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Atlassian Corporation Class A Common Stock TEAM

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Market dataready · fetched 2026-11-11T04:00:54.296Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-11T00:44:22.43703174Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T04:00:53.614001+00:00

Share price$148.61
1D-4.0%
AH$145$147$150$153$1555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTEAM
Sold putSold callAH

Atlassian Corporation Class A Common Stock options

Live interpolated TEAM call and put midpoint premiums by absolute delta.Atlassian Corporation Class A Common Stock$0.88$2.76$4.64$6.51$8.39$-0.15$0.18$0.50$0.82$1.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICETEAM PRICE$1.09$1.23$1.48$1.81$2.19$3.20$5.72$7.36$7.85$1.25$1.43$1.90$2.36$2.93$3.14$3.63$4.09$7.06$7.13$7.20$7.53
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ157.7174.4%6.9%140.2180.0%6.5%
25Δ154.7963.2%5.0%142.7869.1%4.9%
30Δ153.2259.6%4.1%143.9971.5%4.4%
35Δ151.9458.1%3.5%145.3071.6%3.8%
40Δ150.9058.2%3.0%146.4973.4%3.4%
45Δ147.7966.4%2.7%
50Δ148.9265.0%2.2%
55Δ147.9352.6%1.7%149.9762.8%1.8%
60Δ
65Δ145.2871.4%1.6%153.0881.4%1.7%
70Δ143.4780.7%1.5%153.7972.2%1.3%
75Δ142.3674.5%1.1%154.5063.0%0.9%
80Δ155.3555.8%0.5%

20Δ

Calls
Pseudo strike
157.71
IV
74.4%
B/E move
6.9%
Puts
Pseudo strike
140.21
IV
80.0%
B/E move
6.5%

25Δ

Calls
Pseudo strike
154.79
IV
63.2%
B/E move
5.0%
Puts
Pseudo strike
142.78
IV
69.1%
B/E move
4.9%

30Δ

Calls
Pseudo strike
153.22
IV
59.6%
B/E move
4.1%
Puts
Pseudo strike
143.99
IV
71.5%
B/E move
4.4%

35Δ

Calls
Pseudo strike
151.94
IV
58.1%
B/E move
3.5%
Puts
Pseudo strike
145.30
IV
71.6%
B/E move
3.8%

40Δ

Calls
Pseudo strike
150.90
IV
58.2%
B/E move
3.0%
Puts
Pseudo strike
146.49
IV
73.4%
B/E move
3.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
147.79
IV
66.4%
B/E move
2.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
148.92
IV
65.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
147.93
IV
52.6%
B/E move
1.7%
Puts
Pseudo strike
149.97
IV
62.8%
B/E move
1.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
145.28
IV
71.4%
B/E move
1.6%
Puts
Pseudo strike
153.08
IV
81.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
143.47
IV
80.7%
B/E move
1.5%
Puts
Pseudo strike
153.79
IV
72.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
142.36
IV
74.5%
B/E move
1.1%
Puts
Pseudo strike
154.50
IV
63.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
155.35
IV
55.8%
B/E move
0.5%

Options history

IV · four-Friday blend—
Daily EOD

History unavailable

0 observations