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Tenable Holdings Inc TENB

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-24T04:29:44.582Z

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 · 2026-10-23T23:58:15.447218426Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:29:44.398770+00:00

Share price$44.80
1D+6.2%
AH$41.47$42.31$43.16$44.00$44.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTENB
Sold putSold callAH

Tenable Holdings Inc options

Live interpolated TENB call and put midpoint premiums by absolute delta.Tenable Holdings Inc$0.64$3.44$6.24$9.04$11.84$29.79$36.79$43.79$50.80$57.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TENB spot · $44.80TENB PRICE$0.94$1.24$1.55$1.97$2.52$2.66$3.50$3.92$4.80$5.16$6.44$6.20$7.97$1.77$2.15$2.43$3.38$3.74$4.50$5.02$5.69$7.50$9.12$11.04
PutsExpensive1.24×
CallsCheap0.94×
SkewBearish+17.32 pp
Implied moveBearish±$8.51
TiltBearish7.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.6275.4%24.0%36.55109.8%22.4%
25Δ52.8374.3%20.7%38.73101.8%18.3%
30Δ51.0473.2%17.4%40.7091.0%14.6%
35Δ49.6776.0%15.3%41.98100.5%13.8%
40Δ48.7682.2%14.5%43.4992.5%11.3%
45Δ46.9271.7%10.7%44.9492.8%9.7%
50Δ46.0682.1%10.6%46.2488.1%8.0%
55Δ44.7178.8%8.6%47.5385.5%6.6%
60Δ43.5885.3%8.0%49.5894.7%6.1%
65Δ42.3278.8%6.0%51.6596.6%5.1%
70Δ40.8688.2%5.6%53.96100.3%4.2%
75Δ40.2472.2%3.6%
80Δ38.1881.8%3.0%

20Δ

Calls
Pseudo strike
54.62
IV
75.4%
B/E move
24.0%
Puts
Pseudo strike
36.55
IV
109.8%
B/E move
22.4%

25Δ

Calls
Pseudo strike
52.83
IV
74.3%
B/E move
20.7%
Puts
Pseudo strike
38.73
IV
101.8%
B/E move
18.3%

30Δ

Calls
Pseudo strike
51.04
IV
73.2%
B/E move
17.4%
Puts
Pseudo strike
40.70
IV
91.0%
B/E move
14.6%

35Δ

Calls
Pseudo strike
49.67
IV
76.0%
B/E move
15.3%
Puts
Pseudo strike
41.98
IV
100.5%
B/E move
13.8%

40Δ

Calls
Pseudo strike
48.76
IV
82.2%
B/E move
14.5%
Puts
Pseudo strike
43.49
IV
92.5%
B/E move
11.3%

45Δ

Calls
Pseudo strike
46.92
IV
71.7%
B/E move
10.7%
Puts
Pseudo strike
44.94
IV
92.8%
B/E move
9.7%

50Δ

Calls
Pseudo strike
46.06
IV
82.1%
B/E move
10.6%
Puts
Pseudo strike
46.24
IV
88.1%
B/E move
8.0%

55Δ

Calls
Pseudo strike
44.71
IV
78.8%
B/E move
8.6%
Puts
Pseudo strike
47.53
IV
85.5%
B/E move
6.6%

60Δ

Calls
Pseudo strike
43.58
IV
85.3%
B/E move
8.0%
Puts
Pseudo strike
49.58
IV
94.7%
B/E move
6.1%

65Δ

Calls
Pseudo strike
42.32
IV
78.8%
B/E move
6.0%
Puts
Pseudo strike
51.65
IV
96.6%
B/E move
5.1%

70Δ

Calls
Pseudo strike
40.86
IV
88.2%
B/E move
5.6%
Puts
Pseudo strike
53.96
IV
100.3%
B/E move
4.2%

75Δ

Calls
Pseudo strike
40.24
IV
72.2%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
38.18
IV
81.8%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations