Share price$3.86
1D
Price history unavailable.
Townsquare Media Inc TSQ
COMMUNICATION SERVICES · ADVERTISING AGENCIESi
Market dataready · fetched 2026-10-22T12:55:00.092Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T12:22:37.56875463Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T12:51:19.769694+00:00
Townsquare Media Inc options
PutsExpensive2.66×
CallsExpensive3.09×
SkewBullish-24.66 pp
Implied move——
TiltBearish73.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.11 | 153.0% | 64.1% | 2.65 | 322.4% | 47.8% |
| 25Δ | 6.94 | 212.4% | 89.1% | 2.93 | 304.2% | 43.2% |
| 30Δ | 7.77 | 271.9% | 114.2% | 3.22 | 286.0% | 38.6% |
| 35Δ | 8.61 | 331.3% | 139.2% | 3.51 | 267.8% | 34.0% |
| 40Δ | 9.44 | 390.7% | 164.2% | 3.79 | 249.6% | 29.4% |
| 45Δ | 4.08 | 231.4% | 24.8% | |||
| 50Δ | 4.37 | 213.2% | 20.2% | |||
| 55Δ | 4.65 | 194.9% | 15.6% | |||
| 60Δ | 4.94 | 176.7% | 11.0% | |||
| 65Δ | 6.10 | 211.8% | 9.7% | |||
| 70Δ | 7.52 | 261.3% | 9.3% | |||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- 6.11
- IV
- 153.0%
- B/E move
- 64.1%
- Pseudo strike
- 2.65
- IV
- 322.4%
- B/E move
- 47.8%
25Δ
- Pseudo strike
- 6.94
- IV
- 212.4%
- B/E move
- 89.1%
- Pseudo strike
- 2.93
- IV
- 304.2%
- B/E move
- 43.2%
30Δ
- Pseudo strike
- 7.77
- IV
- 271.9%
- B/E move
- 114.2%
- Pseudo strike
- 3.22
- IV
- 286.0%
- B/E move
- 38.6%
35Δ
- Pseudo strike
- 8.61
- IV
- 331.3%
- B/E move
- 139.2%
- Pseudo strike
- 3.51
- IV
- 267.8%
- B/E move
- 34.0%
40Δ
- Pseudo strike
- 9.44
- IV
- 390.7%
- B/E move
- 164.2%
- Pseudo strike
- 3.79
- IV
- 249.6%
- B/E move
- 29.4%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.08
- IV
- 231.4%
- B/E move
- 24.8%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.37
- IV
- 213.2%
- B/E move
- 20.2%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.65
- IV
- 194.9%
- B/E move
- 15.6%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.94
- IV
- 176.7%
- B/E move
- 11.0%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.10
- IV
- 211.8%
- B/E move
- 9.7%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.52
- IV
- 261.3%
- B/E move
- 9.3%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations