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Tecogen Inc. TGEN

INDUSTRIALS · ELECTRICAL EQUIPMENT & PARTS
i

Market datapartial · fetched 2026-11-12T02:54:05.265Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-12T01:00:00.01085937Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:54:04.067301+00:00

Share price$1.70
1D-8.7%
AH$1.66$1.72$1.78$1.84$1.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTGEN
Sold putSold callAH

Tecogen Inc. options

Live interpolated TGEN call and put midpoint premiums by absolute delta.Tecogen Inc.$0.16$0.23$0.30$0.37$0.44$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICETGEN PRICE$0.17$0.22$0.28$0.33$0.38$0.40$0.42
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.75304.1%600.8%
25Δ11.28325.2%576.7%
30Δ10.82346.3%552.7%
35Δ10.36367.4%528.7%
40Δ7.71355.4%375.7%
45Δ4.76305.6%203.6%
50Δ3.34254.6%120.8%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
11.75
IV
304.1%
B/E move
600.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
11.28
IV
325.2%
B/E move
576.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
10.82
IV
346.3%
B/E move
552.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
10.36
IV
367.4%
B/E move
528.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
7.71
IV
355.4%
B/E move
375.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.76
IV
305.6%
B/E move
203.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.34
IV
254.6%
B/E move
120.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations