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TERADATA CORPORATION TDC

i

Market dataready · fetched 2026-11-12T02:23:59.474Z

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 · 2026-11-12T00:00:00.002699185Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:23:59.091077+00:00

Share price$33.28
1D+0.3%
AH$32.65$32.88$33.12$33.35$33.585:30 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$0.30$1.75$3.20$4.65$6.10$28.69$31.04$33.40$35.76$38.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TDC spot · $33.28TDC PRICE$0.47$0.58$0.70$0.82$0.95$1.07$1.19$1.31$1.47$1.91$2.35$2.80$0.46$0.62$0.79$0.96$1.14$1.38$1.61$1.85$2.09$2.32$3.23$4.46$5.68
PutsExpensive1.08×
Calls——
Skew——
Implied moveBearish±$2.68
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.6665.4%9.2%
25Δ35.9061.9%9.3%31.1467.0%8.3%
30Δ35.2561.1%7.7%31.6268.5%7.4%
35Δ34.7659.4%6.6%32.1070.1%6.4%
40Δ34.3857.3%5.8%32.5871.2%5.5%
45Δ34.0055.2%5.0%33.0370.2%4.9%
50Δ33.6153.0%4.2%33.4969.1%4.2%
55Δ33.2350.9%3.4%33.9468.0%3.6%
60Δ32.8548.8%2.6%34.4066.9%2.9%
65Δ32.4547.1%1.9%34.8565.8%2.3%
70Δ31.9149.8%1.6%35.8972.0%1.9%
75Δ31.3852.4%1.4%37.2181.7%1.6%
80Δ30.8555.0%1.1%38.5391.4%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.66
IV
65.4%
B/E move
9.2%

25Δ

Calls
Pseudo strike
35.90
IV
61.9%
B/E move
9.3%
Puts
Pseudo strike
31.14
IV
67.0%
B/E move
8.3%

30Δ

Calls
Pseudo strike
35.25
IV
61.1%
B/E move
7.7%
Puts
Pseudo strike
31.62
IV
68.5%
B/E move
7.4%

35Δ

Calls
Pseudo strike
34.76
IV
59.4%
B/E move
6.6%
Puts
Pseudo strike
32.10
IV
70.1%
B/E move
6.4%

40Δ

Calls
Pseudo strike
34.38
IV
57.3%
B/E move
5.8%
Puts
Pseudo strike
32.58
IV
71.2%
B/E move
5.5%

45Δ

Calls
Pseudo strike
34.00
IV
55.2%
B/E move
5.0%
Puts
Pseudo strike
33.03
IV
70.2%
B/E move
4.9%

50Δ

Calls
Pseudo strike
33.61
IV
53.0%
B/E move
4.2%
Puts
Pseudo strike
33.49
IV
69.1%
B/E move
4.2%

55Δ

Calls
Pseudo strike
33.23
IV
50.9%
B/E move
3.4%
Puts
Pseudo strike
33.94
IV
68.0%
B/E move
3.6%

60Δ

Calls
Pseudo strike
32.85
IV
48.8%
B/E move
2.6%
Puts
Pseudo strike
34.40
IV
66.9%
B/E move
2.9%

65Δ

Calls
Pseudo strike
32.45
IV
47.1%
B/E move
1.9%
Puts
Pseudo strike
34.85
IV
65.8%
B/E move
2.3%

70Δ

Calls
Pseudo strike
31.91
IV
49.8%
B/E move
1.6%
Puts
Pseudo strike
35.89
IV
72.0%
B/E move
1.9%

75Δ

Calls
Pseudo strike
31.38
IV
52.4%
B/E move
1.4%
Puts
Pseudo strike
37.21
IV
81.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
30.85
IV
55.0%
B/E move
1.1%
Puts
Pseudo strike
38.53
IV
91.4%
B/E move
1.3%

Options history

IV · four-Friday blend61.37%
Daily EOD
TDC52.0%58.9%65.9%2026-10-19: 64.68%2026-10-20: 60.32%2026-10-21: 61.73%2026-10-22: 63.43%2026-10-23: 60.11%2026-10-26: 62.50%2026-10-27: 64.91%2026-10-28: 52.99%2026-10-29: 58.04%2026-10-30: 61.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
64.68%
60.32%
61.73%
63.43%
60.11%
62.50%
64.91%
52.99%
58.04%
61.37%