We develop at-the-money call-price and implied volatility asymptotic expansions in time to maturity for a class of asset-price models whose log returns follow a Lévy process. Under mild assumptions placing the driving Lévy process in the small-time domain of attraction of an $α$-stable law with $α\in (1,2)$, we give first-order at-the-money call-price and implied volatility asymptotics. A key observation is that both the stable domain of attraction and the finiteness of the centering constant $\barμ$ are preserved under the share measure transformation, so that all of the distributional input needed for the call-price expansion can be read off from the regular variation of the Lévy measure near the origin. When the Lévy process has no Brownian component, new rates of convergence of the form $t^{1/α} \ell(t)$ where $\ell$ is a slowly varying function are obtained. We provide an example of an exponential Lévy model exhibiting this behavior, with $\ell$ not asymptotically constant, yielding a convergence rate of $(t / \log(1/t))^{1/α}$. In the case of a Lévyprocess with Brownian component, we show that the jump contribution is always lower order, so that the leading $\sqrt{t}$ behavior of the at-the-money call price is universal and driven entirely by the Gaussian part of the characteristic triplet.