Tempus AI, Inc. Class A Common Stock TEM
i
Market dataready · fetched 2026-11-07T02:03:28.608Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-07T00:54:45.097187254Z
FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T02:03:28.068799+00:00
Tempus AI, Inc. Class A Common Stock options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 84.94 | 86.8% | 12.8% | 68.67 | 97.3% | 11.5% |
| 25Δ | 82.87 | 82.6% | 10.4% | 70.17 | 98.3% | 10.0% |
| 30Δ | 81.88 | 88.3% | 9.7% | 71.90 | 91.2% | 8.2% |
| 35Δ | 80.52 | 88.7% | 8.4% | 73.05 | 96.0% | 7.5% |
| 40Δ | 79.26 | 89.5% | 7.4% | 74.35 | 95.2% | 6.4% |
| 45Δ | 78.01 | 89.7% | 6.4% | 75.61 | 93.7% | 5.5% |
| 50Δ | 76.84 | 91.7% | 5.6% | 76.87 | 94.4% | 4.7% |
| 55Δ | 75.61 | 91.9% | 4.7% | 77.90 | 85.9% | 3.7% |
| 60Δ | 74.42 | 90.5% | 3.9% | 79.18 | 88.1% | 3.2% |
| 65Δ | 72.92 | 101.4% | 3.7% | |||
| 70Δ | 71.57 | 99.9% | 2.9% | 81.95 | 89.4% | 2.1% |
| 75Δ | 70.24 | 97.1% | 2.2% | 83.42 | 88.5% | 1.6% |
| 80Δ | 68.52 | 99.4% | 1.7% | 85.07 | 87.9% | 1.2% |
20Δ
- Pseudo strike
- 84.94
- IV
- 86.8%
- B/E move
- 12.8%
- Pseudo strike
- 68.67
- IV
- 97.3%
- B/E move
- 11.5%
25Δ
- Pseudo strike
- 82.87
- IV
- 82.6%
- B/E move
- 10.4%
- Pseudo strike
- 70.17
- IV
- 98.3%
- B/E move
- 10.0%
30Δ
- Pseudo strike
- 81.88
- IV
- 88.3%
- B/E move
- 9.7%
- Pseudo strike
- 71.90
- IV
- 91.2%
- B/E move
- 8.2%
35Δ
- Pseudo strike
- 80.52
- IV
- 88.7%
- B/E move
- 8.4%
- Pseudo strike
- 73.05
- IV
- 96.0%
- B/E move
- 7.5%
40Δ
- Pseudo strike
- 79.26
- IV
- 89.5%
- B/E move
- 7.4%
- Pseudo strike
- 74.35
- IV
- 95.2%
- B/E move
- 6.4%
45Δ
- Pseudo strike
- 78.01
- IV
- 89.7%
- B/E move
- 6.4%
- Pseudo strike
- 75.61
- IV
- 93.7%
- B/E move
- 5.5%
50Δ
- Pseudo strike
- 76.84
- IV
- 91.7%
- B/E move
- 5.6%
- Pseudo strike
- 76.87
- IV
- 94.4%
- B/E move
- 4.7%
55Δ
- Pseudo strike
- 75.61
- IV
- 91.9%
- B/E move
- 4.7%
- Pseudo strike
- 77.90
- IV
- 85.9%
- B/E move
- 3.7%
60Δ
- Pseudo strike
- 74.42
- IV
- 90.5%
- B/E move
- 3.9%
- Pseudo strike
- 79.18
- IV
- 88.1%
- B/E move
- 3.2%
65Δ
- Pseudo strike
- 72.92
- IV
- 101.4%
- B/E move
- 3.7%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 71.57
- IV
- 99.9%
- B/E move
- 2.9%
- Pseudo strike
- 81.95
- IV
- 89.4%
- B/E move
- 2.1%
75Δ
- Pseudo strike
- 70.24
- IV
- 97.1%
- B/E move
- 2.2%
- Pseudo strike
- 83.42
- IV
- 88.5%
- B/E move
- 1.6%
80Δ
- Pseudo strike
- 68.52
- IV
- 99.4%
- B/E move
- 1.7%
- Pseudo strike
- 85.07
- IV
- 87.9%
- B/E move
- 1.2%
Options history
Table
| Date | IV (%) |
|---|---|
| 70.45% | |
| 73.85% | |
| 66.59% | |
| 64.64% | |
| 60.62% | |
| 64.81% | |
| 62.39% | |
| 81.28% | |
| 85.53% | |
| 81.04% | |
| 84.29% | |
| 83.21% | |
| 80.77% | |
| 79.64% | |
| 70.45% | |
| 72.87% | |
| 80.19% | |
| 75.01% | |
| 73.72% | |
| 71.20% | |
| 78.83% | |
| 79.21% | |
| 74.38% | |
| 72.86% | |
| 73.32% | |
| 84.16% | |
| 81.83% | |
| 89.33% | |
| 71.29% | |
| 80.41% | |
| 78.00% | |
| 78.25% | |
| 87.10% | |
| 77.25% | |
| 82.48% | |
| 78.18% | |
| 79.09% | |
| 75.77% | |
| 70.53% | |
| 80.31% | |
| 80.78% | |
| 79.39% | |
| 76.63% | |
| 76.02% | |
| 74.74% | |
| 79.89% | |
| 81.89% | |
| 85.01% | |
| 81.39% | |
| 88.96% | |
| 90.81% | |
| 89.40% | |
| 97.35% | |
| 90.97% | |
| 92.28% | |
| 90.47% | |
| 98.15% | |
| 102.13% | |
| 97.96% |
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