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Tecnoglass Holdings Inc. TGLS

i

Market dataready · fetched 2026-11-12T14:57:02.722Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T14:56:13.48233272Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T14:57:01.876707+00:00

Share price$47.27
1D+3.2%
$45.62$46.27$46.92$47.57$48.215:30 AM6:30 AM9:00 AM1:00 PMTGLS
Sold putSold call

Tecnoglass Holdings Inc. options

Live interpolated TGLS call and put midpoint premiums by absolute delta.Tecnoglass Holdings Inc.$0.52$2.33$4.15$5.97$7.78$33.47$40.02$46.57$53.12$59.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TGLS spot · $47.27TGLS PRICE$0.72$0.96$1.21$1.46$1.89$2.56$3.23$3.90$4.57$5.24$5.91$6.59$7.26$1.12$1.35$1.58$1.83$2.11$2.39$2.66$2.94$3.22$3.50
Puts——
CallsCheap0.72×
Skew——
Implied moveBullish±$5.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.0243.8%15.8%35.8087.0%26.6%
25Δ52.9043.9%14.0%39.1872.9%20.0%
30Δ51.7744.0%12.1%42.5558.8%13.3%
35Δ50.6544.1%10.2%45.2148.0%8.2%
40Δ49.5644.6%8.8%45.9645.8%7.2%
45Δ48.5245.8%8.1%46.7243.7%6.2%
50Δ47.4746.9%7.3%47.4741.5%5.2%
55Δ46.4348.0%6.5%48.2239.4%4.2%
60Δ45.3949.1%5.7%48.9837.2%3.2%
65Δ44.3550.2%4.9%49.7335.1%2.2%
70Δ43.3151.4%4.1%
75Δ42.2752.5%3.4%
80Δ41.2353.6%2.6%

20Δ

Calls
Pseudo strike
54.02
IV
43.8%
B/E move
15.8%
Puts
Pseudo strike
35.80
IV
87.0%
B/E move
26.6%

25Δ

Calls
Pseudo strike
52.90
IV
43.9%
B/E move
14.0%
Puts
Pseudo strike
39.18
IV
72.9%
B/E move
20.0%

30Δ

Calls
Pseudo strike
51.77
IV
44.0%
B/E move
12.1%
Puts
Pseudo strike
42.55
IV
58.8%
B/E move
13.3%

35Δ

Calls
Pseudo strike
50.65
IV
44.1%
B/E move
10.2%
Puts
Pseudo strike
45.21
IV
48.0%
B/E move
8.2%

40Δ

Calls
Pseudo strike
49.56
IV
44.6%
B/E move
8.8%
Puts
Pseudo strike
45.96
IV
45.8%
B/E move
7.2%

45Δ

Calls
Pseudo strike
48.52
IV
45.8%
B/E move
8.1%
Puts
Pseudo strike
46.72
IV
43.7%
B/E move
6.2%

50Δ

Calls
Pseudo strike
47.47
IV
46.9%
B/E move
7.3%
Puts
Pseudo strike
47.47
IV
41.5%
B/E move
5.2%

55Δ

Calls
Pseudo strike
46.43
IV
48.0%
B/E move
6.5%
Puts
Pseudo strike
48.22
IV
39.4%
B/E move
4.2%

60Δ

Calls
Pseudo strike
45.39
IV
49.1%
B/E move
5.7%
Puts
Pseudo strike
48.98
IV
37.2%
B/E move
3.2%

65Δ

Calls
Pseudo strike
44.35
IV
50.2%
B/E move
4.9%
Puts
Pseudo strike
49.73
IV
35.1%
B/E move
2.2%

70Δ

Calls
Pseudo strike
43.31
IV
51.4%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
42.27
IV
52.5%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
41.23
IV
53.6%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend53.31%
Daily EOD
TGLS47.7%50.8%54.0%2026-10-19: 50.10%2026-10-20: 52.30%2026-10-21: 48.13%2026-10-22: 49.32%2026-10-23: 50.63%2026-10-26: 53.27%2026-10-27: 53.56%2026-10-28: 53.14%2026-10-29: 49.64%2026-10-30: 53.31%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
50.10%
52.30%
48.13%
49.32%
50.63%
53.27%
53.56%
53.14%
49.64%
53.31%