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Teleflex Incorporated TFX

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Market dataready · fetched 2026-11-12T02:43:54.261Z

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 · 2026-11-12T00:00:00.001454161Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:43:53.904546+00:00

Share price$156.33
1D+0.7%
AH$154.07$154.69$155.32$155.94$156.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTFX
Sold putSold callAH

Teleflex Incorporated options

Live interpolated TFX call and put midpoint premiums by absolute delta.Teleflex Incorporated$2.11$5.26$8.41$11.56$14.71$133.70$144.13$154.56$165.00$175.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TFX spot · $156.33TFX PRICE$2.45$2.45$2.45$2.45$2.50$2.61$2.71$2.81$2.92$3.54$4.41$5.28$6.15$2.46$2.48$2.52$2.79$3.05$3.48$4.09$4.70$5.32$6.24$7.91$9.59$13.80
PutsExpensive1.25×
CallsCheap0.67×
SkewBearish+6.52 pp
Implied moveBearish±$6.80
TiltBearish23.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ179.8697.6%16.6%141.0985.5%11.3%
25Δ174.1581.2%13.0%146.6365.2%7.8%
30Δ168.4464.8%9.3%150.3452.0%5.4%
35Δ162.7448.4%5.7%152.1747.3%4.4%
40Δ159.4638.5%3.6%154.0042.6%3.4%
45Δ158.4334.6%3.0%155.5439.7%2.7%
50Δ157.4030.8%2.4%156.7539.2%2.4%
55Δ156.3626.9%1.8%157.9538.6%2.0%
60Δ155.3323.1%1.2%159.1538.1%1.6%
65Δ154.2722.5%0.9%160.5838.6%1.3%
70Δ153.1923.6%0.8%162.5541.4%1.1%
75Δ152.1224.6%0.7%164.5144.3%0.9%
80Δ151.0525.7%0.6%168.8854.3%0.8%

20Δ

Calls
Pseudo strike
179.86
IV
97.6%
B/E move
16.6%
Puts
Pseudo strike
141.09
IV
85.5%
B/E move
11.3%

25Δ

Calls
Pseudo strike
174.15
IV
81.2%
B/E move
13.0%
Puts
Pseudo strike
146.63
IV
65.2%
B/E move
7.8%

30Δ

Calls
Pseudo strike
168.44
IV
64.8%
B/E move
9.3%
Puts
Pseudo strike
150.34
IV
52.0%
B/E move
5.4%

35Δ

Calls
Pseudo strike
162.74
IV
48.4%
B/E move
5.7%
Puts
Pseudo strike
152.17
IV
47.3%
B/E move
4.4%

40Δ

Calls
Pseudo strike
159.46
IV
38.5%
B/E move
3.6%
Puts
Pseudo strike
154.00
IV
42.6%
B/E move
3.4%

45Δ

Calls
Pseudo strike
158.43
IV
34.6%
B/E move
3.0%
Puts
Pseudo strike
155.54
IV
39.7%
B/E move
2.7%

50Δ

Calls
Pseudo strike
157.40
IV
30.8%
B/E move
2.4%
Puts
Pseudo strike
156.75
IV
39.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
156.36
IV
26.9%
B/E move
1.8%
Puts
Pseudo strike
157.95
IV
38.6%
B/E move
2.0%

60Δ

Calls
Pseudo strike
155.33
IV
23.1%
B/E move
1.2%
Puts
Pseudo strike
159.15
IV
38.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
154.27
IV
22.5%
B/E move
0.9%
Puts
Pseudo strike
160.58
IV
38.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
153.19
IV
23.6%
B/E move
0.8%
Puts
Pseudo strike
162.55
IV
41.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
152.12
IV
24.6%
B/E move
0.7%
Puts
Pseudo strike
164.51
IV
44.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
151.05
IV
25.7%
B/E move
0.6%
Puts
Pseudo strike
168.88
IV
54.3%
B/E move
0.8%

Options history

IV · four-Friday blend47.44%
Daily EOD
TFX40.4%44.2%48.0%2026-10-19: 41.99%2026-10-20: 40.91%2026-10-21: 42.44%2026-10-22: 42.47%2026-10-23: 42.30%2026-10-26: 42.71%2026-10-27: 43.40%2026-10-28: 43.87%2026-10-29: 43.33%2026-10-30: 47.44%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.99%
40.91%
42.44%
42.47%
42.30%
42.71%
43.40%
43.87%
43.33%
47.44%