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NCR Atleos Corporation NATL

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-04T09:27:57.498Z

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 · 2026-11-04T00:00:00.00165413Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T09:27:57.033193+00:00

Share price$46.64
1D-0.0%
AH$46.41$46.53$46.64$46.75$46.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNATL
Sold putSold callAH

NCR Atleos Corporation options

Live interpolated NATL call and put midpoint premiums by absolute delta.NCR Atleos Corporation$1.21$2.49$3.77$5.05$6.32$37.06$40.19$43.33$46.47$49.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NATL spot · $46.64NATL PRICE$2.45$1.35$1.52$1.68$1.84$2.00$2.17$2.33$2.65$4.30$5.96$2.45$2.45$2.45$2.45$2.52$2.70$2.89$3.07$3.26$3.45$3.63$3.82$5.60
PutsExpensive5.56×
Calls——
Skew——
Implied moveBearish±$4.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.15184.8%27.7%
25Δ39.91141.6%19.7%
30Δ59.45156.2%32.7%41.87119.2%15.5%
35Δ49.7862.8%9.6%43.7997.4%11.4%
40Δ49.0859.2%8.5%45.2581.7%8.4%
45Δ48.3955.6%7.4%45.9176.4%7.4%
50Δ47.7052.1%6.2%46.5771.0%6.3%
55Δ47.0048.5%5.1%47.2365.7%5.3%
60Δ46.3144.9%3.9%47.8960.3%4.3%
65Δ45.6241.4%2.8%48.5655.0%3.3%
70Δ44.8239.7%1.8%49.2249.6%2.3%
75Δ43.1453.7%1.7%49.8844.3%1.2%
80Δ41.4767.8%1.7%51.8251.2%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.15
IV
184.8%
B/E move
27.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.91
IV
141.6%
B/E move
19.7%

30Δ

Calls
Pseudo strike
59.45
IV
156.2%
B/E move
32.7%
Puts
Pseudo strike
41.87
IV
119.2%
B/E move
15.5%

35Δ

Calls
Pseudo strike
49.78
IV
62.8%
B/E move
9.6%
Puts
Pseudo strike
43.79
IV
97.4%
B/E move
11.4%

40Δ

Calls
Pseudo strike
49.08
IV
59.2%
B/E move
8.5%
Puts
Pseudo strike
45.25
IV
81.7%
B/E move
8.4%

45Δ

Calls
Pseudo strike
48.39
IV
55.6%
B/E move
7.4%
Puts
Pseudo strike
45.91
IV
76.4%
B/E move
7.4%

50Δ

Calls
Pseudo strike
47.70
IV
52.1%
B/E move
6.2%
Puts
Pseudo strike
46.57
IV
71.0%
B/E move
6.3%

55Δ

Calls
Pseudo strike
47.00
IV
48.5%
B/E move
5.1%
Puts
Pseudo strike
47.23
IV
65.7%
B/E move
5.3%

60Δ

Calls
Pseudo strike
46.31
IV
44.9%
B/E move
3.9%
Puts
Pseudo strike
47.89
IV
60.3%
B/E move
4.3%

65Δ

Calls
Pseudo strike
45.62
IV
41.4%
B/E move
2.8%
Puts
Pseudo strike
48.56
IV
55.0%
B/E move
3.3%

70Δ

Calls
Pseudo strike
44.82
IV
39.7%
B/E move
1.8%
Puts
Pseudo strike
49.22
IV
49.6%
B/E move
2.3%

75Δ

Calls
Pseudo strike
43.14
IV
53.7%
B/E move
1.7%
Puts
Pseudo strike
49.88
IV
44.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
41.47
IV
67.8%
B/E move
1.7%
Puts
Pseudo strike
51.82
IV
51.2%
B/E move
0.9%

Options history

IV · four-Friday blend27.63%
Daily EOD
NATL25.1%26.7%28.3%2026-10-19: 28.05%2026-10-20: 26.98%2026-10-21: 25.61%2026-10-23: 25.90%2026-10-28: 25.28%2026-10-29: 26.00%2026-10-30: 27.63%Oct 19Oct 23Oct 30
7 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.05%
26.98%
25.61%
25.90%
25.28%
26.00%
27.63%