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Turtle Beach Corporation Common Stock TBCH

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Market dataready · fetched 2026-11-13T02:12:34.764Z

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 · 2026-11-12T21:00:02.221020766Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:12:34.319472+00:00

Share price$16.50
1D+0.1%
AH$16.36$16.49$16.62$16.75$16.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTBCH
Sold putSold callAH

Turtle Beach Corporation Common Stock options

Live interpolated TBCH call and put midpoint premiums by absolute delta.Turtle Beach Corporation Common Stock$0.18$0.57$0.97$1.36$1.76$11.83$14.36$16.89$19.42$21.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TBCH spot · $16.50TBCH PRICE$0.22$0.28$0.34$0.44$0.58$0.71$0.84$0.98$1.11$1.24$1.38$1.51$1.64$0.38$0.40$0.48$0.56$0.64$0.73$0.81$0.89$0.97$1.06$1.14
Puts——
CallsCheap0.41×
Skew——
Implied moveBullish±$1.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.7882.6%15.2%14.08138.6%16.9%
25Δ18.2780.3%12.4%15.06102.1%11.1%
30Δ17.7677.9%9.7%15.3197.6%10.1%
35Δ17.3776.6%8.0%15.5693.0%9.1%
40Δ17.1276.5%7.3%15.8188.5%8.1%
45Δ16.8776.3%6.5%16.0683.9%7.1%
50Δ16.6276.1%5.8%16.3179.4%6.0%
55Δ16.3776.0%5.1%16.5674.8%5.0%
60Δ16.1175.8%4.4%16.8170.3%4.0%
65Δ15.8675.7%3.7%17.0665.7%3.0%
70Δ15.6175.5%3.0%17.3161.2%2.0%
75Δ15.3675.3%2.2%
80Δ15.1175.2%1.5%

20Δ

Calls
Pseudo strike
18.78
IV
82.6%
B/E move
15.2%
Puts
Pseudo strike
14.08
IV
138.6%
B/E move
16.9%

25Δ

Calls
Pseudo strike
18.27
IV
80.3%
B/E move
12.4%
Puts
Pseudo strike
15.06
IV
102.1%
B/E move
11.1%

30Δ

Calls
Pseudo strike
17.76
IV
77.9%
B/E move
9.7%
Puts
Pseudo strike
15.31
IV
97.6%
B/E move
10.1%

35Δ

Calls
Pseudo strike
17.37
IV
76.6%
B/E move
8.0%
Puts
Pseudo strike
15.56
IV
93.0%
B/E move
9.1%

40Δ

Calls
Pseudo strike
17.12
IV
76.5%
B/E move
7.3%
Puts
Pseudo strike
15.81
IV
88.5%
B/E move
8.1%

45Δ

Calls
Pseudo strike
16.87
IV
76.3%
B/E move
6.5%
Puts
Pseudo strike
16.06
IV
83.9%
B/E move
7.1%

50Δ

Calls
Pseudo strike
16.62
IV
76.1%
B/E move
5.8%
Puts
Pseudo strike
16.31
IV
79.4%
B/E move
6.0%

55Δ

Calls
Pseudo strike
16.37
IV
76.0%
B/E move
5.1%
Puts
Pseudo strike
16.56
IV
74.8%
B/E move
5.0%

60Δ

Calls
Pseudo strike
16.11
IV
75.8%
B/E move
4.4%
Puts
Pseudo strike
16.81
IV
70.3%
B/E move
4.0%

65Δ

Calls
Pseudo strike
15.86
IV
75.7%
B/E move
3.7%
Puts
Pseudo strike
17.06
IV
65.7%
B/E move
3.0%

70Δ

Calls
Pseudo strike
15.61
IV
75.5%
B/E move
3.0%
Puts
Pseudo strike
17.31
IV
61.2%
B/E move
2.0%

75Δ

Calls
Pseudo strike
15.36
IV
75.3%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.11
IV
75.2%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend72.02%
Daily EOD
TBCH56.6%66.6%76.5%2026-10-19: 57.95%2026-10-20: 62.08%2026-10-21: 62.89%2026-10-22: 62.71%2026-10-23: 70.72%2026-10-26: 72.67%2026-10-27: 66.89%2026-10-28: 75.15%2026-10-29: 68.77%2026-10-30: 72.02%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.95%
62.08%
62.89%
62.71%
70.72%
72.67%
66.89%
75.15%
68.77%
72.02%