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TTEC Holdings, Inc. Common Stock TTEC

i

Market dataready · fetched 2026-11-12T15:24:48.379Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-12T15:24:34.361605264Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:24:47.299650+00:00

Share price$2.70
1D+6.1%
$2.53$2.60$2.68$2.76$2.835:30 AM6:30 AM9:00 AM1:00 PMTTEC
Sold putSold call

TTEC Holdings, Inc. Common Stock options

Live interpolated TTEC call and put midpoint premiums by absolute delta.TTEC Holdings, Inc. Common Stock$0.01$1.20$2.39$3.57$4.76$0.82$1.78$2.74$3.69$4.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive TTEC spot · $2.70TTEC PRICE$0.14$0.18$0.23$0.28$0.33$0.37$0.42$0.47$0.52$0.57$0.69$0.99$1.29$1.59$1.88$2.18$2.48$4.42
Puts——
Calls——
Skew——
Implied moveBearish±$2.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.78148.9%119.2%
25Δ4.82134.1%85.2%
30Δ4.54130.8%76.5%
35Δ4.25127.5%67.8%2.68155.4%26.5%
40Δ3.97124.1%59.1%3.05159.2%23.9%
45Δ3.69120.8%50.4%3.41163.1%21.4%
50Δ3.40117.5%41.7%3.78166.9%18.8%
55Δ3.12114.1%33.0%4.15170.8%16.2%
60Δ2.84110.8%24.3%4.51174.6%13.6%
65Δ2.55107.4%15.5%4.88178.5%11.0%
70Δ6.86218.2%9.5%
75Δ
80Δ

20Δ

Calls
Pseudo strike
5.78
IV
148.9%
B/E move
119.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.82
IV
134.1%
B/E move
85.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.54
IV
130.8%
B/E move
76.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.25
IV
127.5%
B/E move
67.8%
Puts
Pseudo strike
2.68
IV
155.4%
B/E move
26.5%

40Δ

Calls
Pseudo strike
3.97
IV
124.1%
B/E move
59.1%
Puts
Pseudo strike
3.05
IV
159.2%
B/E move
23.9%

45Δ

Calls
Pseudo strike
3.69
IV
120.8%
B/E move
50.4%
Puts
Pseudo strike
3.41
IV
163.1%
B/E move
21.4%

50Δ

Calls
Pseudo strike
3.40
IV
117.5%
B/E move
41.7%
Puts
Pseudo strike
3.78
IV
166.9%
B/E move
18.8%

55Δ

Calls
Pseudo strike
3.12
IV
114.1%
B/E move
33.0%
Puts
Pseudo strike
4.15
IV
170.8%
B/E move
16.2%

60Δ

Calls
Pseudo strike
2.84
IV
110.8%
B/E move
24.3%
Puts
Pseudo strike
4.51
IV
174.6%
B/E move
13.6%

65Δ

Calls
Pseudo strike
2.55
IV
107.4%
B/E move
15.5%
Puts
Pseudo strike
4.88
IV
178.5%
B/E move
11.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.86
IV
218.2%
B/E move
9.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations