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Taboola.com Ltd. Ordinary Shares TBLA

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Market datapartial · fetched 2026-10-22T18:14:45.093Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-10-22T18:14:24.738108955Z

FundamentalsAlpha Vantage · unavailable

Share price$3.46
1D-0.7%
$3.45$3.46$3.47$3.49$3.505:30 AM6:30 AM9:00 AM1:00 PMTBLA
Sold putSold call

Taboola.com Ltd. Ordinary Shares options

Live interpolated TBLA call and put midpoint premiums by absolute delta.Taboola.com Ltd. Ordinary Shares$0.21$0.55$0.90$1.24$1.58$1.65$2.77$3.89$5.02$6.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TBLA spot · $3.46TBLA PRICE$0.24$0.31$0.37$0.42$0.47$0.53$0.58$0.64$0.69$0.75$0.80$0.85$0.91$0.25$0.35$0.46$0.56$0.66$0.77$0.87$0.97$1.07$1.18$1.28$1.38$1.48
PutsFair1.05×
CallsExpensive1.95×
SkewBullish-52.46 pp
Implied moveBearish±$1.45
TiltBearish19.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.49166.5%181.6%2.5998.4%32.2%
25Δ9.88185.5%194.9%2.7895.7%29.8%
30Δ9.32175.8%180.3%2.9793.1%27.3%
35Δ8.76166.1%165.6%3.1590.4%24.9%
40Δ8.20156.5%151.0%3.3487.7%22.5%
45Δ7.64146.8%136.3%3.5385.1%20.0%
50Δ7.08137.1%121.6%3.7182.4%17.6%
55Δ6.51127.4%107.0%3.9079.7%15.2%
60Δ5.95117.7%92.3%4.0977.1%12.7%
65Δ5.39108.0%77.7%4.2874.4%10.3%
70Δ4.8398.3%63.0%4.4671.8%7.9%
75Δ4.2788.6%48.4%4.6569.1%5.4%
80Δ3.7179.0%33.7%4.8466.4%3.0%

20Δ

Calls
Pseudo strike
9.49
IV
166.5%
B/E move
181.6%
Puts
Pseudo strike
2.59
IV
98.4%
B/E move
32.2%

25Δ

Calls
Pseudo strike
9.88
IV
185.5%
B/E move
194.9%
Puts
Pseudo strike
2.78
IV
95.7%
B/E move
29.8%

30Δ

Calls
Pseudo strike
9.32
IV
175.8%
B/E move
180.3%
Puts
Pseudo strike
2.97
IV
93.1%
B/E move
27.3%

35Δ

Calls
Pseudo strike
8.76
IV
166.1%
B/E move
165.6%
Puts
Pseudo strike
3.15
IV
90.4%
B/E move
24.9%

40Δ

Calls
Pseudo strike
8.20
IV
156.5%
B/E move
151.0%
Puts
Pseudo strike
3.34
IV
87.7%
B/E move
22.5%

45Δ

Calls
Pseudo strike
7.64
IV
146.8%
B/E move
136.3%
Puts
Pseudo strike
3.53
IV
85.1%
B/E move
20.0%

50Δ

Calls
Pseudo strike
7.08
IV
137.1%
B/E move
121.6%
Puts
Pseudo strike
3.71
IV
82.4%
B/E move
17.6%

55Δ

Calls
Pseudo strike
6.51
IV
127.4%
B/E move
107.0%
Puts
Pseudo strike
3.90
IV
79.7%
B/E move
15.2%

60Δ

Calls
Pseudo strike
5.95
IV
117.7%
B/E move
92.3%
Puts
Pseudo strike
4.09
IV
77.1%
B/E move
12.7%

65Δ

Calls
Pseudo strike
5.39
IV
108.0%
B/E move
77.7%
Puts
Pseudo strike
4.28
IV
74.4%
B/E move
10.3%

70Δ

Calls
Pseudo strike
4.83
IV
98.3%
B/E move
63.0%
Puts
Pseudo strike
4.46
IV
71.8%
B/E move
7.9%

75Δ

Calls
Pseudo strike
4.27
IV
88.6%
B/E move
48.4%
Puts
Pseudo strike
4.65
IV
69.1%
B/E move
5.4%

80Δ

Calls
Pseudo strike
3.71
IV
79.0%
B/E move
33.7%
Puts
Pseudo strike
4.84
IV
66.4%
B/E move
3.0%

Options history

No recorded observations