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TAL Education Group TAL

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Market datapartial · fetched 2026-11-12T15:28:29.363Z

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 · 2026-11-12T15:28:26.939997424Z

FundamentalsAlpha Vantage · unavailable

Share price$10.05
1D-1.0%
$10.02$10.05$10.09$10.12$10.165:30 AM6:30 AM9:00 AM1:00 PMTAL
Sold putSold call

TAL Education Group options

Live interpolated TAL call and put midpoint premiums by absolute delta.TAL Education Group$0.06$0.34$0.61$0.89$1.17$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICETAL PRICE$0.09$0.12$0.15$0.18$0.21$0.24$0.27$0.32$0.47$0.62$0.78$0.93$1.09$0.10$0.12$0.15$0.17$0.20$0.22
Puts——
CallsExpensive1.46×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.8450.8%8.8%9.2756.6%8.7%
25Δ10.7150.1%7.9%9.4153.8%7.5%
30Δ10.5949.4%7.0%9.5651.0%6.3%
35Δ10.4748.7%6.1%9.7048.2%5.1%
40Δ10.3548.0%5.2%9.8545.4%4.0%
45Δ10.2347.3%4.3%9.9942.6%2.8%
50Δ10.1146.6%3.4%
55Δ9.9846.7%2.5%
60Δ9.8153.5%2.3%
65Δ9.6360.2%2.1%
70Δ9.4567.0%1.9%
75Δ9.2873.8%1.6%
80Δ9.1080.5%1.4%

20Δ

Calls
Pseudo strike
10.84
IV
50.8%
B/E move
8.8%
Puts
Pseudo strike
9.27
IV
56.6%
B/E move
8.7%

25Δ

Calls
Pseudo strike
10.71
IV
50.1%
B/E move
7.9%
Puts
Pseudo strike
9.41
IV
53.8%
B/E move
7.5%

30Δ

Calls
Pseudo strike
10.59
IV
49.4%
B/E move
7.0%
Puts
Pseudo strike
9.56
IV
51.0%
B/E move
6.3%

35Δ

Calls
Pseudo strike
10.47
IV
48.7%
B/E move
6.1%
Puts
Pseudo strike
9.70
IV
48.2%
B/E move
5.1%

40Δ

Calls
Pseudo strike
10.35
IV
48.0%
B/E move
5.2%
Puts
Pseudo strike
9.85
IV
45.4%
B/E move
4.0%

45Δ

Calls
Pseudo strike
10.23
IV
47.3%
B/E move
4.3%
Puts
Pseudo strike
9.99
IV
42.6%
B/E move
2.8%

50Δ

Calls
Pseudo strike
10.11
IV
46.6%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
9.98
IV
46.7%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
9.81
IV
53.5%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
9.63
IV
60.2%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
9.45
IV
67.0%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
9.28
IV
73.8%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.10
IV
80.5%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend40.23%
Daily EOD
TAL39.3%46.3%53.4%2026-10-19: 43.48%2026-10-20: 41.37%2026-10-21: 46.62%2026-10-22: 46.88%2026-10-23: 47.93%2026-10-26: 46.59%2026-10-27: 49.17%2026-10-28: 49.27%2026-10-29: 52.41%2026-10-30: 40.23%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
43.48%
41.37%
46.62%
46.88%
47.93%
46.59%
49.17%
49.27%
52.41%
40.23%