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Interface, Inc. Common Stock TILE

CONSUMER CYCLICAL · FURNISHINGS, FIXTURES & APPLIANCES
i

Market dataready · fetched 2026-11-11T15:51:21.721Z

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 · 2026-11-11T15:49:20.152421729Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:45:09.494448+00:00

Share price$31.32
1D-0.2%
$31.27$31.40$31.53$31.66$31.795:30 AM6:30 AM9:00 AM1:00 PMTILE
Sold putSold call

Interface, Inc. Common Stock options

Live interpolated TILE call and put midpoint premiums by absolute delta.Interface, Inc. Common Stock$0.35$1.50$2.66$3.81$4.97$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICETILE PRICE$0.47$0.63$0.86$1.10$1.33$1.57$1.80$2.04$2.27$2.53$3.23$3.93$4.63$0.64$0.70$0.75
Puts——
CallsExpensive1.15×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.8498.9%19.1%26.65121.4%16.9%
25Δ34.6282.4%12.5%28.00100.4%12.8%
30Δ34.0483.5%11.4%29.3579.4%8.7%
35Δ33.4684.6%10.3%
40Δ32.8885.6%9.2%
45Δ32.3086.7%8.1%
50Δ31.7287.8%7.0%
55Δ31.1488.8%5.9%
60Δ30.5689.9%4.8%
65Δ29.9691.0%3.7%
70Δ29.0992.8%3.2%
75Δ28.2194.7%2.6%
80Δ27.3396.6%2.1%

20Δ

Calls
Pseudo strike
36.84
IV
98.9%
B/E move
19.1%
Puts
Pseudo strike
26.65
IV
121.4%
B/E move
16.9%

25Δ

Calls
Pseudo strike
34.62
IV
82.4%
B/E move
12.5%
Puts
Pseudo strike
28.00
IV
100.4%
B/E move
12.8%

30Δ

Calls
Pseudo strike
34.04
IV
83.5%
B/E move
11.4%
Puts
Pseudo strike
29.35
IV
79.4%
B/E move
8.7%

35Δ

Calls
Pseudo strike
33.46
IV
84.6%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
32.88
IV
85.6%
B/E move
9.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
32.30
IV
86.7%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
31.72
IV
87.8%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
31.14
IV
88.8%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
30.56
IV
89.9%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
29.96
IV
91.0%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
29.09
IV
92.8%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
28.21
IV
94.7%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
27.33
IV
96.6%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend54.37%
Daily EOD
TILE48.0%51.4%54.8%2026-10-20: 49.93%2026-10-21: 50.83%2026-10-22: 50.87%2026-10-23: 51.68%2026-10-26: 48.48%2026-10-27: 53.35%2026-10-28: 53.98%2026-10-30: 54.37%Oct 20Oct 23Oct 30
8 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
49.93%
50.83%
50.87%
51.68%
48.48%
53.35%
53.98%
54.37%