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Talos Energy TALO

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-22T21:06:47.934Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.002508Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:06:47.177842+00:00

Share price$17.66
1D-3.6%
AH$17.16$17.47$17.79$18.10$18.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTALO
Sold putSold callAH

Talos Energy options

Live interpolated TALO call and put midpoint premiums by absolute delta.Talos Energy$0.76$1.86$2.96$4.06$5.16$12.20$14.87$17.54$20.21$22.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TALO spot · $17.66TALO PRICE$0.88$1.12$1.15$1.14$1.14$1.13$1.13$1.34$1.63$1.92$2.20$2.49$1.08$1.08$1.09$1.09$1.10$1.18$1.51$1.84$2.16$2.49$2.82$3.80$4.84
PutsExpensive1.69×
CallsExpensive1.52×
SkewBearish+4.95 pp
Implied moveBearish±$2.64
TiltBearish20.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.01167.7%32.4%
25Δ26.84150.8%56.9%13.95145.3%27.1%
30Δ23.97145.0%42.1%14.90122.8%21.8%
35Δ21.95122.8%30.8%15.84100.4%16.5%
40Δ20.90106.0%24.8%16.7978.0%11.1%
45Δ19.8589.2%18.9%17.6261.4%6.9%
50Δ18.8172.4%12.9%18.0862.7%6.1%
55Δ17.7655.6%6.9%18.5564.0%5.3%
60Δ17.1952.0%5.0%19.0265.2%4.6%
65Δ16.7952.8%4.3%19.4966.5%3.8%
70Δ16.3853.5%3.6%19.9667.8%3.0%
75Δ15.9854.3%3.0%21.0374.5%2.4%
80Δ15.5755.0%2.3%22.1781.6%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.01
IV
167.7%
B/E move
32.4%

25Δ

Calls
Pseudo strike
26.84
IV
150.8%
B/E move
56.9%
Puts
Pseudo strike
13.95
IV
145.3%
B/E move
27.1%

30Δ

Calls
Pseudo strike
23.97
IV
145.0%
B/E move
42.1%
Puts
Pseudo strike
14.90
IV
122.8%
B/E move
21.8%

35Δ

Calls
Pseudo strike
21.95
IV
122.8%
B/E move
30.8%
Puts
Pseudo strike
15.84
IV
100.4%
B/E move
16.5%

40Δ

Calls
Pseudo strike
20.90
IV
106.0%
B/E move
24.8%
Puts
Pseudo strike
16.79
IV
78.0%
B/E move
11.1%

45Δ

Calls
Pseudo strike
19.85
IV
89.2%
B/E move
18.9%
Puts
Pseudo strike
17.62
IV
61.4%
B/E move
6.9%

50Δ

Calls
Pseudo strike
18.81
IV
72.4%
B/E move
12.9%
Puts
Pseudo strike
18.08
IV
62.7%
B/E move
6.1%

55Δ

Calls
Pseudo strike
17.76
IV
55.6%
B/E move
6.9%
Puts
Pseudo strike
18.55
IV
64.0%
B/E move
5.3%

60Δ

Calls
Pseudo strike
17.19
IV
52.0%
B/E move
5.0%
Puts
Pseudo strike
19.02
IV
65.2%
B/E move
4.6%

65Δ

Calls
Pseudo strike
16.79
IV
52.8%
B/E move
4.3%
Puts
Pseudo strike
19.49
IV
66.5%
B/E move
3.8%

70Δ

Calls
Pseudo strike
16.38
IV
53.5%
B/E move
3.6%
Puts
Pseudo strike
19.96
IV
67.8%
B/E move
3.0%

75Δ

Calls
Pseudo strike
15.98
IV
54.3%
B/E move
3.0%
Puts
Pseudo strike
21.03
IV
74.5%
B/E move
2.4%

80Δ

Calls
Pseudo strike
15.57
IV
55.0%
B/E move
2.3%
Puts
Pseudo strike
22.17
IV
81.6%
B/E move
1.9%

Options history

No recorded observations