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TENNANT COMPANY TNC

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Market datapartial · fetched 2026-10-22T23:23:09.725Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.001697061Z

FundamentalsAlpha Vantage · unavailable

Share price$66.12
1D+2.0%
AH$64.72$65.15$65.57$65.99$66.425:30 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$1.48$3.77$6.06$8.34$10.63$53.46$60.06$66.66$73.25$79.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TNC spot · $66.12TNC PRICE$2.45$2.20$2.45$2.45$2.53$2.85$3.17$3.49$3.89$4.70$5.52$6.33$7.15$1.74$1.73$2.28$2.84$3.39$3.91$4.39$4.88$5.37$6.10$7.34$8.58$9.97
PutsExpensive1.50×
CallsExpensive1.61×
SkewBullish-5.76 pp
Implied moveBearish±$7.56
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.10140.5%55.1%56.4677.1%17.2%
25Δ81.8590.8%27.1%60.3256.7%11.4%
30Δ77.4680.5%20.9%61.7156.9%10.1%
35Δ73.1764.5%14.4%63.1057.2%8.9%
40Δ69.6851.9%9.2%64.4957.4%7.6%
45Δ68.4649.1%7.8%65.7355.9%6.5%
50Δ67.2446.4%6.5%66.8953.5%5.5%
55Δ66.0243.7%5.1%68.0551.0%4.5%
60Δ64.8041.5%3.9%69.2148.5%3.4%
65Δ63.6442.2%3.4%70.5047.1%2.6%
70Δ62.4742.9%2.8%72.0847.8%2.1%
75Δ61.3143.6%2.3%73.6548.6%1.6%
80Δ60.1444.3%1.8%75.3649.3%1.1%

20Δ

Calls
Pseudo strike
100.10
IV
140.5%
B/E move
55.1%
Puts
Pseudo strike
56.46
IV
77.1%
B/E move
17.2%

25Δ

Calls
Pseudo strike
81.85
IV
90.8%
B/E move
27.1%
Puts
Pseudo strike
60.32
IV
56.7%
B/E move
11.4%

30Δ

Calls
Pseudo strike
77.46
IV
80.5%
B/E move
20.9%
Puts
Pseudo strike
61.71
IV
56.9%
B/E move
10.1%

35Δ

Calls
Pseudo strike
73.17
IV
64.5%
B/E move
14.4%
Puts
Pseudo strike
63.10
IV
57.2%
B/E move
8.9%

40Δ

Calls
Pseudo strike
69.68
IV
51.9%
B/E move
9.2%
Puts
Pseudo strike
64.49
IV
57.4%
B/E move
7.6%

45Δ

Calls
Pseudo strike
68.46
IV
49.1%
B/E move
7.8%
Puts
Pseudo strike
65.73
IV
55.9%
B/E move
6.5%

50Δ

Calls
Pseudo strike
67.24
IV
46.4%
B/E move
6.5%
Puts
Pseudo strike
66.89
IV
53.5%
B/E move
5.5%

55Δ

Calls
Pseudo strike
66.02
IV
43.7%
B/E move
5.1%
Puts
Pseudo strike
68.05
IV
51.0%
B/E move
4.5%

60Δ

Calls
Pseudo strike
64.80
IV
41.5%
B/E move
3.9%
Puts
Pseudo strike
69.21
IV
48.5%
B/E move
3.4%

65Δ

Calls
Pseudo strike
63.64
IV
42.2%
B/E move
3.4%
Puts
Pseudo strike
70.50
IV
47.1%
B/E move
2.6%

70Δ

Calls
Pseudo strike
62.47
IV
42.9%
B/E move
2.8%
Puts
Pseudo strike
72.08
IV
47.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
61.31
IV
43.6%
B/E move
2.3%
Puts
Pseudo strike
73.65
IV
48.6%
B/E move
1.6%

80Δ

Calls
Pseudo strike
60.14
IV
44.3%
B/E move
1.8%
Puts
Pseudo strike
75.36
IV
49.3%
B/E move
1.1%

Options history

No recorded observations