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Telos Corporation Common Stock TLS

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-12T00:46:16.675Z

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 · 2026-11-11T23:45:26.169070354Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:46:16.295626+00:00

Share price$7.48
1D-1.5%
AH$7.37$7.53$7.68$7.84$7.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTLS
Sold putSold callAH

Telos Corporation Common Stock options

Live interpolated TLS call and put midpoint premiums by absolute delta.Telos Corporation Common Stock$0.10$0.57$1.04$1.51$1.98$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICETLS PRICE$0.35$0.37$0.39$0.42$0.44$0.57$0.83$1.08$1.34$1.59$1.84$0.16$0.19$0.23$0.27$0.31$0.35
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.93124.0%22.8%
25Δ6.21116.0%19.6%
30Δ9.55197.6%32.3%6.49107.9%16.4%
35Δ9.09175.5%26.5%6.7799.8%13.2%
40Δ8.64153.3%20.8%7.0591.7%9.9%
45Δ8.19131.1%15.0%7.3383.6%6.7%
50Δ7.74108.9%9.3%
55Δ7.35102.5%6.0%
60Δ7.05113.2%5.3%
65Δ6.75123.9%4.7%
70Δ6.45134.6%4.0%
75Δ6.14145.3%3.4%
80Δ5.84156.0%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.93
IV
124.0%
B/E move
22.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.21
IV
116.0%
B/E move
19.6%

30Δ

Calls
Pseudo strike
9.55
IV
197.6%
B/E move
32.3%
Puts
Pseudo strike
6.49
IV
107.9%
B/E move
16.4%

35Δ

Calls
Pseudo strike
9.09
IV
175.5%
B/E move
26.5%
Puts
Pseudo strike
6.77
IV
99.8%
B/E move
13.2%

40Δ

Calls
Pseudo strike
8.64
IV
153.3%
B/E move
20.8%
Puts
Pseudo strike
7.05
IV
91.7%
B/E move
9.9%

45Δ

Calls
Pseudo strike
8.19
IV
131.1%
B/E move
15.0%
Puts
Pseudo strike
7.33
IV
83.6%
B/E move
6.7%

50Δ

Calls
Pseudo strike
7.74
IV
108.9%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
7.35
IV
102.5%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
7.05
IV
113.2%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
6.75
IV
123.9%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.45
IV
134.6%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.14
IV
145.3%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.84
IV
156.0%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend100.83%
Daily EOD
TLS86.7%94.3%101.9%2026-10-23: 87.75%2026-10-26: 100.83%Oct 23Oct 26
2 observations2026-10-23 — 2026-10-26
Table
DateIV (%)
87.75%
100.83%