
18.59
IV
53.1%
B/E move
5.3%
Puts
Pseudo strike
20.10
IV
51.8%
B/E move
3.5%

65Δ

Calls
Pseudo strike
18.22
IV
53.8%
B/E move
4.4%
Puts
Pseudo strike
20.73
IV
55.1%
B/E move
3.0%

70Δ

Calls
Pseudo strike
17.86
IV
54.4%
B/E move
3.6%
Puts
Pseudo strike
21.35
IV
58.3%
B/E move
2.5%

75Δ

Calls
Pseudo strike
17.48
IV
55.1%
B/E move
2.7%
Puts
Pseudo strike
21.97
IV
61.6%
B/E move
2.0%

80Δ

Calls
Pseudo strike
16.65
IV
61.7%
B/E move
2.3%
Puts
Pseudo strike
22.73
IV
65.4%
B/E move
1.5%

Options history

ATS46.1849.5052.822026-10-20: 52.36%2026-10-21: 46.64%Oct 20Oct 21
Table
DateIV
52.36%
46.64%