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Tecnoglass Inc TGLS

BASIC MATERIALS · BUILDING MATERIALS
i

Market dataready · fetched 2026-10-23T04:07:20.477Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T04:07:20.100943+00:00

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 Inc options

Live interpolated TGLS call and put midpoint premiums by absolute delta.Tecnoglass Inc$0.36$2.55$4.74$6.93$9.13$31.20$34.70$38.19$41.69$45.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TGLS spot · $38.72TGLS PRICE$0.59$0.81$1.02$1.23$1.45$1.68$2.02$2.35$2.69$3.03$3.36$3.70$4.04$0.78$0.98$1.32$1.66$2.00$2.34$2.68$3.04$3.84$4.63$5.42$6.21$8.49
PutsExpensive1.23×
CallsFair1.02×
SkewBearish+9.71 pp
Implied moveBearish±$4.69
TiltBearish21.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.2248.5%15.7%33.9063.3%14.5%
25Δ43.3548.8%14.0%35.5152.9%10.8%
30Δ42.4749.0%12.3%36.2753.2%9.7%
35Δ41.6049.2%10.6%37.0253.5%8.7%
40Δ40.7349.5%8.9%37.7853.9%7.6%
45Δ39.9049.5%7.4%38.5354.2%6.5%
50Δ39.2648.5%6.6%39.2954.5%5.5%
55Δ38.6147.5%5.8%40.0654.8%4.4%
60Δ37.9746.4%5.0%41.0955.8%3.8%
65Δ37.3345.4%4.2%42.1156.9%3.2%
70Δ36.6944.4%3.4%43.1457.9%2.6%
75Δ36.0443.3%2.6%44.1759.0%2.0%
80Δ35.4042.3%1.9%46.6168.8%1.6%

20Δ

Calls
Pseudo strike
44.22
IV
48.5%
B/E move
15.7%
Puts
Pseudo strike
33.90
IV
63.3%
B/E move
14.5%

25Δ

Calls
Pseudo strike
43.35
IV
48.8%
B/E move
14.0%
Puts
Pseudo strike
35.51
IV
52.9%
B/E move
10.8%

30Δ

Calls
Pseudo strike
42.47
IV
49.0%
B/E move
12.3%
Puts
Pseudo strike
36.27
IV
53.2%
B/E move
9.7%

35Δ

Calls
Pseudo strike
41.60
IV
49.2%
B/E move
10.6%
Puts
Pseudo strike
37.02
IV
53.5%
B/E move
8.7%

40Δ

Calls
Pseudo strike
40.73
IV
49.5%
B/E move
8.9%
Puts
Pseudo strike
37.78
IV
53.9%
B/E move
7.6%

45Δ

Calls
Pseudo strike
39.90
IV
49.5%
B/E move
7.4%
Puts
Pseudo strike
38.53
IV
54.2%
B/E move
6.5%

50Δ

Calls
Pseudo strike
39.26
IV
48.5%
B/E move
6.6%
Puts
Pseudo strike
39.29
IV
54.5%
B/E move
5.5%

55Δ

Calls
Pseudo strike
38.61
IV
47.5%
B/E move
5.8%
Puts
Pseudo strike
40.06
IV
54.8%
B/E move
4.4%

60Δ

Calls
Pseudo strike
37.97
IV
46.4%
B/E move
5.0%
Puts
Pseudo strike
41.09
IV
55.8%
B/E move
3.8%

65Δ

Calls
Pseudo strike
37.33
IV
45.4%
B/E move
4.2%
Puts
Pseudo strike
42.11
IV
56.9%
B/E move
3.2%

70Δ

Calls
Pseudo strike
36.69
IV
44.4%
B/E move
3.4%
Puts
Pseudo strike
43.14
IV
57.9%
B/E move
2.6%

75Δ

Calls
Pseudo strike
36.04
IV
43.3%
B/E move
2.6%
Puts
Pseudo strike
44.17
IV
59.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
35.40
IV
42.3%
B/E move
1.9%
Puts
Pseudo strike
46.61
IV
68.8%
B/E move
1.6%

Options history

No recorded observations