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Atossa Therapeutics, Inc. Common Stock ATOS

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Market datapartial · fetched 2026-11-04T06:58:30.819Z

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 · 2026-11-03T21:17:35.344568359Z

FundamentalsAlpha Vantage · unavailable

Share price$2.27
1D+4.1%
AH$2.17$2.22$2.27$2.31$2.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMATOS
Sold putSold callAH

Atossa Therapeutics, Inc. Common Stock options

Live interpolated ATOS call and put midpoint premiums by absolute delta.Atossa Therapeutics, Inc. Common Stock$0.34$0.52$0.69$0.87$1.05$1.45$1.87$2.30$2.73$3.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ATOS spot · $2.27ATOS PRICE$0.36$0.41$0.46$0.51$0.57$0.79$1.00$0.48$0.51$0.55$0.58$0.61$0.65$0.68$0.71$0.75$0.78$0.94
Puts——
Calls——
Skew——
Implied moveBearish±$0.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ2.01337.6%32.5%
35Δ2.11317.3%29.4%
40Δ2.22297.1%26.4%
45Δ2.32276.9%23.3%
50Δ2.41191.1%21.8%2.42256.7%20.2%
55Δ2.30200.1%19.4%2.53236.5%17.2%
60Δ2.20209.1%16.9%2.63216.3%14.1%
65Δ2.09218.1%14.5%2.73196.1%11.0%
70Δ1.97233.3%12.2%2.84175.9%8.0%
75Δ1.74295.7%11.2%2.94155.6%4.9%
80Δ1.50358.2%10.1%3.15147.7%2.8%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.01
IV
337.6%
B/E move
32.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.11
IV
317.3%
B/E move
29.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.22
IV
297.1%
B/E move
26.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.32
IV
276.9%
B/E move
23.3%

50Δ

Calls
Pseudo strike
2.41
IV
191.1%
B/E move
21.8%
Puts
Pseudo strike
2.42
IV
256.7%
B/E move
20.2%

55Δ

Calls
Pseudo strike
2.30
IV
200.1%
B/E move
19.4%
Puts
Pseudo strike
2.53
IV
236.5%
B/E move
17.2%

60Δ

Calls
Pseudo strike
2.20
IV
209.1%
B/E move
16.9%
Puts
Pseudo strike
2.63
IV
216.3%
B/E move
14.1%

65Δ

Calls
Pseudo strike
2.09
IV
218.1%
B/E move
14.5%
Puts
Pseudo strike
2.73
IV
196.1%
B/E move
11.0%

70Δ

Calls
Pseudo strike
1.97
IV
233.3%
B/E move
12.2%
Puts
Pseudo strike
2.84
IV
175.9%
B/E move
8.0%

75Δ

Calls
Pseudo strike
1.74
IV
295.7%
B/E move
11.2%
Puts
Pseudo strike
2.94
IV
155.6%
B/E move
4.9%

80Δ

Calls
Pseudo strike
1.50
IV
358.2%
B/E move
10.1%
Puts
Pseudo strike
3.15
IV
147.7%
B/E move
2.8%

Options history

IV · four-Friday blend184.38%
Daily EOD
ATOS127.5%158.0%188.6%2026-10-19: 139.39%2026-10-20: 155.22%2026-10-21: 140.36%2026-10-22: 131.71%2026-10-26: 151.30%2026-10-27: 168.47%2026-10-28: 184.38%Oct 19Oct 22Oct 28
7 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
139.39%
155.22%
140.36%
131.71%
151.30%
168.47%
184.38%