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Tenet Healthcare Corporation New THC

i

Market datapartial · fetched 2026-11-06T22:26:59.055Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T21:10:00.001107942Z

FundamentalsAlpha Vantage · unavailable

Share price$283.33
1D+1.1%
AH$280$281$283$284$2855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTHC
Sold putSold callAH

Tenet Healthcare Corporation New options

Live interpolated THC call and put midpoint premiums by absolute delta.Tenet Healthcare Corporation New$0.00$0.27$0.54$0.81$1.08$-0.28$0.11$0.50$0.89$1.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICETHC PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend39.30%
Daily close
THC36.4%42.3%48.2%2026-08-10: 41.21%2026-08-11: 40.86%2026-08-12: 39.98%2026-08-13: 38.78%2026-08-14: 37.20%2026-08-17: 38.08%2026-08-18: 40.26%2026-08-19: 42.31%2026-08-21: 39.58%2026-08-24: 40.37%2026-08-25: 41.11%2026-08-26: 40.12%2026-08-27: 39.38%2026-08-28: 39.69%2026-08-31: 38.77%2026-09-01: 39.55%2026-09-02: 39.28%2026-09-03: 39.42%2026-09-04: 39.79%2026-09-08: 42.39%2026-09-09: 42.01%2026-09-10: 41.21%2026-09-11: 40.04%2026-09-14: 42.07%2026-09-15: 42.50%2026-09-16: 42.11%2026-09-17: 43.71%2026-09-18: 39.45%2026-09-21: 41.19%2026-09-22: 40.80%2026-09-23: 40.29%2026-09-24: 41.04%2026-09-25: 40.65%2026-09-28: 41.54%2026-09-29: 42.11%2026-09-30: 42.45%2026-10-01: 42.25%2026-10-02: 41.17%2026-10-05: 41.78%2026-10-06: 42.07%2026-10-07: 41.70%2026-10-08: 42.48%2026-10-09: 41.84%2026-10-12: 43.58%2026-10-13: 44.30%2026-10-14: 43.88%2026-10-16: 44.63%2026-10-19: 44.43%2026-10-20: 44.67%2026-10-21: 44.25%2026-10-22: 44.63%2026-10-23: 45.22%2026-10-26: 45.94%2026-10-27: 47.01%2026-10-28: 47.37%2026-10-29: 38.04%2026-10-30: 39.30%Aug 10Sep 21Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
41.21%
40.86%
39.98%
38.78%
37.20%
38.08%
40.26%
42.31%
39.58%
40.37%
41.11%
40.12%
39.38%
39.69%
38.77%
39.55%
39.28%
39.42%
39.79%
42.39%
42.01%
41.21%
40.04%
42.07%
42.50%
42.11%
43.71%
39.45%
41.19%
40.80%
40.29%
41.04%
40.65%
41.54%
42.11%
42.45%
42.25%
41.17%
41.78%
42.07%
41.70%
42.48%
41.84%
43.58%
44.30%
43.88%
44.63%
44.43%
44.67%
44.25%
44.63%
45.22%
45.94%
47.01%
47.37%
38.04%
39.30%