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TE Connectivity plc TEL

i

Market datapartial · fetched 2026-10-22T23:02:01.122Z

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 · 2026-10-22T23:00:00.003862281Z

FundamentalsAlpha Vantage · unavailable

Share price$208.42
1D-0.1%
AH$205$206$208$209$2115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTEL
Sold putSold callAH

TE Connectivity plc options

Live interpolated TEL call and put midpoint premiums by absolute delta.TE Connectivity plc$2.07$9.22$16.37$23.52$30.67$175.82$192.09$208.37$224.65$240.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TEL spot · $208.42TEL PRICE$2.85$3.73$4.79$5.84$7.03$8.29$9.54$11.19$12.93$14.67$17.27$20.18$23.34$3.27$4.30$5.49$6.81$8.28$9.75$11.34$13.35$15.35$17.65$20.80$23.95$28.61
PutsExpensive1.46×
CallsExpensive1.61×
SkewNeutral+0.17 pp
Implied moveBearish±$20.88
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ235.2745.6%14.2%188.7546.6%11.0%
25Δ229.7745.3%12.0%193.1445.9%9.4%
30Δ225.6045.1%10.5%197.0445.5%8.1%
35Δ221.4344.9%9.0%200.5945.6%7.0%
40Δ217.7044.6%7.8%203.9845.2%6.1%
45Δ214.2144.2%6.8%207.3644.7%5.2%
50Δ210.7143.8%5.7%210.7444.4%4.3%
55Δ207.4143.7%4.9%214.1144.2%3.7%
60Δ204.1543.6%4.2%217.4843.9%3.0%
65Δ200.8943.6%3.4%221.0643.9%2.4%
70Δ197.1444.8%2.9%225.2344.2%1.9%
75Δ193.1645.9%2.4%229.4144.5%1.4%
80Δ188.9046.2%1.8%234.9545.0%1.0%

20Δ

Calls
Pseudo strike
235.27
IV
45.6%
B/E move
14.2%
Puts
Pseudo strike
188.75
IV
46.6%
B/E move
11.0%

25Δ

Calls
Pseudo strike
229.77
IV
45.3%
B/E move
12.0%
Puts
Pseudo strike
193.14
IV
45.9%
B/E move
9.4%

30Δ

Calls
Pseudo strike
225.60
IV
45.1%
B/E move
10.5%
Puts
Pseudo strike
197.04
IV
45.5%
B/E move
8.1%

35Δ

Calls
Pseudo strike
221.43
IV
44.9%
B/E move
9.0%
Puts
Pseudo strike
200.59
IV
45.6%
B/E move
7.0%

40Δ

Calls
Pseudo strike
217.70
IV
44.6%
B/E move
7.8%
Puts
Pseudo strike
203.98
IV
45.2%
B/E move
6.1%

45Δ

Calls
Pseudo strike
214.21
IV
44.2%
B/E move
6.8%
Puts
Pseudo strike
207.36
IV
44.7%
B/E move
5.2%

50Δ

Calls
Pseudo strike
210.71
IV
43.8%
B/E move
5.7%
Puts
Pseudo strike
210.74
IV
44.4%
B/E move
4.3%

55Δ

Calls
Pseudo strike
207.41
IV
43.7%
B/E move
4.9%
Puts
Pseudo strike
214.11
IV
44.2%
B/E move
3.7%

60Δ

Calls
Pseudo strike
204.15
IV
43.6%
B/E move
4.2%
Puts
Pseudo strike
217.48
IV
43.9%
B/E move
3.0%

65Δ

Calls
Pseudo strike
200.89
IV
43.6%
B/E move
3.4%
Puts
Pseudo strike
221.06
IV
43.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
197.14
IV
44.8%
B/E move
2.9%
Puts
Pseudo strike
225.23
IV
44.2%
B/E move
1.9%

75Δ

Calls
Pseudo strike
193.16
IV
45.9%
B/E move
2.4%
Puts
Pseudo strike
229.41
IV
44.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
188.90
IV
46.2%
B/E move
1.8%
Puts
Pseudo strike
234.95
IV
45.0%
B/E move
1.0%

Options history

No recorded observations