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TOWNSQUARE MEDIA, INC. TSQ

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Market datapartial · fetched 2026-10-22T21:10:58.004Z

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 · 2026-10-22T20:10:00.002973439Z

FundamentalsAlpha Vantage · unavailable

Share price$3.82
1D+0.1%
AH$3.77$3.81$3.86$3.91$3.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSQ
Sold putSold callAH

TOWNSQUARE MEDIA, INC. options

Live interpolated TSQ call and put midpoint premiums by absolute delta.TOWNSQUARE MEDIA, INC.$0.09$1.52$2.95$4.38$5.81$0.16$1.95$3.73$5.51$7.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSQ spot · $3.82TSQ PRICE$0.24$0.34$0.44$0.54$0.64$0.73$0.83$0.93$1.03$1.12$1.22$1.32$1.41$0.70$0.98$1.26$1.54$1.82$2.11$2.39$2.67$2.95$3.23$3.51$3.79$5.40
PutsExpensive2.96×
CallsExpensive2.95×
SkewBearish+16.80 pp
Implied moveBearish±$3.22
TiltBearish50.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.79247.6%136.3%2.69326.9%47.9%
25Δ9.71300.4%163.0%3.11318.0%44.2%
30Δ9.57310.0%162.0%3.53309.1%40.5%
35Δ8.93299.3%148.0%3.96300.2%36.8%
40Δ8.30288.6%133.9%4.38291.4%33.1%
45Δ7.66277.8%119.8%4.80282.5%29.4%
50Δ7.03267.1%105.7%5.22273.6%25.7%
55Δ6.39256.3%91.7%5.65264.7%22.0%
60Δ5.76245.6%77.6%6.07255.8%18.3%
65Δ5.12234.8%63.5%6.49247.0%14.6%
70Δ4.49224.1%49.4%6.91238.1%10.9%
75Δ3.85213.3%35.4%7.34229.2%7.2%
80Δ3.22202.6%21.3%9.03249.5%5.0%

20Δ

Calls
Pseudo strike
8.79
IV
247.6%
B/E move
136.3%
Puts
Pseudo strike
2.69
IV
326.9%
B/E move
47.9%

25Δ

Calls
Pseudo strike
9.71
IV
300.4%
B/E move
163.0%
Puts
Pseudo strike
3.11
IV
318.0%
B/E move
44.2%

30Δ

Calls
Pseudo strike
9.57
IV
310.0%
B/E move
162.0%
Puts
Pseudo strike
3.53
IV
309.1%
B/E move
40.5%

35Δ

Calls
Pseudo strike
8.93
IV
299.3%
B/E move
148.0%
Puts
Pseudo strike
3.96
IV
300.2%
B/E move
36.8%

40Δ

Calls
Pseudo strike
8.30
IV
288.6%
B/E move
133.9%
Puts
Pseudo strike
4.38
IV
291.4%
B/E move
33.1%

45Δ

Calls
Pseudo strike
7.66
IV
277.8%
B/E move
119.8%
Puts
Pseudo strike
4.80
IV
282.5%
B/E move
29.4%

50Δ

Calls
Pseudo strike
7.03
IV
267.1%
B/E move
105.7%
Puts
Pseudo strike
5.22
IV
273.6%
B/E move
25.7%

55Δ

Calls
Pseudo strike
6.39
IV
256.3%
B/E move
91.7%
Puts
Pseudo strike
5.65
IV
264.7%
B/E move
22.0%

60Δ

Calls
Pseudo strike
5.76
IV
245.6%
B/E move
77.6%
Puts
Pseudo strike
6.07
IV
255.8%
B/E move
18.3%

65Δ

Calls
Pseudo strike
5.12
IV
234.8%
B/E move
63.5%
Puts
Pseudo strike
6.49
IV
247.0%
B/E move
14.6%

70Δ

Calls
Pseudo strike
4.49
IV
224.1%
B/E move
49.4%
Puts
Pseudo strike
6.91
IV
238.1%
B/E move
10.9%

75Δ

Calls
Pseudo strike
3.85
IV
213.3%
B/E move
35.4%
Puts
Pseudo strike
7.34
IV
229.2%
B/E move
7.2%

80Δ

Calls
Pseudo strike
3.22
IV
202.6%
B/E move
21.3%
Puts
Pseudo strike
9.03
IV
249.5%
B/E move
5.0%

Options history

No recorded observations