IntraAlpha
Create free account Start free

ATS Corporation ATS

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-12T14:55:10.837Z

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 · 2026-11-12T14:53:28.40888405Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:55:09.817761+00:00

Share price$17.64
1D-0.5%
$17.62$17.65$17.67$17.70$17.735:30 AM6:30 AM9:00 AM1:00 PMATS
Sold putSold call

ATS Corporation options

Live interpolated ATS call and put midpoint premiums by absolute delta.ATS Corporation$0.33$0.78$1.23$1.68$2.14$15.51$16.46$17.41$18.36$19.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ATS spot · $17.64ATS PRICE$0.38$0.38$0.41$0.44$0.47$0.50$0.54$0.57$0.38$0.38$0.38$0.38$0.38$0.46$0.68$0.90$1.12$1.34$1.56$1.79$2.01
PutsExpensive1.28×
Calls——
Skew——
Implied moveBearish±$1.21
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.79143.1%25.6%15.21125.0%15.9%
25Δ19.94105.1%15.2%15.70107.2%13.1%
30Δ19.5596.0%13.2%16.2089.5%10.3%
35Δ19.1686.8%11.1%16.6971.7%7.5%
40Δ18.7877.6%9.1%17.1953.9%4.7%
45Δ18.3968.5%7.1%17.6043.6%2.8%
50Δ18.0059.3%5.1%17.8746.0%2.5%
55Δ17.6150.1%3.0%18.1448.4%2.3%
60Δ18.4150.7%2.0%
65Δ18.6853.1%1.7%
70Δ18.9555.5%1.4%
75Δ19.2257.9%1.2%
80Δ19.4960.3%0.9%

20Δ

Calls
Pseudo strike
21.79
IV
143.1%
B/E move
25.6%
Puts
Pseudo strike
15.21
IV
125.0%
B/E move
15.9%

25Δ

Calls
Pseudo strike
19.94
IV
105.1%
B/E move
15.2%
Puts
Pseudo strike
15.70
IV
107.2%
B/E move
13.1%

30Δ

Calls
Pseudo strike
19.55
IV
96.0%
B/E move
13.2%
Puts
Pseudo strike
16.20
IV
89.5%
B/E move
10.3%

35Δ

Calls
Pseudo strike
19.16
IV
86.8%
B/E move
11.1%
Puts
Pseudo strike
16.69
IV
71.7%
B/E move
7.5%

40Δ

Calls
Pseudo strike
18.78
IV
77.6%
B/E move
9.1%
Puts
Pseudo strike
17.19
IV
53.9%
B/E move
4.7%

45Δ

Calls
Pseudo strike
18.39
IV
68.5%
B/E move
7.1%
Puts
Pseudo strike
17.60
IV
43.6%
B/E move
2.8%

50Δ

Calls
Pseudo strike
18.00
IV
59.3%
B/E move
5.1%
Puts
Pseudo strike
17.87
IV
46.0%
B/E move
2.5%

55Δ

Calls
Pseudo strike
17.61
IV
50.1%
B/E move
3.0%
Puts
Pseudo strike
18.14
IV
48.4%
B/E move
2.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.41
IV
50.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.68
IV
53.1%
B/E move
1.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.95
IV
55.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.22
IV
57.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.49
IV
60.3%
B/E move
0.9%

Options history

IV · four-Friday blend57.94%
Daily EOD
ATS45.1%52.0%58.9%2026-10-20: 52.36%2026-10-21: 46.64%2026-10-22: 48.45%2026-10-23: 48.15%2026-10-26: 53.95%2026-10-27: 47.10%2026-10-28: 56.78%2026-10-29: 46.08%2026-10-30: 57.94%Oct 20Oct 26Oct 30
9 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
52.36%
46.64%
48.45%
48.15%
53.95%
47.10%
56.78%
46.08%
57.94%