IntraAlpha
Create free account Start free

Tenaris S. A. TS

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-11-12T00:48:24.731Z

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 · 2026-11-12T00:00:00.001478265Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:48:24.194194+00:00

Share price$61.21
1D+0.8%
AH$60.38$60.61$60.83$61.05$61.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTS
Sold putSold callAH

Tenaris S. A. options

Live interpolated TS call and put midpoint premiums by absolute delta.Tenaris S. A.$0.28$1.09$1.89$2.69$3.50$54.14$57.81$61.48$65.15$68.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TS spot · $61.21TS PRICE$0.37$0.48$0.59$0.69$0.96$1.24$1.51$1.78$2.06$2.33$2.56$2.79$3.02$0.47$0.64$0.80$0.97$1.09$1.21$1.33$1.45$1.57$1.68$2.22$3.27
Puts——
CallsCheap0.55×
Skew——
Implied moveBullish±$2.84
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.4335.1%5.9%58.4036.3%5.4%
25Δ63.8033.9%5.0%58.9037.7%4.8%
30Δ63.1732.7%4.2%59.4039.2%4.3%
35Δ62.5331.5%3.3%59.9040.6%3.7%
40Δ62.0933.0%3.0%60.3139.1%3.3%
45Δ61.6534.7%2.7%60.7136.8%2.8%
50Δ61.2136.4%2.5%61.1034.5%2.4%
55Δ60.7838.1%2.2%61.4932.2%1.9%
60Δ60.3439.8%1.9%61.8929.9%1.5%
65Δ59.9240.5%1.7%62.2827.6%1.0%
70Δ59.5237.8%1.4%62.9829.7%0.7%
75Δ59.1335.0%1.2%64.0537.2%0.7%
80Δ58.7432.3%0.9%

20Δ

Calls
Pseudo strike
64.43
IV
35.1%
B/E move
5.9%
Puts
Pseudo strike
58.40
IV
36.3%
B/E move
5.4%

25Δ

Calls
Pseudo strike
63.80
IV
33.9%
B/E move
5.0%
Puts
Pseudo strike
58.90
IV
37.7%
B/E move
4.8%

30Δ

Calls
Pseudo strike
63.17
IV
32.7%
B/E move
4.2%
Puts
Pseudo strike
59.40
IV
39.2%
B/E move
4.3%

35Δ

Calls
Pseudo strike
62.53
IV
31.5%
B/E move
3.3%
Puts
Pseudo strike
59.90
IV
40.6%
B/E move
3.7%

40Δ

Calls
Pseudo strike
62.09
IV
33.0%
B/E move
3.0%
Puts
Pseudo strike
60.31
IV
39.1%
B/E move
3.3%

45Δ

Calls
Pseudo strike
61.65
IV
34.7%
B/E move
2.7%
Puts
Pseudo strike
60.71
IV
36.8%
B/E move
2.8%

50Δ

Calls
Pseudo strike
61.21
IV
36.4%
B/E move
2.5%
Puts
Pseudo strike
61.10
IV
34.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
60.78
IV
38.1%
B/E move
2.2%
Puts
Pseudo strike
61.49
IV
32.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
60.34
IV
39.8%
B/E move
1.9%
Puts
Pseudo strike
61.89
IV
29.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
59.92
IV
40.5%
B/E move
1.7%
Puts
Pseudo strike
62.28
IV
27.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
59.52
IV
37.8%
B/E move
1.4%
Puts
Pseudo strike
62.98
IV
29.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
59.13
IV
35.0%
B/E move
1.2%
Puts
Pseudo strike
64.05
IV
37.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
58.74
IV
32.3%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.55%
Daily EOD
TS31.0%33.3%35.5%2026-10-19: 34.26%2026-10-20: 34.85%2026-10-21: 34.80%2026-10-22: 35.20%2026-10-23: 34.19%2026-10-26: 34.07%2026-10-27: 34.04%2026-10-28: 31.34%2026-10-29: 31.92%2026-10-30: 33.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.26%
34.85%
34.80%
35.20%
34.19%
34.07%
34.04%
31.34%
31.92%
33.55%