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AtriCure, Inc. Common Stock ATRC

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
i

Market dataready · fetched 2026-11-04T03:19:30.928Z

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 · 2026-11-03T23:30:31.131177223Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T03:19:29.706544+00:00

Share price$59.20
1D-0.5%
AH$57.72$58.72$59.72$60.72$61.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMATRC
Sold putSold callAH

AtriCure, Inc. Common Stock options

Live interpolated ATRC call and put midpoint premiums by absolute delta.AtriCure, Inc. Common Stock$2.21$4.50$6.79$9.08$11.37$51.11$55.02$58.93$62.85$66.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ATRC spot · $59.20ATRC PRICE$3.18$3.64$4.09$4.85$5.74$6.62$7.74$9.22$10.71$2.45$2.46$2.47$2.72$3.04$3.35$3.67$4.13$4.60$5.08$5.55$6.03
Puts——
Calls——
Skew——
Implied moveBullish±$7.76
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.86155.8%25.0%
25Δ50.54124.9%18.8%
30Δ54.2194.0%12.6%
35Δ56.0182.9%10.0%
40Δ64.1197.9%13.7%57.3077.2%8.3%
45Δ62.3194.0%11.4%58.5971.5%6.7%
50Δ60.5190.2%9.1%59.8865.8%5.1%
55Δ58.9290.5%7.7%60.7962.8%4.3%
60Δ57.4292.5%6.7%61.6760.0%3.6%
65Δ55.9194.5%5.6%62.5557.2%2.9%
70Δ54.2297.2%4.7%63.4354.5%2.2%
75Δ52.24101.0%3.8%64.3151.7%1.6%
80Δ50.26104.8%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.86
IV
155.8%
B/E move
25.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.54
IV
124.9%
B/E move
18.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.21
IV
94.0%
B/E move
12.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.01
IV
82.9%
B/E move
10.0%

40Δ

Calls
Pseudo strike
64.11
IV
97.9%
B/E move
13.7%
Puts
Pseudo strike
57.30
IV
77.2%
B/E move
8.3%

45Δ

Calls
Pseudo strike
62.31
IV
94.0%
B/E move
11.4%
Puts
Pseudo strike
58.59
IV
71.5%
B/E move
6.7%

50Δ

Calls
Pseudo strike
60.51
IV
90.2%
B/E move
9.1%
Puts
Pseudo strike
59.88
IV
65.8%
B/E move
5.1%

55Δ

Calls
Pseudo strike
58.92
IV
90.5%
B/E move
7.7%
Puts
Pseudo strike
60.79
IV
62.8%
B/E move
4.3%

60Δ

Calls
Pseudo strike
57.42
IV
92.5%
B/E move
6.7%
Puts
Pseudo strike
61.67
IV
60.0%
B/E move
3.6%

65Δ

Calls
Pseudo strike
55.91
IV
94.5%
B/E move
5.6%
Puts
Pseudo strike
62.55
IV
57.2%
B/E move
2.9%

70Δ

Calls
Pseudo strike
54.22
IV
97.2%
B/E move
4.7%
Puts
Pseudo strike
63.43
IV
54.5%
B/E move
2.2%

75Δ

Calls
Pseudo strike
52.24
IV
101.0%
B/E move
3.8%
Puts
Pseudo strike
64.31
IV
51.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
50.26
IV
104.8%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend52.79%
Daily EOD
ATRC47.4%50.3%53.2%2026-10-19: 48.48%2026-10-20: 47.75%2026-10-21: 49.05%2026-10-22: 48.81%2026-10-23: 50.30%2026-10-26: 50.11%2026-10-27: 50.31%2026-10-28: 50.42%2026-10-29: 50.53%2026-10-30: 52.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.48%
47.75%
49.05%
48.81%
50.30%
50.11%
50.31%
50.42%
50.53%
52.79%