IntraAlpha
Create free account Start free

ATN International, Inc. Common Stock ATNI

i

Market dataready · fetched 2026-11-04T00:45:23.868Z

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 · 2026-11-03T21:00:00.662151379Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T00:45:23.612580+00:00

Share price$25.50
1D+0.2%
AH$25.15$25.33$25.52$25.70$25.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMATNI
Sold putSold callAH

ATN International, Inc. Common Stock options

Live interpolated ATNI call and put midpoint premiums by absolute delta.ATN International, Inc. Common Stock$2.37$3.07$3.78$4.48$5.18$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEATNI PRICE$2.45$2.45$2.47$2.50$2.53$2.71$3.17$3.62$4.10$4.98$2.45$2.45$2.45$2.46$2.47
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.31290.5%37.8%
25Δ20.61231.2%28.8%
30Δ22.43187.2%21.7%
35Δ36.34248.3%52.1%23.57160.3%17.2%
40Δ31.40198.2%32.8%24.68134.1%12.9%
45Δ28.99167.1%23.4%
50Δ27.48143.5%17.6%
55Δ25.98120.0%11.8%
60Δ24.74104.9%7.6%
65Δ23.97105.6%6.4%
70Δ23.21106.4%5.2%
75Δ22.43107.4%4.1%
80Δ21.34112.2%3.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.31
IV
290.5%
B/E move
37.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.61
IV
231.2%
B/E move
28.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.43
IV
187.2%
B/E move
21.7%

35Δ

Calls
Pseudo strike
36.34
IV
248.3%
B/E move
52.1%
Puts
Pseudo strike
23.57
IV
160.3%
B/E move
17.2%

40Δ

Calls
Pseudo strike
31.40
IV
198.2%
B/E move
32.8%
Puts
Pseudo strike
24.68
IV
134.1%
B/E move
12.9%

45Δ

Calls
Pseudo strike
28.99
IV
167.1%
B/E move
23.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
27.48
IV
143.5%
B/E move
17.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
25.98
IV
120.0%
B/E move
11.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
24.74
IV
104.9%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
23.97
IV
105.6%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
23.21
IV
106.4%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.43
IV
107.4%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.34
IV
112.2%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend72.69%
Daily EOD
ATNI61.8%67.6%73.5%2026-10-19: 62.73%2026-10-20: 63.77%2026-10-21: 62.57%2026-10-22: 66.55%2026-10-23: 65.79%2026-10-26: 66.70%2026-10-27: 67.54%2026-10-29: 72.69%Oct 19Oct 22Oct 29
8 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
62.73%
63.77%
62.57%
66.55%
65.79%
66.70%
67.54%
72.69%