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Teads B.V. TEAD

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-10-23T03:00:03.771Z

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 · 2026-10-22T23:42:28.417614479Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:00:03.266855+00:00

Share price$0.39
1D-4.1%
AH$0.36$0.37$0.38$0.39$0.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTEAD
Sold putSold callAH

Teads B.V. options

Live interpolated TEAD call and put midpoint premiums by absolute delta.Teads B.V.$0.00$1.81$3.62$5.43$7.24$-0.49$-0.08$0.33$0.74$1.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TEAD spot · $0.39TEAD PRICE$0.07$0.09$0.12$0.08$0.20$0.33$0.48$0.64$0.80$0.95$1.11$1.56$4.56$5.72$6.71$6.30$4.53$2.75$0.97
PutsExpensive2.52×
CallsExpensive2.06×
SkewBearish+116.82 pp
Implied moveBearish±$4.64
TiltBearish95.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.62750.7%64.5%
25Δ0.80727.2%58.8%
30Δ0.98703.6%53.0%
35Δ1.91441.9%402.3%1.16680.1%47.2%
40Δ3.20581.4%734.5%1.34656.5%41.5%
45Δ4.48720.9%1066.6%1.81665.7%36.5%
50Δ0.81282.9%125.8%4.76790.8%48.2%
55Δ1.33475.6%287.8%5.95784.5%39.6%
60Δ2.20715.8%540.9%6.99767.6%29.1%
65Δ6.61691.8%21.3%
70Δ4.86558.2%16.1%
75Δ3.10424.5%11.0%
80Δ1.34290.9%5.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.62
IV
750.7%
B/E move
64.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.80
IV
727.2%
B/E move
58.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.98
IV
703.6%
B/E move
53.0%

35Δ

Calls
Pseudo strike
1.91
IV
441.9%
B/E move
402.3%
Puts
Pseudo strike
1.16
IV
680.1%
B/E move
47.2%

40Δ

Calls
Pseudo strike
3.20
IV
581.4%
B/E move
734.5%
Puts
Pseudo strike
1.34
IV
656.5%
B/E move
41.5%

45Δ

Calls
Pseudo strike
4.48
IV
720.9%
B/E move
1066.6%
Puts
Pseudo strike
1.81
IV
665.7%
B/E move
36.5%

50Δ

Calls
Pseudo strike
0.81
IV
282.9%
B/E move
125.8%
Puts
Pseudo strike
4.76
IV
790.8%
B/E move
48.2%

55Δ

Calls
Pseudo strike
1.33
IV
475.6%
B/E move
287.8%
Puts
Pseudo strike
5.95
IV
784.5%
B/E move
39.6%

60Δ

Calls
Pseudo strike
2.20
IV
715.8%
B/E move
540.9%
Puts
Pseudo strike
6.99
IV
767.6%
B/E move
29.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.61
IV
691.8%
B/E move
21.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.86
IV
558.2%
B/E move
16.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.10
IV
424.5%
B/E move
11.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.34
IV
290.9%
B/E move
5.8%

Options history

No recorded observations