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Tenable Holdings, Inc. Common Stock TENB

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Market dataready · fetched 2026-11-13T02:53:48.160Z

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 · 2026-11-13T00:50:56.011321846Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:53:47.651316+00:00

Share price$40.89
1D-3.3%
AH$40.13$40.69$41.24$41.79$42.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTENB
Sold putSold callAH

Tenable Holdings, Inc. Common Stock options

Live interpolated TENB call and put midpoint premiums by absolute delta.Tenable Holdings, Inc. Common Stock$0.50$1.71$2.92$4.14$5.35$32.62$36.74$40.87$44.99$49.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TENB spot · $40.89TENB PRICE$0.63$0.77$1.03$1.31$1.57$1.69$2.00$2.40$2.71$3.18$3.92$4.33$0.80$1.07$1.32$1.60$1.67$1.73$1.84$1.96$2.63$3.74$4.87$5.00
Puts——
Calls——
Skew——
Implied moveBalanced±$3.42
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.86101.0%16.1%36.20110.5%13.4%
25Δ45.2290.7%12.5%
30Δ44.4895.7%11.3%38.5786.4%8.3%
35Δ39.2885.8%7.2%
40Δ42.4781.1%7.1%39.9586.1%6.2%
45Δ41.8882.3%6.3%40.5576.5%4.9%
50Δ41.2075.1%4.9%41.1167.4%3.7%
55Δ40.5975.8%4.2%41.5362.1%3.0%
60Δ40.0079.7%3.7%41.9456.8%2.2%
65Δ39.4177.8%3.0%42.6964.5%2.0%
70Δ38.7279.7%2.5%43.8278.8%2.0%
75Δ37.8486.7%2.1%45.0487.8%1.7%
80Δ37.1982.7%1.5%45.3778.5%1.3%

20Δ

Calls
Pseudo strike
46.86
IV
101.0%
B/E move
16.1%
Puts
Pseudo strike
36.20
IV
110.5%
B/E move
13.4%

25Δ

Calls
Pseudo strike
45.22
IV
90.7%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
44.48
IV
95.7%
B/E move
11.3%
Puts
Pseudo strike
38.57
IV
86.4%
B/E move
8.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.28
IV
85.8%
B/E move
7.2%

40Δ

Calls
Pseudo strike
42.47
IV
81.1%
B/E move
7.1%
Puts
Pseudo strike
39.95
IV
86.1%
B/E move
6.2%

45Δ

Calls
Pseudo strike
41.88
IV
82.3%
B/E move
6.3%
Puts
Pseudo strike
40.55
IV
76.5%
B/E move
4.9%

50Δ

Calls
Pseudo strike
41.20
IV
75.1%
B/E move
4.9%
Puts
Pseudo strike
41.11
IV
67.4%
B/E move
3.7%

55Δ

Calls
Pseudo strike
40.59
IV
75.8%
B/E move
4.2%
Puts
Pseudo strike
41.53
IV
62.1%
B/E move
3.0%

60Δ

Calls
Pseudo strike
40.00
IV
79.7%
B/E move
3.7%
Puts
Pseudo strike
41.94
IV
56.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
39.41
IV
77.8%
B/E move
3.0%
Puts
Pseudo strike
42.69
IV
64.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
38.72
IV
79.7%
B/E move
2.5%
Puts
Pseudo strike
43.82
IV
78.8%
B/E move
2.0%

75Δ

Calls
Pseudo strike
37.84
IV
86.7%
B/E move
2.1%
Puts
Pseudo strike
45.04
IV
87.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
37.19
IV
82.7%
B/E move
1.5%
Puts
Pseudo strike
45.37
IV
78.5%
B/E move
1.3%

Options history

IV · four-Friday blend60.93%
Daily EOD
TENB59.0%65.4%71.8%2026-10-19: 68.41%2026-10-20: 65.69%2026-10-21: 65.45%2026-10-22: 67.23%2026-10-23: 68.11%2026-10-27: 70.95%2026-10-28: 68.99%2026-10-29: 59.84%2026-10-30: 60.93%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
68.41%
65.69%
65.45%
67.23%
68.11%
70.95%
68.99%
59.84%
60.93%