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Talos Energy, Inc. Common Stock TALO

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-13T19:10:29.074Z

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 · 2026-11-13T19:07:00.578406745Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T19:10:28.536310+00:00

Share price$16.24
1D+1.5%
$15.80$15.92$16.04$16.16$16.285:30 AM6:30 AM9:00 AM1:00 PMTALO
Sold putSold call

Talos Energy, Inc. Common Stock options

Live interpolated TALO call and put midpoint premiums by absolute delta.Talos Energy, Inc. Common Stock$0.19$0.54$0.89$1.25$1.60$14.00$15.09$16.17$17.26$18.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TALO spot · $16.24TALO PRICE$0.23$0.29$0.36$0.44$0.53$0.61$0.69$0.78$0.86$0.95$1.03$1.11$1.20$0.38$0.38$0.48$0.61$0.74$0.86$0.99$1.12$1.24$1.37$1.50
Puts——
CallsExpensive1.21×
Skew——
Implied moveBearish±$1.68
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.4285.5%14.8%13.76150.2%17.6%
25Δ17.9487.0%12.3%14.83106.3%11.0%
30Δ17.4888.2%9.8%15.2397.8%9.2%
35Δ17.2685.0%9.0%15.5096.1%8.3%
40Δ17.0581.8%8.2%15.7794.3%7.4%
45Δ16.8378.7%7.4%16.0492.5%6.6%
50Δ16.6275.5%6.6%16.3190.7%5.7%
55Δ16.4072.4%5.8%16.5889.0%4.8%
60Δ16.1969.2%5.0%16.8587.2%3.9%
65Δ15.9766.0%4.2%17.1185.4%3.0%
70Δ15.7662.9%3.4%17.3883.6%2.2%
75Δ15.5459.7%2.6%
80Δ15.3356.5%1.8%

20Δ

Calls
Pseudo strike
18.42
IV
85.5%
B/E move
14.8%
Puts
Pseudo strike
13.76
IV
150.2%
B/E move
17.6%

25Δ

Calls
Pseudo strike
17.94
IV
87.0%
B/E move
12.3%
Puts
Pseudo strike
14.83
IV
106.3%
B/E move
11.0%

30Δ

Calls
Pseudo strike
17.48
IV
88.2%
B/E move
9.8%
Puts
Pseudo strike
15.23
IV
97.8%
B/E move
9.2%

35Δ

Calls
Pseudo strike
17.26
IV
85.0%
B/E move
9.0%
Puts
Pseudo strike
15.50
IV
96.1%
B/E move
8.3%

40Δ

Calls
Pseudo strike
17.05
IV
81.8%
B/E move
8.2%
Puts
Pseudo strike
15.77
IV
94.3%
B/E move
7.4%

45Δ

Calls
Pseudo strike
16.83
IV
78.7%
B/E move
7.4%
Puts
Pseudo strike
16.04
IV
92.5%
B/E move
6.6%

50Δ

Calls
Pseudo strike
16.62
IV
75.5%
B/E move
6.6%
Puts
Pseudo strike
16.31
IV
90.7%
B/E move
5.7%

55Δ

Calls
Pseudo strike
16.40
IV
72.4%
B/E move
5.8%
Puts
Pseudo strike
16.58
IV
89.0%
B/E move
4.8%

60Δ

Calls
Pseudo strike
16.19
IV
69.2%
B/E move
5.0%
Puts
Pseudo strike
16.85
IV
87.2%
B/E move
3.9%

65Δ

Calls
Pseudo strike
15.97
IV
66.0%
B/E move
4.2%
Puts
Pseudo strike
17.11
IV
85.4%
B/E move
3.0%

70Δ

Calls
Pseudo strike
15.76
IV
62.9%
B/E move
3.4%
Puts
Pseudo strike
17.38
IV
83.6%
B/E move
2.2%

75Δ

Calls
Pseudo strike
15.54
IV
59.7%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.33
IV
56.5%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend55.52%
Daily EOD
TALO48.7%53.8%58.8%2026-10-19: 53.31%2026-10-20: 50.60%2026-10-21: 51.27%2026-10-22: 55.78%2026-10-23: 55.14%2026-10-26: 54.14%2026-10-27: 49.44%2026-10-28: 58.10%2026-10-29: 56.37%2026-10-30: 55.52%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.31%
50.60%
51.27%
55.78%
55.14%
54.14%
49.44%
58.10%
56.37%
55.52%