IntraAlpha
Create free account Start free

Terex Corporation TEX

INDUSTRIALS · FARM & HEAVY CONSTRUCTION MACHINERY
i

Market dataready · fetched 2026-11-12T01:45:56.978Z

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 · 2026-11-12T00:00:00.001481506Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:36:50.178703+00:00

Share price$57.61
1D-0.8%
AH$56.55$56.96$57.38$57.79$58.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTEX
Sold putSold callAH

Terex Corporation options

Live interpolated TEX call and put midpoint premiums by absolute delta.Terex Corporation$0.36$2.22$4.08$5.94$7.80$50.59$54.17$57.75$61.32$64.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TEX spot · $57.61TEX PRICE$0.63$0.80$0.97$1.16$1.43$1.71$1.99$2.26$2.54$2.82$3.09$3.41$4.37$0.56$0.70$1.00$1.33$1.66$2.00$2.33$2.66$2.99$3.32$4.47$5.87$7.27
PutsCheap0.88×
CallsCheap0.82×
SkewBearish+1.27 pp
Implied moveBearish±$4.32
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.6566.2%11.6%53.4254.3%8.2%
25Δ62.3862.9%9.7%54.7750.1%6.1%
30Δ61.1259.6%7.8%55.5250.0%5.4%
35Δ59.9356.6%6.0%56.1450.7%4.9%
40Δ59.3155.5%5.4%56.7651.4%4.4%
45Δ58.6854.5%4.8%57.3852.1%3.9%
50Δ58.0653.4%4.2%58.0052.8%3.4%
55Δ57.4452.3%3.6%58.6253.4%2.9%
60Δ56.8251.3%3.0%59.2454.1%2.4%
65Δ56.2050.2%2.4%59.8654.8%1.9%
70Δ55.5849.1%1.8%61.1860.1%1.6%
75Δ54.9348.1%1.3%62.7166.8%1.3%
80Δ53.8348.0%1.0%64.2573.5%1.1%

20Δ

Calls
Pseudo strike
63.65
IV
66.2%
B/E move
11.6%
Puts
Pseudo strike
53.42
IV
54.3%
B/E move
8.2%

25Δ

Calls
Pseudo strike
62.38
IV
62.9%
B/E move
9.7%
Puts
Pseudo strike
54.77
IV
50.1%
B/E move
6.1%

30Δ

Calls
Pseudo strike
61.12
IV
59.6%
B/E move
7.8%
Puts
Pseudo strike
55.52
IV
50.0%
B/E move
5.4%

35Δ

Calls
Pseudo strike
59.93
IV
56.6%
B/E move
6.0%
Puts
Pseudo strike
56.14
IV
50.7%
B/E move
4.9%

40Δ

Calls
Pseudo strike
59.31
IV
55.5%
B/E move
5.4%
Puts
Pseudo strike
56.76
IV
51.4%
B/E move
4.4%

45Δ

Calls
Pseudo strike
58.68
IV
54.5%
B/E move
4.8%
Puts
Pseudo strike
57.38
IV
52.1%
B/E move
3.9%

50Δ

Calls
Pseudo strike
58.06
IV
53.4%
B/E move
4.2%
Puts
Pseudo strike
58.00
IV
52.8%
B/E move
3.4%

55Δ

Calls
Pseudo strike
57.44
IV
52.3%
B/E move
3.6%
Puts
Pseudo strike
58.62
IV
53.4%
B/E move
2.9%

60Δ

Calls
Pseudo strike
56.82
IV
51.3%
B/E move
3.0%
Puts
Pseudo strike
59.24
IV
54.1%
B/E move
2.4%

65Δ

Calls
Pseudo strike
56.20
IV
50.2%
B/E move
2.4%
Puts
Pseudo strike
59.86
IV
54.8%
B/E move
1.9%

70Δ

Calls
Pseudo strike
55.58
IV
49.1%
B/E move
1.8%
Puts
Pseudo strike
61.18
IV
60.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
54.93
IV
48.1%
B/E move
1.3%
Puts
Pseudo strike
62.71
IV
66.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
53.83
IV
48.0%
B/E move
1.0%
Puts
Pseudo strike
64.25
IV
73.5%
B/E move
1.1%

Options history

IV · four-Friday blend45.92%
Daily EOD
TEX44.3%47.9%51.6%2026-10-19: 48.90%2026-10-20: 49.58%2026-10-21: 48.16%2026-10-22: 49.99%2026-10-23: 50.65%2026-10-26: 51.05%2026-10-27: 48.06%2026-10-28: 46.43%2026-10-29: 44.76%2026-10-30: 45.92%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.90%
49.58%
48.16%
49.99%
50.65%
51.05%
48.06%
46.43%
44.76%
45.92%