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Tenet Healthcare Corporation THC

HEALTHCARE · MEDICAL CARE FACILITIES
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Market dataready · fetched 2026-10-15T20:32:57.270Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:29:07.623067775Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:56.642518+00:00

Share price$275.20
1D-0.6%
AH$273.98$274.74$275.51$276.28$277.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTHC
Sold putSold callAH

Tenet Healthcare Corporation options

Live interpolated THC call and put midpoint premiums by absolute delta.Tenet Healthcare Corporation$0.32$4.76$9.20$13.65$18.09$266.11$270.51$274.91$279.30$283.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $275.20OPTION PRICELive THC spot · $275.20THC PRICE$1.06$1.05$1.44$1.86$2.28$2.70$3.11$3.53$3.95$4.37$4.79$5.21$5.63$0.80$1.20$1.69$2.18$2.67$3.16$3.65$4.14$4.63$5.12$5.61$8.55$16.81
PutsExpensive2.50×
CallsExpensive2.18×
SkewBearish+4.14 pp
Implied moveBearish±$6.76
TiltBearish19.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ287.8582.8%5.0%268.6352.8%2.7%
25Δ280.5350.9%2.3%270.8146.0%2.0%
30Δ279.1847.9%2.0%271.7646.6%1.9%
35Δ278.3047.2%1.8%272.7147.1%1.7%
40Δ277.4246.5%1.6%273.6647.7%1.5%
45Δ276.5445.7%1.5%274.6148.2%1.4%
50Δ275.6545.0%1.3%275.5648.8%1.2%
55Δ274.7744.3%1.1%276.5049.3%1.0%
60Δ273.8943.6%1.0%277.4549.9%0.9%
65Δ273.0142.9%0.8%278.4050.4%0.7%
70Δ272.1342.1%0.6%279.3551.0%0.5%
75Δ271.2541.4%0.5%282.6658.0%0.4%
80Δ270.3640.7%0.3%291.1379.1%0.3%

20Δ

Calls
Pseudo strike
287.85
IV
82.8%
B/E move
5.0%
Puts
Pseudo strike
268.63
IV
52.8%
B/E move
2.7%

25Δ

Calls
Pseudo strike
280.53
IV
50.9%
B/E move
2.3%
Puts
Pseudo strike
270.81
IV
46.0%
B/E move
2.0%

30Δ

Calls
Pseudo strike
279.18
IV
47.9%
B/E move
2.0%
Puts
Pseudo strike
271.76
IV
46.6%
B/E move
1.9%

35Δ

Calls
Pseudo strike
278.30
IV
47.2%
B/E move
1.8%
Puts
Pseudo strike
272.71
IV
47.1%
B/E move
1.7%

40Δ

Calls
Pseudo strike
277.42
IV
46.5%
B/E move
1.6%
Puts
Pseudo strike
273.66
IV
47.7%
B/E move
1.5%

45Δ

Calls
Pseudo strike
276.54
IV
45.7%
B/E move
1.5%
Puts
Pseudo strike
274.61
IV
48.2%
B/E move
1.4%

50Δ

Calls
Pseudo strike
275.65
IV
45.0%
B/E move
1.3%
Puts
Pseudo strike
275.56
IV
48.8%
B/E move
1.2%

55Δ

Calls
Pseudo strike
274.77
IV
44.3%
B/E move
1.1%
Puts
Pseudo strike
276.50
IV
49.3%
B/E move
1.0%

60Δ

Calls
Pseudo strike
273.89
IV
43.6%
B/E move
1.0%
Puts
Pseudo strike
277.45
IV
49.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
273.01
IV
42.9%
B/E move
0.8%
Puts
Pseudo strike
278.40
IV
50.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
272.13
IV
42.1%
B/E move
0.6%
Puts
Pseudo strike
279.35
IV
51.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
271.25
IV
41.4%
B/E move
0.5%
Puts
Pseudo strike
282.66
IV
58.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
270.36
IV
40.7%
B/E move
0.3%
Puts
Pseudo strike
291.13
IV
79.1%
B/E move
0.3%