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Tenable Holdings, Inc. Common Stock TENB

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Market datapartial · fetched 2026-10-23T16:43:03.576Z

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 · 2026-10-23T16:43:01.736439361Z

FundamentalsAlpha Vantage · unavailable

Share price$44.01
1D+4.7%
$41.52$42.18$42.85$43.51$44.185:30 AM6:30 AM9:00 AM1:00 PMTENB
Sold putSold call

Tenable Holdings, Inc. Common Stock options

Live interpolated TENB call and put midpoint premiums by absolute delta.Tenable Holdings, Inc. Common Stock$0.64$3.79$6.95$10.10$13.26$29.26$36.15$43.04$49.93$56.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TENB spot · $44.01TENB PRICE$0.98$1.33$1.68$2.04$2.08$2.88$3.53$4.00$4.40$4.75$4.83$6.59$6.79$1.61$2.02$2.27$3.23$3.99$4.20$5.77$7.17$8.52$10.39$12.35
PutsExpensive1.26×
CallsCheap0.91×
SkewBearish+23.30 pp
Implied moveBearish±$9.30
TiltBearish14.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.2777.7%25.6%36.30101.0%21.2%
25Δ52.5978.8%22.5%38.2196.3%17.8%
30Δ50.9179.9%19.5%40.1285.4%14.0%
35Δ49.2679.9%16.6%41.2696.3%13.6%
40Δ47.0366.3%11.6%42.7797.2%11.9%
45Δ46.3477.9%11.9%44.0987.0%9.3%
50Δ45.3483.3%11.1%45.8398.8%9.0%
55Δ44.0181.1%9.1%47.68103.4%7.9%
60Δ42.7877.0%7.2%49.56104.9%6.7%
65Δ41.7472.2%5.6%51.90107.3%5.7%
70Δ40.9062.8%3.9%54.32109.9%4.6%
75Δ39.1077.0%3.8%
80Δ38.4068.3%2.7%

20Δ

Calls
Pseudo strike
54.27
IV
77.7%
B/E move
25.6%
Puts
Pseudo strike
36.30
IV
101.0%
B/E move
21.2%

25Δ

Calls
Pseudo strike
52.59
IV
78.8%
B/E move
22.5%
Puts
Pseudo strike
38.21
IV
96.3%
B/E move
17.8%

30Δ

Calls
Pseudo strike
50.91
IV
79.9%
B/E move
19.5%
Puts
Pseudo strike
40.12
IV
85.4%
B/E move
14.0%

35Δ

Calls
Pseudo strike
49.26
IV
79.9%
B/E move
16.6%
Puts
Pseudo strike
41.26
IV
96.3%
B/E move
13.6%

40Δ

Calls
Pseudo strike
47.03
IV
66.3%
B/E move
11.6%
Puts
Pseudo strike
42.77
IV
97.2%
B/E move
11.9%

45Δ

Calls
Pseudo strike
46.34
IV
77.9%
B/E move
11.9%
Puts
Pseudo strike
44.09
IV
87.0%
B/E move
9.3%

50Δ

Calls
Pseudo strike
45.34
IV
83.3%
B/E move
11.1%
Puts
Pseudo strike
45.83
IV
98.8%
B/E move
9.0%

55Δ

Calls
Pseudo strike
44.01
IV
81.1%
B/E move
9.1%
Puts
Pseudo strike
47.68
IV
103.4%
B/E move
7.9%

60Δ

Calls
Pseudo strike
42.78
IV
77.0%
B/E move
7.2%
Puts
Pseudo strike
49.56
IV
104.9%
B/E move
6.7%

65Δ

Calls
Pseudo strike
41.74
IV
72.2%
B/E move
5.6%
Puts
Pseudo strike
51.90
IV
107.3%
B/E move
5.7%

70Δ

Calls
Pseudo strike
40.90
IV
62.8%
B/E move
3.9%
Puts
Pseudo strike
54.32
IV
109.9%
B/E move
4.6%

75Δ

Calls
Pseudo strike
39.10
IV
77.0%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
38.40
IV
68.3%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations