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Tenable Holdings, Inc. Common Stock TENB

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Market datapartial · fetched 2026-10-22T20:45:41.971Z

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 · 2026-10-22T20:28:26.846347711Z

FundamentalsAlpha Vantage · unavailable

Share price$42.00
1D+3.6%
AH$40.14$40.74$41.35$41.96$42.575:30 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$1.10$3.96$6.82$9.67$12.53$29.68$35.83$41.98$48.12$54.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TENB spot · $42.00TENB PRICE$1.41$1.66$1.79$2.13$2.78$3.29$4.05$4.67$5.37$5.66$6.84$8.50$1.47$1.89$2.34$2.83$2.95$3.76$4.28$5.26$5.86$7.53$8.06$9.67$11.71
PutsExpensive1.05×
CallsFair0.98×
SkewBearish+1.94 pp
Implied moveBearish±$7.57
TiltBearish16.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.7097.4%20.9%
25Δ52.0091.2%27.2%36.5992.3%17.4%
30Δ48.9382.8%20.5%38.0990.1%14.9%
35Δ46.4871.4%14.9%39.4788.0%12.8%
40Δ45.1870.4%12.7%40.8176.9%9.9%
45Δ44.3378.0%12.2%42.0281.0%8.9%
50Δ43.2279.7%10.7%43.1878.2%7.4%
55Δ42.0785.3%9.8%44.5281.5%6.5%
60Δ40.8085.6%8.3%45.6578.4%5.3%
65Δ39.5486.1%6.9%47.5685.4%4.7%
70Δ38.4778.3%5.1%48.6079.7%3.5%
75Δ36.9583.7%4.3%50.5481.0%2.7%
80Δ35.0192.4%3.6%52.8882.3%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.70
IV
97.4%
B/E move
20.9%

25Δ

Calls
Pseudo strike
52.00
IV
91.2%
B/E move
27.2%
Puts
Pseudo strike
36.59
IV
92.3%
B/E move
17.4%

30Δ

Calls
Pseudo strike
48.93
IV
82.8%
B/E move
20.5%
Puts
Pseudo strike
38.09
IV
90.1%
B/E move
14.9%

35Δ

Calls
Pseudo strike
46.48
IV
71.4%
B/E move
14.9%
Puts
Pseudo strike
39.47
IV
88.0%
B/E move
12.8%

40Δ

Calls
Pseudo strike
45.18
IV
70.4%
B/E move
12.7%
Puts
Pseudo strike
40.81
IV
76.9%
B/E move
9.9%

45Δ

Calls
Pseudo strike
44.33
IV
78.0%
B/E move
12.2%
Puts
Pseudo strike
42.02
IV
81.0%
B/E move
8.9%

50Δ

Calls
Pseudo strike
43.22
IV
79.7%
B/E move
10.7%
Puts
Pseudo strike
43.18
IV
78.2%
B/E move
7.4%

55Δ

Calls
Pseudo strike
42.07
IV
85.3%
B/E move
9.8%
Puts
Pseudo strike
44.52
IV
81.5%
B/E move
6.5%

60Δ

Calls
Pseudo strike
40.80
IV
85.6%
B/E move
8.3%
Puts
Pseudo strike
45.65
IV
78.4%
B/E move
5.3%

65Δ

Calls
Pseudo strike
39.54
IV
86.1%
B/E move
6.9%
Puts
Pseudo strike
47.56
IV
85.4%
B/E move
4.7%

70Δ

Calls
Pseudo strike
38.47
IV
78.3%
B/E move
5.1%
Puts
Pseudo strike
48.60
IV
79.7%
B/E move
3.5%

75Δ

Calls
Pseudo strike
36.95
IV
83.7%
B/E move
4.3%
Puts
Pseudo strike
50.54
IV
81.0%
B/E move
2.7%

80Δ

Calls
Pseudo strike
35.01
IV
92.4%
B/E move
3.6%
Puts
Pseudo strike
52.88
IV
82.3%
B/E move
2.0%

Options history

No recorded observations