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ATS Corporation ATS

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-10-24T07:37:13.823Z

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 · 2026-10-23T23:00:00.002090587Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T07:37:14.044358+00:00

Share price$18.94
1D+1.3%
AH$18.61$18.74$18.87$19.00$19.135:30 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$0.34$1.16$1.98$2.80$3.62$14.78$16.98$19.17$21.37$23.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ATS spot · $18.94ATS PRICE$0.50$0.52$0.60$0.68$0.76$0.97$1.18$1.40$1.61$1.82$2.03$2.42$2.89$0.47$0.43$0.60$0.79$0.98$1.17$1.36$1.55$1.74$2.14$2.55$2.97$3.38
PutsCheap0.89×
CallsCheap0.89×
SkewBullish-8.58 pp
Implied moveBearish±$2.54
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.01104.9%40.0%16.0878.6%17.5%
25Δ22.3274.1%20.6%17.4351.7%10.2%
30Δ21.5368.0%16.8%17.8451.1%9.0%
35Δ20.7461.9%13.1%18.1951.9%8.1%
40Δ19.9856.2%9.5%18.5552.7%7.2%
45Δ19.5957.1%8.6%18.9153.6%6.4%
50Δ19.2057.9%7.6%19.2654.4%5.5%
55Δ18.8158.7%6.7%19.6255.2%4.6%
60Δ18.4159.5%5.7%19.9856.0%3.7%
65Δ18.0260.4%4.8%20.4956.4%3.1%
70Δ17.6361.2%3.8%21.0156.7%2.5%
75Δ17.1161.8%3.1%21.5457.1%1.9%
80Δ16.5162.4%2.4%22.0657.4%1.4%

20Δ

Calls
Pseudo strike
26.01
IV
104.9%
B/E move
40.0%
Puts
Pseudo strike
16.08
IV
78.6%
B/E move
17.5%

25Δ

Calls
Pseudo strike
22.32
IV
74.1%
B/E move
20.6%
Puts
Pseudo strike
17.43
IV
51.7%
B/E move
10.2%

30Δ

Calls
Pseudo strike
21.53
IV
68.0%
B/E move
16.8%
Puts
Pseudo strike
17.84
IV
51.1%
B/E move
9.0%

35Δ

Calls
Pseudo strike
20.74
IV
61.9%
B/E move
13.1%
Puts
Pseudo strike
18.19
IV
51.9%
B/E move
8.1%

40Δ

Calls
Pseudo strike
19.98
IV
56.2%
B/E move
9.5%
Puts
Pseudo strike
18.55
IV
52.7%
B/E move
7.2%

45Δ

Calls
Pseudo strike
19.59
IV
57.1%
B/E move
8.6%
Puts
Pseudo strike
18.91
IV
53.6%
B/E move
6.4%

50Δ

Calls
Pseudo strike
19.20
IV
57.9%
B/E move
7.6%
Puts
Pseudo strike
19.26
IV
54.4%
B/E move
5.5%

55Δ

Calls
Pseudo strike
18.81
IV
58.7%
B/E move
6.7%
Puts
Pseudo strike
19.62
IV
55.2%
B/E move
4.6%

60Δ

Calls
Pseudo strike
18.41
IV
59.5%
B/E move
5.7%
Puts
Pseudo strike
19.98
IV
56.0%
B/E move
3.7%

65Δ

Calls
Pseudo strike
18.02
IV
60.4%
B/E move
4.8%
Puts
Pseudo strike
20.49
IV
56.4%
B/E move
3.1%

70Δ

Calls
Pseudo strike
17.63
IV
61.2%
B/E move
3.8%
Puts
Pseudo strike
21.01
IV
56.7%
B/E move
2.5%

75Δ

Calls
Pseudo strike
17.11
IV
61.8%
B/E move
3.1%
Puts
Pseudo strike
21.54
IV
57.1%
B/E move
1.9%

80Δ

Calls
Pseudo strike
16.51
IV
62.4%
B/E move
2.4%
Puts
Pseudo strike
22.06
IV
57.4%
B/E move
1.4%

Options history

ATS46.1849.5052.822026-10-20: 52.36%2026-10-21: 46.64%2026-10-22: 48.45%Oct 20Oct 22
Table
DateIV
52.36%
46.64%
48.45%