IntraAlpha
Create free account Start free

Tower Semiconductor Ltd TSEM

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-15T20:35:17.368Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:22:00.605931167Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:16.236825+00:00

Share price$210.00
1D+2.0%
AH$197$201$204$208$2115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSEM
Sold putSold callAH

Tower Semiconductor Ltd options

Live interpolated TSEM call and put midpoint premiums by absolute delta.Tower Semiconductor Ltd$1.50$4.44$7.39$10.33$13.28$194.15$202.00$209.86$217.72$225.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $210.00OPTION PRICELive TSEM spot · $210.00TSEM PRICE$2.46$2.20$2.48$3.03$3.24$3.61$4.24$5.02$5.87$7.12$7.91$8.30$8.79$1.81$2.48$3.15$3.16$3.60$4.19$4.83$5.58$6.76$8.20$9.13$10.45$12.43
PutsExpensive1.16×
CallsExpensive1.14×
SkewBearish+2.57 pp
Implied moveBearish±$9.07
TiltBearish8.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ232.03214.3%11.7%197.81141.9%6.7%
25Δ221.07137.7%6.3%200.12143.2%5.9%
30Δ217.68122.7%4.8%202.43144.6%5.1%
35Δ215.65120.8%4.1%205.44117.9%3.7%
40Δ213.47107.5%3.2%207.28111.1%3.0%
45Δ211.6999.3%2.5%208.84108.2%2.5%
50Δ210.3199.5%2.2%210.35106.1%2.1%
55Δ208.90100.9%1.9%211.80105.0%1.8%
60Δ207.48102.8%1.6%213.49108.9%1.6%
65Δ205.78107.9%1.4%215.33114.8%1.4%
70Δ204.45105.1%1.1%216.88110.9%1.1%
75Δ203.4295.6%0.8%218.72109.7%0.8%
80Δ202.3286.9%0.5%221.11112.3%0.6%

20Δ

Calls
Pseudo strike
232.03
IV
214.3%
B/E move
11.7%
Puts
Pseudo strike
197.81
IV
141.9%
B/E move
6.7%

25Δ

Calls
Pseudo strike
221.07
IV
137.7%
B/E move
6.3%
Puts
Pseudo strike
200.12
IV
143.2%
B/E move
5.9%

30Δ

Calls
Pseudo strike
217.68
IV
122.7%
B/E move
4.8%
Puts
Pseudo strike
202.43
IV
144.6%
B/E move
5.1%

35Δ

Calls
Pseudo strike
215.65
IV
120.8%
B/E move
4.1%
Puts
Pseudo strike
205.44
IV
117.9%
B/E move
3.7%

40Δ

Calls
Pseudo strike
213.47
IV
107.5%
B/E move
3.2%
Puts
Pseudo strike
207.28
IV
111.1%
B/E move
3.0%

45Δ

Calls
Pseudo strike
211.69
IV
99.3%
B/E move
2.5%
Puts
Pseudo strike
208.84
IV
108.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
210.31
IV
99.5%
B/E move
2.2%
Puts
Pseudo strike
210.35
IV
106.1%
B/E move
2.1%

55Δ

Calls
Pseudo strike
208.90
IV
100.9%
B/E move
1.9%
Puts
Pseudo strike
211.80
IV
105.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
207.48
IV
102.8%
B/E move
1.6%
Puts
Pseudo strike
213.49
IV
108.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
205.78
IV
107.9%
B/E move
1.4%
Puts
Pseudo strike
215.33
IV
114.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
204.45
IV
105.1%
B/E move
1.1%
Puts
Pseudo strike
216.88
IV
110.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
203.42
IV
95.6%
B/E move
0.8%
Puts
Pseudo strike
218.72
IV
109.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
202.32
IV
86.9%
B/E move
0.5%
Puts
Pseudo strike
221.11
IV
112.3%
B/E move
0.6%