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Teads Holding Co. Common Stock TEAD

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-11-14T02:11:25.970Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-14T00:34:32.895932599Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-14T02:11:25.023717+00:00

Share price$0.17
1D-1.7%
AH$0.15$0.16$0.17$0.18$0.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTEAD
Sold putSold callAH

Teads Holding Co. Common Stock options

Live interpolated TEAD call and put midpoint premiums by absolute delta.Teads Holding Co. Common Stock$0.00$0.35$0.71$1.06$1.41$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICETEAD PRICE$0.03$0.47$0.56$0.65$0.75$0.84$0.94$1.03$1.12$1.22$1.31
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ7.49700.3%4354.1%
30Δ0.55695.1%53.6%
35Δ0.65672.1%49.1%
40Δ0.75649.1%44.5%
45Δ0.85626.1%40.0%
50Δ0.95603.1%35.5%
55Δ1.05580.1%31.0%
60Δ1.15557.1%26.5%
65Δ1.26534.1%22.0%
70Δ1.36511.1%17.5%
75Δ1.46488.1%13.0%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
7.49
IV
700.3%
B/E move
4354.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.55
IV
695.1%
B/E move
53.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.65
IV
672.1%
B/E move
49.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.75
IV
649.1%
B/E move
44.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.85
IV
626.1%
B/E move
40.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.95
IV
603.1%
B/E move
35.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.05
IV
580.1%
B/E move
31.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.15
IV
557.1%
B/E move
26.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.26
IV
534.1%
B/E move
22.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.36
IV
511.1%
B/E move
17.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.46
IV
488.1%
B/E move
13.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations