  We have used the HARPS-North high resolution spectrograph ($\mathcal{R}$=115
000) at TNG to observe one transit of the highly irradiated planet
MASCARA-2b/KELT-20b. Using only one transit observation, we are able to clearly
resolve the spectral features of the atomic sodium (Na I) doublet and the
H$\alpha$ line in its atmosphere, measuring absorption depths of
0.17$\pm$0.03$\%$ and 0.59$\pm$0.08$\%$ for a 0.75 $\AA$ passband,
respectively. These absorptions are corroborated with the transmission measured
from their respective transmission light curves, which show a large
Rossiter-McLaughlin effect. In case of H$\alpha$, this absorption corresponds
to an effective radius of $R_{\lambda}/R_P$=1.20$\pm$0.04. While the S/N of the
final transmission spectrum is not sufficient to adjust different temperature
profiles to the lines, we find that higher temperatures than the equilibrium
are needed to explain the lines contrast. Particularly, we find that the Na I
lines core require a temperature of T=4210$\pm$180K and that H$\alpha$ requires
T=4330$\pm$520K. MASCARA-2b, like other planets orbiting A-type stars, receives
a large amount of UV energy from its host star. This energy excites the atomic
hydrogen and produces H$\alpha$ absorption, leading to the expansion and
abrasion of the atmosphere. The study of other Balmer lines in the transmission
spectrum would allow the determination of the atmospheric temperature profile
and the calculation of the lifetime of the atmosphere. In the case of
MASCARA-2b, residual features are observed in the H$\beta$ and H$\gamma$ lines,
but they are not statistically significant. More transit observations are
needed to confirm our findings in Na I and H$\alpha$, and to build up enough
S/N to explore the presence of H$\beta$ and H$\gamma$ planetary absorptions.
