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Tidewater, Inc. TDW

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-11-13T02:10:02.496Z

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 · 2026-11-13T00:00:00.001339352Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:10:01.447636+00:00

Share price$77.86
1D-2.2%
AH$77.33$77.94$78.55$79.16$79.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTDW
Sold putSold callAH

Tidewater, Inc. options

Live interpolated TDW call and put midpoint premiums by absolute delta.Tidewater, Inc.$0.55$2.23$3.91$5.60$7.28$66.83$72.57$78.31$84.05$89.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TDW spot · $77.86TDW PRICE$0.73$0.89$1.05$1.21$1.60$2.05$2.50$2.96$3.41$3.86$4.42$5.61$6.79$0.76$0.95$1.17$1.54$1.91$2.28$2.65$3.02$3.39$3.88$4.47$5.06$5.65
PutsCheap0.77×
CallsCheap0.63×
SkewBullish-3.28 pp
Implied moveBearish±$5.15
TiltBalanced0.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.5060.0%9.5%72.3058.3%8.1%
25Δ83.1155.6%7.9%73.7953.9%6.4%
30Δ81.7251.1%6.3%75.1450.3%5.0%
35Δ80.3246.7%4.7%75.9050.4%4.5%
40Δ79.4246.9%4.1%76.6550.5%4.0%
45Δ78.6648.4%3.7%77.4050.6%3.5%
50Δ77.9149.9%3.3%78.1650.7%3.0%
55Δ77.1651.5%2.9%78.9150.8%2.5%
60Δ76.4053.0%2.5%79.6750.9%2.0%
65Δ75.6554.6%2.1%80.4549.8%1.7%
70Δ74.8056.4%1.7%81.2647.9%1.4%
75Δ73.3859.6%1.5%82.0745.9%1.1%
80Δ71.9762.9%1.2%82.8844.0%0.8%

20Δ

Calls
Pseudo strike
84.50
IV
60.0%
B/E move
9.5%
Puts
Pseudo strike
72.30
IV
58.3%
B/E move
8.1%

25Δ

Calls
Pseudo strike
83.11
IV
55.6%
B/E move
7.9%
Puts
Pseudo strike
73.79
IV
53.9%
B/E move
6.4%

30Δ

Calls
Pseudo strike
81.72
IV
51.1%
B/E move
6.3%
Puts
Pseudo strike
75.14
IV
50.3%
B/E move
5.0%

35Δ

Calls
Pseudo strike
80.32
IV
46.7%
B/E move
4.7%
Puts
Pseudo strike
75.90
IV
50.4%
B/E move
4.5%

40Δ

Calls
Pseudo strike
79.42
IV
46.9%
B/E move
4.1%
Puts
Pseudo strike
76.65
IV
50.5%
B/E move
4.0%

45Δ

Calls
Pseudo strike
78.66
IV
48.4%
B/E move
3.7%
Puts
Pseudo strike
77.40
IV
50.6%
B/E move
3.5%

50Δ

Calls
Pseudo strike
77.91
IV
49.9%
B/E move
3.3%
Puts
Pseudo strike
78.16
IV
50.7%
B/E move
3.0%

55Δ

Calls
Pseudo strike
77.16
IV
51.5%
B/E move
2.9%
Puts
Pseudo strike
78.91
IV
50.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
76.40
IV
53.0%
B/E move
2.5%
Puts
Pseudo strike
79.67
IV
50.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
75.65
IV
54.6%
B/E move
2.1%
Puts
Pseudo strike
80.45
IV
49.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
74.80
IV
56.4%
B/E move
1.7%
Puts
Pseudo strike
81.26
IV
47.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
73.38
IV
59.6%
B/E move
1.5%
Puts
Pseudo strike
82.07
IV
45.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
71.97
IV
62.9%
B/E move
1.2%
Puts
Pseudo strike
82.88
IV
44.0%
B/E move
0.8%

Options history

IV · four-Friday blend51.22%
Daily EOD
TDW46.7%49.3%51.9%2026-10-19: 47.89%2026-10-20: 47.32%2026-10-21: 47.02%2026-10-22: 49.56%2026-10-23: 51.20%2026-10-26: 51.51%2026-10-27: 51.55%2026-10-28: 49.58%2026-10-29: 49.76%2026-10-30: 51.22%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.89%
47.32%
47.02%
49.56%
51.20%
51.51%
51.55%
49.58%
49.76%
51.22%