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Tenet Healthcare Corporation THC

HEALTHCARE · MEDICAL CARE FACILITIES
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Market dataready · fetched 2026-10-15T21:01:45.067Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:41:00.361422253Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:01:44.560255+00:00

Share price$275.13
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$0.36$4.45$8.55$12.65$16.74$266.33$270.65$274.98$279.31$283.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $275.13OPTION PRICELive THC spot · $275.13THC PRICE$1.06$1.05$1.46$1.88$2.31$2.74$3.16$3.59$4.02$4.44$4.87$5.30$5.72$0.80$1.18$1.66$2.15$2.63$3.12$3.60$4.09$4.57$5.06$5.54$7.26$15.56
PutsExpensive2.42×
CallsExpensive2.19×
SkewBearish+2.12 pp
Implied moveBearish±$6.77
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ287.7183.1%5.0%268.4053.8%2.7%
25Δ280.3250.4%2.3%270.7845.6%2.0%
30Δ279.1448.4%2.0%271.7246.1%1.8%
35Δ278.2447.7%1.8%272.6546.5%1.7%
40Δ277.3547.1%1.6%273.5947.0%1.5%
45Δ276.4546.4%1.5%274.5347.5%1.4%
50Δ275.5545.8%1.3%275.4648.0%1.2%
55Δ274.6545.2%1.1%276.4048.4%1.0%
60Δ273.7544.5%1.0%277.3448.9%0.9%
65Δ272.8643.9%0.8%278.2749.4%0.7%
70Δ271.9643.3%0.6%279.2149.9%0.5%
75Δ271.0642.6%0.4%281.3453.4%0.4%
80Δ270.1642.0%0.3%289.8473.5%0.3%

20Δ

Calls
Pseudo strike
287.71
IV
83.1%
B/E move
5.0%
Puts
Pseudo strike
268.40
IV
53.8%
B/E move
2.7%

25Δ

Calls
Pseudo strike
280.32
IV
50.4%
B/E move
2.3%
Puts
Pseudo strike
270.78
IV
45.6%
B/E move
2.0%

30Δ

Calls
Pseudo strike
279.14
IV
48.4%
B/E move
2.0%
Puts
Pseudo strike
271.72
IV
46.1%
B/E move
1.8%

35Δ

Calls
Pseudo strike
278.24
IV
47.7%
B/E move
1.8%
Puts
Pseudo strike
272.65
IV
46.5%
B/E move
1.7%

40Δ

Calls
Pseudo strike
277.35
IV
47.1%
B/E move
1.6%
Puts
Pseudo strike
273.59
IV
47.0%
B/E move
1.5%

45Δ

Calls
Pseudo strike
276.45
IV
46.4%
B/E move
1.5%
Puts
Pseudo strike
274.53
IV
47.5%
B/E move
1.4%

50Δ

Calls
Pseudo strike
275.55
IV
45.8%
B/E move
1.3%
Puts
Pseudo strike
275.46
IV
48.0%
B/E move
1.2%

55Δ

Calls
Pseudo strike
274.65
IV
45.2%
B/E move
1.1%
Puts
Pseudo strike
276.40
IV
48.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
273.75
IV
44.5%
B/E move
1.0%
Puts
Pseudo strike
277.34
IV
48.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
272.86
IV
43.9%
B/E move
0.8%
Puts
Pseudo strike
278.27
IV
49.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
271.96
IV
43.3%
B/E move
0.6%
Puts
Pseudo strike
279.21
IV
49.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
271.06
IV
42.6%
B/E move
0.4%
Puts
Pseudo strike
281.34
IV
53.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
270.16
IV
42.0%
B/E move
0.3%
Puts
Pseudo strike
289.84
IV
73.5%
B/E move
0.3%