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TIC Solutions, Inc TIC

INDUSTRIALS · SPECIALTY BUSINESS SERVICES
i

Market dataready · fetched 2026-11-12T02:53:49.235Z

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 · 2026-11-12T00:00:00.002554748Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-12T02:51:44.202301+00:00

Share price$11.23
1D+2.0%
AH$10.97$11.07$11.16$11.26$11.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTIC
Sold putSold callAH

TIC Solutions, Inc options

Live interpolated TIC call and put midpoint premiums by absolute delta.TIC Solutions, Inc$0.12$0.61$1.10$1.60$2.09$8.26$9.66$11.06$12.46$13.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TIC spot · $11.23TIC PRICE$0.17$0.22$0.26$0.30$0.35$0.39$0.44$0.48$0.38$0.33$0.50$0.66$0.82$0.98$1.14$1.30$1.47$1.95
Puts——
Calls——
Skew——
Implied moveBearish±$1.05
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.27173.1%20.8%
25Δ12.1659.5%9.8%
30Δ12.0158.6%8.8%
35Δ11.8557.7%7.8%
40Δ11.6956.8%6.8%11.0459.7%4.6%
45Δ11.5355.8%5.8%11.2564.0%4.2%
50Δ11.3754.9%4.8%11.4668.2%3.8%
55Δ11.2254.0%3.8%11.6672.5%3.4%
60Δ11.0653.1%2.8%11.8776.7%3.0%
65Δ12.0881.0%2.6%
70Δ12.2885.2%2.2%
75Δ12.4989.5%1.8%
80Δ13.0295.6%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.27
IV
173.1%
B/E move
20.8%

25Δ

Calls
Pseudo strike
12.16
IV
59.5%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
12.01
IV
58.6%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
11.85
IV
57.7%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
11.69
IV
56.8%
B/E move
6.8%
Puts
Pseudo strike
11.04
IV
59.7%
B/E move
4.6%

45Δ

Calls
Pseudo strike
11.53
IV
55.8%
B/E move
5.8%
Puts
Pseudo strike
11.25
IV
64.0%
B/E move
4.2%

50Δ

Calls
Pseudo strike
11.37
IV
54.9%
B/E move
4.8%
Puts
Pseudo strike
11.46
IV
68.2%
B/E move
3.8%

55Δ

Calls
Pseudo strike
11.22
IV
54.0%
B/E move
3.8%
Puts
Pseudo strike
11.66
IV
72.5%
B/E move
3.4%

60Δ

Calls
Pseudo strike
11.06
IV
53.1%
B/E move
2.8%
Puts
Pseudo strike
11.87
IV
76.7%
B/E move
3.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.08
IV
81.0%
B/E move
2.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.28
IV
85.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.49
IV
89.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.02
IV
95.6%
B/E move
1.4%

Options history

IV · four-Friday blend60.62%
Daily EOD
TIC52.5%58.9%65.3%2026-10-26: 53.38%2026-10-27: 64.41%2026-10-28: 54.10%2026-10-29: 62.23%2026-10-30: 60.62%Oct 26Oct 28Oct 30
5 observations2026-10-26 — 2026-10-30
Table
DateIV (%)
53.38%
64.41%
54.10%
62.23%
60.62%