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Tenaris S. A. TS

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Market datapartial · fetched 2026-10-22T22:49:38.275Z

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 · 2026-10-22T22:30:00.001080483Z

FundamentalsAlpha Vantage · unavailable

Share price$56.37
1D-2.7%
AH$55.30$56.02$56.73$57.44$58.165:30 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.$0.67$2.18$3.69$5.21$6.72$48.71$52.73$56.75$60.77$64.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TS spot · $56.37TS PRICE$0.83$1.27$1.35$1.47$1.68$1.89$2.27$2.67$3.07$3.70$4.50$5.33$6.28$0.90$1.23$1.45$1.61$1.85$2.20$2.55$2.91$3.37$3.84$4.30$4.92$5.57
PutsExpensive1.30×
CallsExpensive1.44×
SkewBullish-4.81 pp
Implied moveBearish±$4.82
TiltBalanced0.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.4050.1%15.7%51.3643.9%10.5%
25Δ64.3359.0%16.4%52.1947.1%9.6%
30Δ61.7249.2%11.9%53.2245.4%8.2%
35Δ59.6642.0%8.4%54.3640.8%6.4%
40Δ58.6539.7%7.0%55.3338.1%5.1%
45Δ57.6437.4%5.6%56.0937.6%4.4%
50Δ56.8537.4%4.9%56.8437.1%3.7%
55Δ56.0937.9%4.2%57.5936.6%3.0%
60Δ55.3338.3%3.6%58.3436.1%2.5%
65Δ54.4239.9%3.1%59.0935.5%2.0%
70Δ53.3942.4%2.7%59.8535.0%1.5%
75Δ52.3444.7%2.3%60.6834.1%1.1%
80Δ51.1145.3%1.8%61.5533.2%0.7%

20Δ

Calls
Pseudo strike
64.40
IV
50.1%
B/E move
15.7%
Puts
Pseudo strike
51.36
IV
43.9%
B/E move
10.5%

25Δ

Calls
Pseudo strike
64.33
IV
59.0%
B/E move
16.4%
Puts
Pseudo strike
52.19
IV
47.1%
B/E move
9.6%

30Δ

Calls
Pseudo strike
61.72
IV
49.2%
B/E move
11.9%
Puts
Pseudo strike
53.22
IV
45.4%
B/E move
8.2%

35Δ

Calls
Pseudo strike
59.66
IV
42.0%
B/E move
8.4%
Puts
Pseudo strike
54.36
IV
40.8%
B/E move
6.4%

40Δ

Calls
Pseudo strike
58.65
IV
39.7%
B/E move
7.0%
Puts
Pseudo strike
55.33
IV
38.1%
B/E move
5.1%

45Δ

Calls
Pseudo strike
57.64
IV
37.4%
B/E move
5.6%
Puts
Pseudo strike
56.09
IV
37.6%
B/E move
4.4%

50Δ

Calls
Pseudo strike
56.85
IV
37.4%
B/E move
4.9%
Puts
Pseudo strike
56.84
IV
37.1%
B/E move
3.7%

55Δ

Calls
Pseudo strike
56.09
IV
37.9%
B/E move
4.2%
Puts
Pseudo strike
57.59
IV
36.6%
B/E move
3.0%

60Δ

Calls
Pseudo strike
55.33
IV
38.3%
B/E move
3.6%
Puts
Pseudo strike
58.34
IV
36.1%
B/E move
2.5%

65Δ

Calls
Pseudo strike
54.42
IV
39.9%
B/E move
3.1%
Puts
Pseudo strike
59.09
IV
35.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
53.39
IV
42.4%
B/E move
2.7%
Puts
Pseudo strike
59.85
IV
35.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
52.34
IV
44.7%
B/E move
2.3%
Puts
Pseudo strike
60.68
IV
34.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
51.11
IV
45.3%
B/E move
1.8%
Puts
Pseudo strike
61.55
IV
33.2%
B/E move
0.7%

Options history

No recorded observations