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Tecnoglass Holdings Inc. TGLS

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Market datapartial · fetched 2026-10-23T03:14:02.771Z

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 · 2026-10-22T23:00:00.001655904Z

FundamentalsAlpha Vantage · unavailable

Share price$38.72
1D+1.9%
AH$37.61$37.91$38.22$38.52$38.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTGLS
Sold putSold callAH

Tecnoglass Holdings Inc. options

Live interpolated TGLS call and put midpoint premiums by absolute delta.Tecnoglass Holdings Inc.$0.35$2.58$4.81$7.04$9.26$31.31$34.76$38.20$41.64$45.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TGLS spot · $38.72TGLS PRICE$0.59$0.81$1.02$1.23$1.44$1.68$2.01$2.35$2.69$3.02$3.36$3.70$4.03$0.78$0.98$1.32$1.66$2.00$2.34$2.68$3.05$3.84$4.64$5.43$6.23$8.62
PutsExpensive1.21×
CallsFair1.00×
SkewBearish+9.56 pp
Implied moveBearish±$4.69
TiltBearish21.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.2248.4%15.7%33.9062.2%14.5%
25Δ43.3548.5%14.0%35.5152.0%10.8%
30Δ42.4848.5%12.3%36.2752.4%9.7%
35Δ41.6148.6%10.6%37.0252.7%8.7%
40Δ40.7448.7%8.9%37.7853.0%7.6%
45Δ39.9048.6%7.4%38.5453.3%6.5%
50Δ39.2647.6%6.6%39.2953.6%5.4%
55Δ38.6246.6%5.8%40.0653.9%4.4%
60Δ37.9845.6%5.0%41.1055.0%3.8%
65Δ37.3444.5%4.2%42.1356.0%3.2%
70Δ36.6943.5%3.4%43.1657.0%2.6%
75Δ36.0542.5%2.7%44.1958.1%2.0%
80Δ35.4141.5%1.9%46.7468.4%1.6%

20Δ

Calls
Pseudo strike
44.22
IV
48.4%
B/E move
15.7%
Puts
Pseudo strike
33.90
IV
62.2%
B/E move
14.5%

25Δ

Calls
Pseudo strike
43.35
IV
48.5%
B/E move
14.0%
Puts
Pseudo strike
35.51
IV
52.0%
B/E move
10.8%

30Δ

Calls
Pseudo strike
42.48
IV
48.5%
B/E move
12.3%
Puts
Pseudo strike
36.27
IV
52.4%
B/E move
9.7%

35Δ

Calls
Pseudo strike
41.61
IV
48.6%
B/E move
10.6%
Puts
Pseudo strike
37.02
IV
52.7%
B/E move
8.7%

40Δ

Calls
Pseudo strike
40.74
IV
48.7%
B/E move
8.9%
Puts
Pseudo strike
37.78
IV
53.0%
B/E move
7.6%

45Δ

Calls
Pseudo strike
39.90
IV
48.6%
B/E move
7.4%
Puts
Pseudo strike
38.54
IV
53.3%
B/E move
6.5%

50Δ

Calls
Pseudo strike
39.26
IV
47.6%
B/E move
6.6%
Puts
Pseudo strike
39.29
IV
53.6%
B/E move
5.4%

55Δ

Calls
Pseudo strike
38.62
IV
46.6%
B/E move
5.8%
Puts
Pseudo strike
40.06
IV
53.9%
B/E move
4.4%

60Δ

Calls
Pseudo strike
37.98
IV
45.6%
B/E move
5.0%
Puts
Pseudo strike
41.10
IV
55.0%
B/E move
3.8%

65Δ

Calls
Pseudo strike
37.34
IV
44.5%
B/E move
4.2%
Puts
Pseudo strike
42.13
IV
56.0%
B/E move
3.2%

70Δ

Calls
Pseudo strike
36.69
IV
43.5%
B/E move
3.4%
Puts
Pseudo strike
43.16
IV
57.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
36.05
IV
42.5%
B/E move
2.7%
Puts
Pseudo strike
44.19
IV
58.1%
B/E move
2.0%

80Δ

Calls
Pseudo strike
35.41
IV
41.5%
B/E move
1.9%
Puts
Pseudo strike
46.74
IV
68.4%
B/E move
1.6%

Options history

No recorded observations