IntraAlpha
Create free account Start free

Tempus AI, Inc. Class A Common Stock TEM

HEALTHCARE · HEALTH INFORMATION SERVICES
i

Market dataready · fetched 2026-10-15T20:03:38.096Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:16.002853536Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:58:01.210892+00:00

Share price$71.20
1D+10.0%
AH$64$66$69$71$735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTEM
Sold putSold callAH

Tempus AI, Inc. Class A Common Stock options

Live interpolated TEM call and put midpoint premiums by absolute delta.Tempus AI, Inc. Class A Common Stock$0.26$1.65$3.04$4.43$5.82$63.11$66.86$70.62$74.37$78.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $71.20OPTION PRICELive TEM spot · $71.20TEM PRICE$0.41$0.54$0.69$0.84$0.98$1.15$1.34$1.55$1.80$2.06$2.38$2.69$5.42$0.41$0.54$0.69$0.85$1.06$1.28$1.54$1.83$2.23$2.73$3.93$4.48$5.02
PutsExpensive1.32×
CallsCheap0.68×
SkewBearish+7.50 pp
Implied moveBearish±$2.88
TiltBearish9.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.5499.7%5.3%68.3893.8%4.5%
25Δ73.8498.8%4.5%68.9495.1%3.9%
30Δ73.2999.5%3.9%69.4594.6%3.4%
35Δ72.7598.3%3.4%69.9693.7%2.9%
40Δ72.2194.8%2.8%70.4095.5%2.6%
45Δ71.7493.0%2.4%70.8597.4%2.3%
50Δ71.3092.3%2.0%71.3199.3%2.0%
55Δ70.8691.9%1.7%71.79101.0%1.7%
60Δ70.4292.0%1.4%72.35105.7%1.5%
65Δ69.9892.0%1.2%72.98112.7%1.3%
70Δ69.5191.5%1.0%74.18138.9%1.3%
75Δ69.0390.9%0.7%74.94135.5%1.0%
80Δ66.50163.1%1.0%75.69132.1%0.8%

20Δ

Calls
Pseudo strike
74.54
IV
99.7%
B/E move
5.3%
Puts
Pseudo strike
68.38
IV
93.8%
B/E move
4.5%

25Δ

Calls
Pseudo strike
73.84
IV
98.8%
B/E move
4.5%
Puts
Pseudo strike
68.94
IV
95.1%
B/E move
3.9%

30Δ

Calls
Pseudo strike
73.29
IV
99.5%
B/E move
3.9%
Puts
Pseudo strike
69.45
IV
94.6%
B/E move
3.4%

35Δ

Calls
Pseudo strike
72.75
IV
98.3%
B/E move
3.4%
Puts
Pseudo strike
69.96
IV
93.7%
B/E move
2.9%

40Δ

Calls
Pseudo strike
72.21
IV
94.8%
B/E move
2.8%
Puts
Pseudo strike
70.40
IV
95.5%
B/E move
2.6%

45Δ

Calls
Pseudo strike
71.74
IV
93.0%
B/E move
2.4%
Puts
Pseudo strike
70.85
IV
97.4%
B/E move
2.3%

50Δ

Calls
Pseudo strike
71.30
IV
92.3%
B/E move
2.0%
Puts
Pseudo strike
71.31
IV
99.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
70.86
IV
91.9%
B/E move
1.7%
Puts
Pseudo strike
71.79
IV
101.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
70.42
IV
92.0%
B/E move
1.4%
Puts
Pseudo strike
72.35
IV
105.7%
B/E move
1.5%

65Δ

Calls
Pseudo strike
69.98
IV
92.0%
B/E move
1.2%
Puts
Pseudo strike
72.98
IV
112.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
69.51
IV
91.5%
B/E move
1.0%
Puts
Pseudo strike
74.18
IV
138.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
69.03
IV
90.9%
B/E move
0.7%
Puts
Pseudo strike
74.94
IV
135.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
66.50
IV
163.1%
B/E move
1.0%
Puts
Pseudo strike
75.69
IV
132.1%
B/E move
0.8%