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TE Connectivity plc TEL

TECHNOLOGY · ELECTRONIC COMPONENTS
i

Market dataready · fetched 2026-11-12T04:07:27.914Z

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 · 2026-11-12T00:00:00.002882619Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T04:07:27.185018+00:00

Share price$219.41
1D-0.4%
AH$219$220$222$223$2245:30 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$1.19$4.96$8.74$12.52$16.29$202.84$211.08$219.33$227.57$235.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TEL spot · $219.41TEL PRICE$1.59$2.05$2.61$3.17$3.73$4.29$4.86$5.84$6.83$7.81$8.80$9.78$10.77$1.78$2.29$2.83$3.37$3.91$4.45$4.98$6.29$7.62$8.95$10.28$11.61$15.20
PutsFair0.98×
CallsFair0.96×
SkewBearish+1.34 pp
Implied moveBalanced±$9.84
TiltBearish7.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ233.3242.0%7.1%207.5142.6%6.2%
25Δ229.9141.1%5.7%210.2443.0%5.2%
30Δ227.9240.2%5.1%212.1841.4%4.6%
35Δ225.9439.3%4.4%214.1239.8%3.9%
40Δ223.9538.4%3.8%216.0638.2%3.3%
45Δ221.9737.5%3.1%218.0036.6%2.7%
50Δ219.9936.6%2.5%219.9435.0%2.0%
55Δ218.3636.2%2.2%221.8235.6%1.8%
60Δ216.7335.8%1.9%223.6936.3%1.5%
65Δ215.1035.3%1.6%225.5636.9%1.3%
70Δ213.4734.9%1.3%227.4337.6%1.0%
75Δ211.8434.5%1.0%229.3038.2%0.8%
80Δ210.2134.1%0.7%233.3042.2%0.6%

20Δ

Calls
Pseudo strike
233.32
IV
42.0%
B/E move
7.1%
Puts
Pseudo strike
207.51
IV
42.6%
B/E move
6.2%

25Δ

Calls
Pseudo strike
229.91
IV
41.1%
B/E move
5.7%
Puts
Pseudo strike
210.24
IV
43.0%
B/E move
5.2%

30Δ

Calls
Pseudo strike
227.92
IV
40.2%
B/E move
5.1%
Puts
Pseudo strike
212.18
IV
41.4%
B/E move
4.6%

35Δ

Calls
Pseudo strike
225.94
IV
39.3%
B/E move
4.4%
Puts
Pseudo strike
214.12
IV
39.8%
B/E move
3.9%

40Δ

Calls
Pseudo strike
223.95
IV
38.4%
B/E move
3.8%
Puts
Pseudo strike
216.06
IV
38.2%
B/E move
3.3%

45Δ

Calls
Pseudo strike
221.97
IV
37.5%
B/E move
3.1%
Puts
Pseudo strike
218.00
IV
36.6%
B/E move
2.7%

50Δ

Calls
Pseudo strike
219.99
IV
36.6%
B/E move
2.5%
Puts
Pseudo strike
219.94
IV
35.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
218.36
IV
36.2%
B/E move
2.2%
Puts
Pseudo strike
221.82
IV
35.6%
B/E move
1.8%

60Δ

Calls
Pseudo strike
216.73
IV
35.8%
B/E move
1.9%
Puts
Pseudo strike
223.69
IV
36.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
215.10
IV
35.3%
B/E move
1.6%
Puts
Pseudo strike
225.56
IV
36.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
213.47
IV
34.9%
B/E move
1.3%
Puts
Pseudo strike
227.43
IV
37.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
211.84
IV
34.5%
B/E move
1.0%
Puts
Pseudo strike
229.30
IV
38.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
210.21
IV
34.1%
B/E move
0.7%
Puts
Pseudo strike
233.30
IV
42.2%
B/E move
0.6%

Options history

IV · four-Friday blend34.58%
Daily EOD
TEL32.1%35.6%39.1%2026-10-19: 36.97%2026-10-20: 37.31%2026-10-21: 36.89%2026-10-22: 37.63%2026-10-23: 35.85%2026-10-26: 37.48%2026-10-27: 38.59%2026-10-28: 32.79%2026-10-29: 32.54%2026-10-30: 34.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.97%
37.31%
36.89%
37.63%
35.85%
37.48%
38.59%
32.79%
32.54%
34.58%