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ATS Corporation ATS

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-03T21:54:22.458Z

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 · 2026-11-03T21:10:00.001712165Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T21:54:21.569757+00:00

Share price$18.96
1D-1.2%
AH$18.86$18.95$19.04$19.12$19.215:30 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$0.28$1.02$1.77$2.51$3.25$15.60$17.50$19.41$21.31$23.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ATS spot · $18.96ATS PRICE$0.36$0.49$0.62$0.75$0.88$1.08$1.34$1.59$1.85$2.10$2.36$2.70$3.04$0.43$0.48$0.59$0.74$0.88$1.02$1.16$1.30$1.44$1.63$1.96$2.30$2.63
PutsExpensive2.21×
CallsExpensive2.54×
SkewBullish-21.94 pp
Implied moveBullish±$2.50
TiltBullish7.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.6185.6%21.1%16.1893.3%16.9%
25Δ21.9985.2%18.5%17.1775.5%12.0%
30Δ21.4084.2%16.1%17.7268.5%9.6%
35Δ20.8183.2%13.7%18.0666.9%8.6%
40Δ20.2382.2%11.3%18.4065.3%7.6%
45Δ19.7283.1%9.7%18.7463.7%6.6%
50Δ19.2785.2%8.7%19.0762.1%5.5%
55Δ18.8187.3%7.6%19.4160.5%4.5%
60Δ18.3689.4%6.5%19.7558.9%3.5%
65Δ17.9091.4%5.5%20.1057.4%2.6%
70Δ17.4492.7%4.5%20.5255.9%2.1%
75Δ16.9588.1%3.7%20.9354.5%1.7%
80Δ16.4783.5%2.9%21.3553.0%1.3%

20Δ

Calls
Pseudo strike
22.61
IV
85.6%
B/E move
21.1%
Puts
Pseudo strike
16.18
IV
93.3%
B/E move
16.9%

25Δ

Calls
Pseudo strike
21.99
IV
85.2%
B/E move
18.5%
Puts
Pseudo strike
17.17
IV
75.5%
B/E move
12.0%

30Δ

Calls
Pseudo strike
21.40
IV
84.2%
B/E move
16.1%
Puts
Pseudo strike
17.72
IV
68.5%
B/E move
9.6%

35Δ

Calls
Pseudo strike
20.81
IV
83.2%
B/E move
13.7%
Puts
Pseudo strike
18.06
IV
66.9%
B/E move
8.6%

40Δ

Calls
Pseudo strike
20.23
IV
82.2%
B/E move
11.3%
Puts
Pseudo strike
18.40
IV
65.3%
B/E move
7.6%

45Δ

Calls
Pseudo strike
19.72
IV
83.1%
B/E move
9.7%
Puts
Pseudo strike
18.74
IV
63.7%
B/E move
6.6%

50Δ

Calls
Pseudo strike
19.27
IV
85.2%
B/E move
8.7%
Puts
Pseudo strike
19.07
IV
62.1%
B/E move
5.5%

55Δ

Calls
Pseudo strike
18.81
IV
87.3%
B/E move
7.6%
Puts
Pseudo strike
19.41
IV
60.5%
B/E move
4.5%

60Δ

Calls
Pseudo strike
18.36
IV
89.4%
B/E move
6.5%
Puts
Pseudo strike
19.75
IV
58.9%
B/E move
3.5%

65Δ

Calls
Pseudo strike
17.90
IV
91.4%
B/E move
5.5%
Puts
Pseudo strike
20.10
IV
57.4%
B/E move
2.6%

70Δ

Calls
Pseudo strike
17.44
IV
92.7%
B/E move
4.5%
Puts
Pseudo strike
20.52
IV
55.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
16.95
IV
88.1%
B/E move
3.7%
Puts
Pseudo strike
20.93
IV
54.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
16.47
IV
83.5%
B/E move
2.9%
Puts
Pseudo strike
21.35
IV
53.0%
B/E move
1.3%

Options history

IV · four-Friday blend57.94%
Daily EOD
ATS45.1%52.0%58.9%2026-10-20: 52.36%2026-10-21: 46.64%2026-10-22: 48.45%2026-10-23: 48.15%2026-10-26: 53.95%2026-10-27: 47.10%2026-10-28: 56.78%2026-10-29: 46.08%2026-10-30: 57.94%Oct 20Oct 26Oct 30
9 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
52.36%
46.64%
48.45%
48.15%
53.95%
47.10%
56.78%
46.08%
57.94%