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Teads Holding Co. Common Stock TEAD

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Market datapartial · fetched 2026-10-23T16:41:44.286Z

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 · 2026-10-23T16:41:34.377687103Z

FundamentalsAlpha Vantage · unavailable

Share price$0.34
1D-8.4%
$0.34$0.35$0.36$0.37$0.395:30 AM6:30 AM9:00 AM1:00 PMTEAD
Sold putSold call

Teads Holding Co. Common Stock options

Live interpolated TEAD call and put midpoint premiums by absolute delta.Teads Holding Co. Common Stock$0.00$1.19$2.37$3.56$4.74$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICETEAD PRICE$0.06$0.09$0.12$0.45$0.53$0.61$0.70$0.78$0.86$0.94$1.02$1.10$1.18$2.15$4.40
PutsExpensive2.17×
CallsExpensive2.33×
SkewBullish-39.79 pp
Implied move——
TiltBearish96.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ0.59709.9%58.4%
30Δ0.69681.8%53.3%
35Δ1.56451.2%377.5%0.79653.6%48.3%
40Δ3.12608.7%842.4%0.89625.5%43.3%
45Δ4.67766.2%1307.2%0.99597.4%38.2%
50Δ1.08569.2%33.2%
55Δ1.18541.1%28.1%
60Δ1.28512.9%23.1%
65Δ1.38484.8%18.1%
70Δ1.48456.6%13.0%
75Δ2.45493.8%11.8%
80Δ4.71500.1%8.6%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.59
IV
709.9%
B/E move
58.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.69
IV
681.8%
B/E move
53.3%

35Δ

Calls
Pseudo strike
1.56
IV
451.2%
B/E move
377.5%
Puts
Pseudo strike
0.79
IV
653.6%
B/E move
48.3%

40Δ

Calls
Pseudo strike
3.12
IV
608.7%
B/E move
842.4%
Puts
Pseudo strike
0.89
IV
625.5%
B/E move
43.3%

45Δ

Calls
Pseudo strike
4.67
IV
766.2%
B/E move
1307.2%
Puts
Pseudo strike
0.99
IV
597.4%
B/E move
38.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.08
IV
569.2%
B/E move
33.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.18
IV
541.1%
B/E move
28.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.28
IV
512.9%
B/E move
23.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.38
IV
484.8%
B/E move
18.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.48
IV
456.6%
B/E move
13.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.45
IV
493.8%
B/E move
11.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.71
IV
500.1%
B/E move
8.6%

Options history

No recorded observations