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TotalEnergies SE TTE

ENERGY · OIL & GAS INTEGRATED
i

Market dataready · fetched 2026-11-12T03:14:13.203Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.001673723Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:14:12.713942+00:00

Share price$87.96
1D-0.1%
AH$87.51$87.67$87.83$87.99$88.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTTE
Sold putSold callAH

TotalEnergies SE options

Live interpolated TTE call and put midpoint premiums by absolute delta.TotalEnergies SE$0.29$1.36$2.42$3.49$4.56$82.29$85.49$88.69$91.89$95.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TTE spot · $87.96TTE PRICE$0.41$0.53$0.66$0.85$1.04$1.24$1.43$1.63$1.89$2.19$2.49$2.80$3.10$0.45$0.60$0.76$0.92$1.08$1.28$1.58$1.88$2.18$2.48$2.88$3.56$4.25
PutsCheap0.85×
CallsFair0.96×
SkewBearish+2.35 pp
Implied moveBearish±$3.02
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ91.3525.7%4.3%84.8028.8%4.1%
25Δ90.6625.6%3.7%85.4628.0%3.5%
30Δ89.9825.4%3.0%86.0227.5%3.1%
35Δ89.5225.5%2.7%86.5826.9%2.6%
40Δ89.0625.5%2.4%87.1426.4%2.1%
45Δ88.6025.6%2.1%87.6826.2%1.8%
50Δ88.1425.6%1.8%88.1726.4%1.6%
55Δ87.6825.7%1.5%88.6626.7%1.3%
60Δ87.2125.4%1.3%89.1527.0%1.1%
65Δ86.7525.0%1.1%89.6427.3%0.9%
70Δ86.2824.5%0.9%90.2127.7%0.7%
75Δ85.8124.1%0.7%91.0328.8%0.6%
80Δ85.3423.6%0.6%91.8429.9%0.4%

20Δ

Calls
Pseudo strike
91.35
IV
25.7%
B/E move
4.3%
Puts
Pseudo strike
84.80
IV
28.8%
B/E move
4.1%

25Δ

Calls
Pseudo strike
90.66
IV
25.6%
B/E move
3.7%
Puts
Pseudo strike
85.46
IV
28.0%
B/E move
3.5%

30Δ

Calls
Pseudo strike
89.98
IV
25.4%
B/E move
3.0%
Puts
Pseudo strike
86.02
IV
27.5%
B/E move
3.1%

35Δ

Calls
Pseudo strike
89.52
IV
25.5%
B/E move
2.7%
Puts
Pseudo strike
86.58
IV
26.9%
B/E move
2.6%

40Δ

Calls
Pseudo strike
89.06
IV
25.5%
B/E move
2.4%
Puts
Pseudo strike
87.14
IV
26.4%
B/E move
2.1%

45Δ

Calls
Pseudo strike
88.60
IV
25.6%
B/E move
2.1%
Puts
Pseudo strike
87.68
IV
26.2%
B/E move
1.8%

50Δ

Calls
Pseudo strike
88.14
IV
25.6%
B/E move
1.8%
Puts
Pseudo strike
88.17
IV
26.4%
B/E move
1.6%

55Δ

Calls
Pseudo strike
87.68
IV
25.7%
B/E move
1.5%
Puts
Pseudo strike
88.66
IV
26.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
87.21
IV
25.4%
B/E move
1.3%
Puts
Pseudo strike
89.15
IV
27.0%
B/E move
1.1%

65Δ

Calls
Pseudo strike
86.75
IV
25.0%
B/E move
1.1%
Puts
Pseudo strike
89.64
IV
27.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
86.28
IV
24.5%
B/E move
0.9%
Puts
Pseudo strike
90.21
IV
27.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
85.81
IV
24.1%
B/E move
0.7%
Puts
Pseudo strike
91.03
IV
28.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
85.34
IV
23.6%
B/E move
0.6%
Puts
Pseudo strike
91.84
IV
29.9%
B/E move
0.4%

Options history

IV · four-Friday blend25.22%
Daily EOD
TTE23.9%25.1%26.2%2026-10-19: 24.10%2026-10-20: 26.07%2026-10-21: 25.56%2026-10-22: 25.51%2026-10-23: 25.67%2026-10-26: 25.73%2026-10-27: 25.75%2026-10-28: 25.19%2026-10-29: 25.08%2026-10-30: 25.22%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.10%
26.07%
25.56%
25.51%
25.67%
25.73%
25.75%
25.19%
25.08%
25.22%