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TENNANT COMPANY TNC

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-13T01:57:58.879Z

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 · 2026-11-13T00:00:00.002951284Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:56:12.509161+00:00

Share price$75.03
1D-2.8%
AH$74.79$75.52$76.26$77.00$77.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTNC
Sold putSold callAH

TENNANT COMPANY options

Live interpolated TNC call and put midpoint premiums by absolute delta.TENNANT COMPANY$0.73$2.57$4.42$6.27$8.12$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICETNC PRICE$0.93$1.25$1.58$1.90$2.22$2.55$3.08$3.80$4.52$5.23$5.95$7.58$2.45$2.45$2.45$2.45$2.45$2.45
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.67276.4%33.1%
25Δ78.9848.1%6.5%56.70236.8%27.7%
30Δ78.2550.3%6.0%60.73197.2%22.3%
35Δ77.5352.4%5.4%64.77157.7%16.9%
40Δ76.8054.6%4.9%68.80118.1%11.6%
45Δ76.0756.7%4.3%72.8378.5%6.2%
50Δ75.3458.9%3.8%
55Δ74.4661.0%3.3%
60Δ73.4363.0%2.9%
65Δ72.4165.1%2.5%
70Δ71.3867.1%2.1%
75Δ70.3669.2%1.7%
80Δ68.4876.1%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.67
IV
276.4%
B/E move
33.1%

25Δ

Calls
Pseudo strike
78.98
IV
48.1%
B/E move
6.5%
Puts
Pseudo strike
56.70
IV
236.8%
B/E move
27.7%

30Δ

Calls
Pseudo strike
78.25
IV
50.3%
B/E move
6.0%
Puts
Pseudo strike
60.73
IV
197.2%
B/E move
22.3%

35Δ

Calls
Pseudo strike
77.53
IV
52.4%
B/E move
5.4%
Puts
Pseudo strike
64.77
IV
157.7%
B/E move
16.9%

40Δ

Calls
Pseudo strike
76.80
IV
54.6%
B/E move
4.9%
Puts
Pseudo strike
68.80
IV
118.1%
B/E move
11.6%

45Δ

Calls
Pseudo strike
76.07
IV
56.7%
B/E move
4.3%
Puts
Pseudo strike
72.83
IV
78.5%
B/E move
6.2%

50Δ

Calls
Pseudo strike
75.34
IV
58.9%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
74.46
IV
61.0%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
73.43
IV
63.0%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
72.41
IV
65.1%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
71.38
IV
67.1%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
70.36
IV
69.2%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
68.48
IV
76.1%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend41.12%
Daily EOD
TNC37.0%39.2%41.4%2026-10-19: 38.19%2026-10-20: 38.55%2026-10-21: 37.28%2026-10-22: 39.06%2026-10-23: 39.64%2026-10-26: 40.18%2026-10-27: 39.61%2026-10-28: 39.51%2026-10-29: 40.29%2026-10-30: 41.12%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.19%
38.55%
37.28%
39.06%
39.64%
40.18%
39.61%
39.51%
40.29%
41.12%