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Target Hospitality Corp. Common Stock TH

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Market datapartial · fetched 2026-10-23T00:18:33.829Z

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 · 2026-10-22T23:47:17.649093635Z

FundamentalsAlpha Vantage · unavailable

Share price$13.61
1D-8.7%
AH$13.54$14.02$14.50$14.97$15.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTH
Sold putSold callAH

Target Hospitality Corp. Common Stock options

Live interpolated TH call and put midpoint premiums by absolute delta.Target Hospitality Corp. Common Stock$0.31$1.44$2.56$3.68$4.80$8.85$12.45$16.05$19.65$23.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TH spot · $13.61TH PRICE$0.49$0.54$1.10$0.79$0.96$1.15$1.36$1.64$1.99$2.41$2.89$3.64$4.48$1.02$0.43$0.54$0.65$0.82$1.00$1.17$1.39$1.62$1.84
PutsCheap0.89×
CallsExpensive2.29×
SkewBullish-51.24 pp
Implied moveBullish±$2.53
TiltBullish38.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.29140.8%60.0%10.15182.5%33.0%
25Δ17.55107.4%32.9%12.2068.3%13.6%
30Δ21.53197.6%66.2%12.5766.7%11.7%
35Δ15.87101.0%22.4%12.9365.1%9.8%
40Δ15.31101.7%19.5%13.2665.5%8.6%
45Δ14.77103.1%17.0%13.5866.3%7.5%
50Δ14.27105.2%14.8%13.9167.2%6.5%
55Δ13.76110.0%13.1%14.2567.3%5.5%
60Δ13.24117.8%11.9%14.6067.2%4.6%
65Δ12.66127.0%10.7%14.9567.0%3.7%
70Δ12.01137.6%9.5%
75Δ11.15157.9%8.7%
80Δ10.15177.2%7.5%

20Δ

Calls
Pseudo strike
21.29
IV
140.8%
B/E move
60.0%
Puts
Pseudo strike
10.15
IV
182.5%
B/E move
33.0%

25Δ

Calls
Pseudo strike
17.55
IV
107.4%
B/E move
32.9%
Puts
Pseudo strike
12.20
IV
68.3%
B/E move
13.6%

30Δ

Calls
Pseudo strike
21.53
IV
197.6%
B/E move
66.2%
Puts
Pseudo strike
12.57
IV
66.7%
B/E move
11.7%

35Δ

Calls
Pseudo strike
15.87
IV
101.0%
B/E move
22.4%
Puts
Pseudo strike
12.93
IV
65.1%
B/E move
9.8%

40Δ

Calls
Pseudo strike
15.31
IV
101.7%
B/E move
19.5%
Puts
Pseudo strike
13.26
IV
65.5%
B/E move
8.6%

45Δ

Calls
Pseudo strike
14.77
IV
103.1%
B/E move
17.0%
Puts
Pseudo strike
13.58
IV
66.3%
B/E move
7.5%

50Δ

Calls
Pseudo strike
14.27
IV
105.2%
B/E move
14.8%
Puts
Pseudo strike
13.91
IV
67.2%
B/E move
6.5%

55Δ

Calls
Pseudo strike
13.76
IV
110.0%
B/E move
13.1%
Puts
Pseudo strike
14.25
IV
67.3%
B/E move
5.5%

60Δ

Calls
Pseudo strike
13.24
IV
117.8%
B/E move
11.9%
Puts
Pseudo strike
14.60
IV
67.2%
B/E move
4.6%

65Δ

Calls
Pseudo strike
12.66
IV
127.0%
B/E move
10.7%
Puts
Pseudo strike
14.95
IV
67.0%
B/E move
3.7%

70Δ

Calls
Pseudo strike
12.01
IV
137.6%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
11.15
IV
157.9%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.15
IV
177.2%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations