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Target Hospitality Corp. Common Stock TH

INDUSTRIALS · SPECIALTY BUSINESS SERVICES
i

Market dataready · fetched 2026-11-12T14:55:48.529Z

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: 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 · 2026-11-12T14:55:31.360366866Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:55:48.005488+00:00

Share price$11.97
1D-2.0%
$11.82$11.96$12.09$12.23$12.375:30 AM6:30 AM9:00 AM1:00 PMTH
Sold putSold call

Target Hospitality Corp. Common Stock options

Live interpolated TH call and put midpoint premiums by absolute delta.Target Hospitality Corp. Common Stock$0.32$0.83$1.35$1.86$2.37$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICETH PRICE$0.38$0.38$0.38$0.38$0.38$0.39$0.40$0.56$0.76$0.96$1.16$0.38$0.38$0.40$0.45$0.50$0.54$1.83$1.93$2.03$2.13$2.22
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.63216.4%42.1%10.02165.4%19.4%
25Δ14.50157.7%24.2%10.66130.3%14.1%
30Δ13.47122.3%15.7%11.11108.1%10.5%
35Δ12.8999.1%10.8%11.36100.3%8.8%
40Δ12.6186.2%8.6%11.6092.6%7.2%
45Δ12.3373.3%6.3%11.8484.9%5.6%
50Δ12.0560.4%4.0%
55Δ11.8266.2%3.4%
60Δ11.6076.4%3.3%13.08162.3%6.0%
65Δ11.3886.6%3.1%13.31150.1%4.9%
70Δ11.1696.7%2.9%13.54137.9%3.8%
75Δ13.77125.8%2.7%
80Δ14.00113.6%1.6%

20Δ

Calls
Pseudo strike
16.63
IV
216.4%
B/E move
42.1%
Puts
Pseudo strike
10.02
IV
165.4%
B/E move
19.4%

25Δ

Calls
Pseudo strike
14.50
IV
157.7%
B/E move
24.2%
Puts
Pseudo strike
10.66
IV
130.3%
B/E move
14.1%

30Δ

Calls
Pseudo strike
13.47
IV
122.3%
B/E move
15.7%
Puts
Pseudo strike
11.11
IV
108.1%
B/E move
10.5%

35Δ

Calls
Pseudo strike
12.89
IV
99.1%
B/E move
10.8%
Puts
Pseudo strike
11.36
IV
100.3%
B/E move
8.8%

40Δ

Calls
Pseudo strike
12.61
IV
86.2%
B/E move
8.6%
Puts
Pseudo strike
11.60
IV
92.6%
B/E move
7.2%

45Δ

Calls
Pseudo strike
12.33
IV
73.3%
B/E move
6.3%
Puts
Pseudo strike
11.84
IV
84.9%
B/E move
5.6%

50Δ

Calls
Pseudo strike
12.05
IV
60.4%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.82
IV
66.2%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.60
IV
76.4%
B/E move
3.3%
Puts
Pseudo strike
13.08
IV
162.3%
B/E move
6.0%

65Δ

Calls
Pseudo strike
11.38
IV
86.6%
B/E move
3.1%
Puts
Pseudo strike
13.31
IV
150.1%
B/E move
4.9%

70Δ

Calls
Pseudo strike
11.16
IV
96.7%
B/E move
2.9%
Puts
Pseudo strike
13.54
IV
137.9%
B/E move
3.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.77
IV
125.8%
B/E move
2.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.00
IV
113.6%
B/E move
1.6%

Options history

IV · four-Friday blend70.49%
Daily EOD
TH66.3%71.7%77.0%2026-10-19: 68.59%2026-10-20: 69.96%2026-10-21: 67.03%2026-10-22: 72.90%2026-10-23: 76.28%2026-10-26: 71.40%2026-10-27: 68.45%2026-10-28: 70.86%2026-10-29: 67.16%2026-10-30: 70.49%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
68.59%
69.96%
67.03%
72.90%
76.28%
71.40%
68.45%
70.86%
67.16%
70.49%