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Taboola TBLA

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-10-22T23:23:58.898Z

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 · 2026-10-22T20:00:01.435033546Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:23:57.996937+00:00

Share price$3.47
1D-0.3%
AH$3.44$3.45$3.47$3.49$3.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTBLA
Sold putSold callAH

Taboola options

Live interpolated TBLA call and put midpoint premiums by absolute delta.Taboola$0.13$0.49$0.85$1.20$1.56$1.44$2.37$3.30$4.23$5.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TBLA spot · $3.47TBLA PRICE$0.17$0.22$0.28$0.33$0.38$0.43$0.48$0.53$0.58$0.64$0.69$0.74$0.79$0.46$0.55$0.64$0.73$0.82$0.91$1.00$1.09$1.18$1.28$1.37$1.46
PutsExpensive3.89×
CallsExpensive2.86×
SkewBearish+34.85 pp
Implied moveBearish±$1.39
TiltBearish29.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.09183.9%109.3%
25Δ6.79175.9%102.3%2.68226.2%36.1%
30Δ6.50168.0%95.2%2.87216.1%33.3%
35Δ6.21160.0%88.2%3.06206.1%30.4%
40Δ5.91152.1%81.2%3.24196.1%27.6%
45Δ5.62144.1%74.2%3.43186.1%24.8%
50Δ5.32136.2%67.2%3.62176.1%22.0%
55Δ5.03128.3%60.2%3.81166.0%19.1%
60Δ4.73120.3%53.2%4.00156.0%16.3%
65Δ4.44112.4%46.2%4.19146.0%13.5%
70Δ4.14104.4%39.2%4.38136.0%10.6%
75Δ3.8596.5%32.2%4.56125.9%7.8%
80Δ3.5588.5%25.1%4.75115.9%5.0%

20Δ

Calls
Pseudo strike
7.09
IV
183.9%
B/E move
109.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.79
IV
175.9%
B/E move
102.3%
Puts
Pseudo strike
2.68
IV
226.2%
B/E move
36.1%

30Δ

Calls
Pseudo strike
6.50
IV
168.0%
B/E move
95.2%
Puts
Pseudo strike
2.87
IV
216.1%
B/E move
33.3%

35Δ

Calls
Pseudo strike
6.21
IV
160.0%
B/E move
88.2%
Puts
Pseudo strike
3.06
IV
206.1%
B/E move
30.4%

40Δ

Calls
Pseudo strike
5.91
IV
152.1%
B/E move
81.2%
Puts
Pseudo strike
3.24
IV
196.1%
B/E move
27.6%

45Δ

Calls
Pseudo strike
5.62
IV
144.1%
B/E move
74.2%
Puts
Pseudo strike
3.43
IV
186.1%
B/E move
24.8%

50Δ

Calls
Pseudo strike
5.32
IV
136.2%
B/E move
67.2%
Puts
Pseudo strike
3.62
IV
176.1%
B/E move
22.0%

55Δ

Calls
Pseudo strike
5.03
IV
128.3%
B/E move
60.2%
Puts
Pseudo strike
3.81
IV
166.0%
B/E move
19.1%

60Δ

Calls
Pseudo strike
4.73
IV
120.3%
B/E move
53.2%
Puts
Pseudo strike
4.00
IV
156.0%
B/E move
16.3%

65Δ

Calls
Pseudo strike
4.44
IV
112.4%
B/E move
46.2%
Puts
Pseudo strike
4.19
IV
146.0%
B/E move
13.5%

70Δ

Calls
Pseudo strike
4.14
IV
104.4%
B/E move
39.2%
Puts
Pseudo strike
4.38
IV
136.0%
B/E move
10.6%

75Δ

Calls
Pseudo strike
3.85
IV
96.5%
B/E move
32.2%
Puts
Pseudo strike
4.56
IV
125.9%
B/E move
7.8%

80Δ

Calls
Pseudo strike
3.55
IV
88.5%
B/E move
25.1%
Puts
Pseudo strike
4.75
IV
115.9%
B/E move
5.0%

Options history

No recorded observations