IntraAlpha
Create free account Start free

TERADATA CORPORATION TDC

i

Market datapartial · fetched 2026-10-22T23:44:43.467Z

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 · 2026-10-22T23:00:00.003041642Z

FundamentalsAlpha Vantage · unavailable

Share price$34.21
1D+2.9%
AH$33.13$33.53$33.93$34.33$34.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTDC
Sold putSold callAH

TERADATA CORPORATION options

Live interpolated TDC call and put midpoint premiums by absolute delta.TERADATA CORPORATION$0.77$3.15$5.54$7.93$10.31$24.20$29.07$33.93$38.80$43.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TDC spot · $34.21TDC PRICE$1.04$1.85$1.85$1.88$2.03$2.23$2.73$3.23$3.75$4.40$5.05$6.16$1.02$1.33$1.62$1.91$2.76$3.71$4.39$4.83$5.29$6.05$6.82$8.10$9.63
PutsExpensive1.98×
CallsExpensive1.58×
SkewBearish+5.78 pp
Implied moveBearish±$6.62
TiltBearish22.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.8583.7%18.7%
25Δ41.1380.6%23.3%30.1382.2%15.8%
30Δ43.94121.7%33.9%31.2378.3%13.4%
35Δ40.2997.7%23.2%32.3474.5%11.1%
40Δ37.2177.6%14.3%33.4282.8%10.4%
45Δ36.0170.1%11.2%34.5093.2%10.0%
50Δ34.8764.2%8.4%35.5495.4%8.9%
55Δ34.0566.7%7.5%36.5490.4%7.3%
60Δ33.2369.2%6.6%37.5585.5%5.7%
65Δ32.3971.6%5.6%38.6883.7%4.6%
70Δ31.4272.6%4.7%39.8082.0%3.6%
75Δ30.4473.7%3.8%41.3782.9%2.8%
80Δ29.0879.0%3.0%43.1684.1%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.85
IV
83.7%
B/E move
18.7%

25Δ

Calls
Pseudo strike
41.13
IV
80.6%
B/E move
23.3%
Puts
Pseudo strike
30.13
IV
82.2%
B/E move
15.8%

30Δ

Calls
Pseudo strike
43.94
IV
121.7%
B/E move
33.9%
Puts
Pseudo strike
31.23
IV
78.3%
B/E move
13.4%

35Δ

Calls
Pseudo strike
40.29
IV
97.7%
B/E move
23.2%
Puts
Pseudo strike
32.34
IV
74.5%
B/E move
11.1%

40Δ

Calls
Pseudo strike
37.21
IV
77.6%
B/E move
14.3%
Puts
Pseudo strike
33.42
IV
82.8%
B/E move
10.4%

45Δ

Calls
Pseudo strike
36.01
IV
70.1%
B/E move
11.2%
Puts
Pseudo strike
34.50
IV
93.2%
B/E move
10.0%

50Δ

Calls
Pseudo strike
34.87
IV
64.2%
B/E move
8.4%
Puts
Pseudo strike
35.54
IV
95.4%
B/E move
8.9%

55Δ

Calls
Pseudo strike
34.05
IV
66.7%
B/E move
7.5%
Puts
Pseudo strike
36.54
IV
90.4%
B/E move
7.3%

60Δ

Calls
Pseudo strike
33.23
IV
69.2%
B/E move
6.6%
Puts
Pseudo strike
37.55
IV
85.5%
B/E move
5.7%

65Δ

Calls
Pseudo strike
32.39
IV
71.6%
B/E move
5.6%
Puts
Pseudo strike
38.68
IV
83.7%
B/E move
4.6%

70Δ

Calls
Pseudo strike
31.42
IV
72.6%
B/E move
4.7%
Puts
Pseudo strike
39.80
IV
82.0%
B/E move
3.6%

75Δ

Calls
Pseudo strike
30.44
IV
73.7%
B/E move
3.8%
Puts
Pseudo strike
41.37
IV
82.9%
B/E move
2.8%

80Δ

Calls
Pseudo strike
29.08
IV
79.0%
B/E move
3.0%
Puts
Pseudo strike
43.16
IV
84.1%
B/E move
2.0%

Options history

No recorded observations