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TSS, Inc. Common Stock TSSI

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-20T06:04:13.332Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:49:41.823619103Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:04:12.843961+00:00

Share price$7.44
1D+0.0%
AH$7.19$7.31$7.43$7.54$7.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSSI
Sold putSold callAH

TSS, Inc. Common Stock options

Live interpolated TSSI call and put midpoint premiums by absolute delta.TSS, Inc. Common Stock$0.10$1.28$2.46$3.64$4.82$4.02$5.83$7.64$9.46$11.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSSI spot · $7.44TSSI PRICE$0.23$0.31$0.40$0.49$0.58$0.67$0.76$0.85$1.05$1.26$1.46$1.67$1.87$0.43$0.57$0.70$0.84$0.98$1.17$1.48$1.78$2.09$2.40$2.70$3.32$4.48
PutsExpensive1.32×
CallsExpensive1.08×
SkewBearish+24.05 pp
Implied moveBearish±$2.23
TiltBearish33.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.48110.6%43.9%5.80119.5%27.8%
25Δ9.68102.7%34.2%6.16120.2%24.8%
30Δ9.32102.3%30.5%6.52120.8%21.8%
35Δ8.96101.9%26.9%6.89121.5%18.8%
40Δ8.59101.6%23.3%7.25122.1%15.7%
45Δ8.23101.2%19.6%7.63122.7%13.2%
50Δ7.87100.8%16.0%8.05123.2%11.6%
55Δ7.51100.4%12.4%8.47123.6%10.1%
60Δ7.2099.1%10.9%8.89124.1%8.6%
65Δ6.8997.8%9.4%9.31124.5%7.1%
70Δ6.5796.5%8.0%9.73124.9%5.5%
75Δ6.2695.2%6.6%10.44129.2%4.2%
80Δ5.9593.9%5.1%11.68140.3%3.2%

20Δ

Calls
Pseudo strike
10.48
IV
110.6%
B/E move
43.9%
Puts
Pseudo strike
5.80
IV
119.5%
B/E move
27.8%

25Δ

Calls
Pseudo strike
9.68
IV
102.7%
B/E move
34.2%
Puts
Pseudo strike
6.16
IV
120.2%
B/E move
24.8%

30Δ

Calls
Pseudo strike
9.32
IV
102.3%
B/E move
30.5%
Puts
Pseudo strike
6.52
IV
120.8%
B/E move
21.8%

35Δ

Calls
Pseudo strike
8.96
IV
101.9%
B/E move
26.9%
Puts
Pseudo strike
6.89
IV
121.5%
B/E move
18.8%

40Δ

Calls
Pseudo strike
8.59
IV
101.6%
B/E move
23.3%
Puts
Pseudo strike
7.25
IV
122.1%
B/E move
15.7%

45Δ

Calls
Pseudo strike
8.23
IV
101.2%
B/E move
19.6%
Puts
Pseudo strike
7.63
IV
122.7%
B/E move
13.2%

50Δ

Calls
Pseudo strike
7.87
IV
100.8%
B/E move
16.0%
Puts
Pseudo strike
8.05
IV
123.2%
B/E move
11.6%

55Δ

Calls
Pseudo strike
7.51
IV
100.4%
B/E move
12.4%
Puts
Pseudo strike
8.47
IV
123.6%
B/E move
10.1%

60Δ

Calls
Pseudo strike
7.20
IV
99.1%
B/E move
10.9%
Puts
Pseudo strike
8.89
IV
124.1%
B/E move
8.6%

65Δ

Calls
Pseudo strike
6.89
IV
97.8%
B/E move
9.4%
Puts
Pseudo strike
9.31
IV
124.5%
B/E move
7.1%

70Δ

Calls
Pseudo strike
6.57
IV
96.5%
B/E move
8.0%
Puts
Pseudo strike
9.73
IV
124.9%
B/E move
5.5%

75Δ

Calls
Pseudo strike
6.26
IV
95.2%
B/E move
6.6%
Puts
Pseudo strike
10.44
IV
129.2%
B/E move
4.2%

80Δ

Calls
Pseudo strike
5.95
IV
93.9%
B/E move
5.1%
Puts
Pseudo strike
11.68
IV
140.3%
B/E move
3.2%

Options history

TSSI110.13110.24110.352026-10-19T19:55:05.646000+00:00: 110.24%Oct 19Oct 19
Table
ObservationIVSkewImplied move
110.24%17.57 pp30.05%