IntraAlpha
Create free account Start free

Turtle Beach Corporation Common Stock TBCH

i

Market datapartial · fetched 2026-10-23T17:38:09.420Z

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 · 2026-10-23T17:37:53.810682781Z

FundamentalsAlpha Vantage · unavailable

Share price$16.78
1D+2.0%
$16.20$16.36$16.53$16.69$16.865:30 AM6:30 AM9:00 AM1:00 PMTBCH
Sold putSold call

Turtle Beach Corporation Common Stock options

Live interpolated TBCH call and put midpoint premiums by absolute delta.Turtle Beach Corporation Common Stock$0.08$2.99$5.90$8.81$11.72$10.46$13.24$16.01$18.78$21.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TBCH spot · $16.78TBCH PRICE$0.40$0.48$0.64$0.80$0.96$1.12$1.33$1.59$1.85$2.10$2.36$2.65$3.01$0.69$0.92$1.15$1.46$1.76$2.07$2.43$3.12$3.82$4.51$5.21$5.90$10.88
PutsExpensive2.35×
CallsExpensive1.21×
SkewBearish+33.26 pp
Implied moveBearish±$3.76
TiltBearish39.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.3786.9%29.7%13.56109.0%23.3%
25Δ19.8175.0%21.0%14.31108.9%20.2%
30Δ19.3076.1%18.8%15.04108.7%17.2%
35Δ18.7877.2%16.7%15.67108.1%15.3%
40Δ18.2778.4%14.6%16.31107.4%13.3%
45Δ17.7579.5%12.5%16.94106.7%11.4%
50Δ17.2580.2%10.7%17.60106.3%9.6%
55Δ16.7780.6%9.4%18.49107.8%8.4%
60Δ16.2880.9%8.0%19.38109.3%7.2%
65Δ15.8081.3%6.7%20.27110.8%6.1%
70Δ15.3281.7%5.3%21.16112.3%4.9%
75Δ14.8279.9%4.1%22.05113.9%3.7%
80Δ14.3274.3%3.3%27.10155.3%3.3%

20Δ

Calls
Pseudo strike
21.37
IV
86.9%
B/E move
29.7%
Puts
Pseudo strike
13.56
IV
109.0%
B/E move
23.3%

25Δ

Calls
Pseudo strike
19.81
IV
75.0%
B/E move
21.0%
Puts
Pseudo strike
14.31
IV
108.9%
B/E move
20.2%

30Δ

Calls
Pseudo strike
19.30
IV
76.1%
B/E move
18.8%
Puts
Pseudo strike
15.04
IV
108.7%
B/E move
17.2%

35Δ

Calls
Pseudo strike
18.78
IV
77.2%
B/E move
16.7%
Puts
Pseudo strike
15.67
IV
108.1%
B/E move
15.3%

40Δ

Calls
Pseudo strike
18.27
IV
78.4%
B/E move
14.6%
Puts
Pseudo strike
16.31
IV
107.4%
B/E move
13.3%

45Δ

Calls
Pseudo strike
17.75
IV
79.5%
B/E move
12.5%
Puts
Pseudo strike
16.94
IV
106.7%
B/E move
11.4%

50Δ

Calls
Pseudo strike
17.25
IV
80.2%
B/E move
10.7%
Puts
Pseudo strike
17.60
IV
106.3%
B/E move
9.6%

55Δ

Calls
Pseudo strike
16.77
IV
80.6%
B/E move
9.4%
Puts
Pseudo strike
18.49
IV
107.8%
B/E move
8.4%

60Δ

Calls
Pseudo strike
16.28
IV
80.9%
B/E move
8.0%
Puts
Pseudo strike
19.38
IV
109.3%
B/E move
7.2%

65Δ

Calls
Pseudo strike
15.80
IV
81.3%
B/E move
6.7%
Puts
Pseudo strike
20.27
IV
110.8%
B/E move
6.1%

70Δ

Calls
Pseudo strike
15.32
IV
81.7%
B/E move
5.3%
Puts
Pseudo strike
21.16
IV
112.3%
B/E move
4.9%

75Δ

Calls
Pseudo strike
14.82
IV
79.9%
B/E move
4.1%
Puts
Pseudo strike
22.05
IV
113.9%
B/E move
3.7%

80Δ

Calls
Pseudo strike
14.32
IV
74.3%
B/E move
3.3%
Puts
Pseudo strike
27.10
IV
155.3%
B/E move
3.3%

Options history

No recorded observations