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Tetra Tech, Inc. Common Stock TTEK

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Market dataready · fetched 2026-11-13T02:33:40.849Z

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 · 2026-11-13T00:05:59.808080557Z

FundamentalsSEC EDGAR · ready · as of 2026-06-28 · fetched 2026-11-13T02:33:40.423350+00:00

Share price$39.50
1D-4.3%
AH$38$39$40$41$425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTTEK
Sold putSold callAH

Tetra Tech, Inc. Common Stock options

Live interpolated TTEK call and put midpoint premiums by absolute delta.Tetra Tech, Inc. Common Stock$0.00$3.26$6.52$9.78$13.04$33.43$36.65$39.87$43.08$46.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TTEK spot · $39.50TTEK PRICE$0.30$0.37$0.44$0.50$0.57$1.52$3.03$4.54$6.05$7.56$9.07$10.58$12.09$0.42$0.54$0.66$0.78$0.90$1.01$1.13$1.25$1.84$2.53$3.22$3.92$4.61
PutsCheap0.62×
CallsCheap0.86×
SkewBullish-30.90 pp
Implied moveBullish±$4.17
TiltBullish42.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.3454.3%10.5%36.2855.5%9.2%
25Δ42.5849.8%8.7%36.7953.9%8.2%
30Δ41.8245.3%7.0%37.3152.2%7.2%
35Δ41.0640.8%5.2%37.8350.6%6.2%
40Δ40.3036.3%3.5%38.3548.9%5.2%
45Δ39.0345.3%2.7%38.8747.3%4.2%
50Δ37.4462.8%2.5%39.3945.7%3.2%
55Δ35.8480.3%2.2%39.9144.0%2.1%
60Δ34.2597.9%2.0%40.6447.3%1.8%
65Δ32.66115.4%1.8%41.4251.6%1.5%
70Δ31.07132.9%1.6%42.2056.0%1.3%
75Δ29.47150.4%1.4%42.9860.3%1.1%
80Δ27.88168.0%1.2%43.7764.7%0.9%

20Δ

Calls
Pseudo strike
43.34
IV
54.3%
B/E move
10.5%
Puts
Pseudo strike
36.28
IV
55.5%
B/E move
9.2%

25Δ

Calls
Pseudo strike
42.58
IV
49.8%
B/E move
8.7%
Puts
Pseudo strike
36.79
IV
53.9%
B/E move
8.2%

30Δ

Calls
Pseudo strike
41.82
IV
45.3%
B/E move
7.0%
Puts
Pseudo strike
37.31
IV
52.2%
B/E move
7.2%

35Δ

Calls
Pseudo strike
41.06
IV
40.8%
B/E move
5.2%
Puts
Pseudo strike
37.83
IV
50.6%
B/E move
6.2%

40Δ

Calls
Pseudo strike
40.30
IV
36.3%
B/E move
3.5%
Puts
Pseudo strike
38.35
IV
48.9%
B/E move
5.2%

45Δ

Calls
Pseudo strike
39.03
IV
45.3%
B/E move
2.7%
Puts
Pseudo strike
38.87
IV
47.3%
B/E move
4.2%

50Δ

Calls
Pseudo strike
37.44
IV
62.8%
B/E move
2.5%
Puts
Pseudo strike
39.39
IV
45.7%
B/E move
3.2%

55Δ

Calls
Pseudo strike
35.84
IV
80.3%
B/E move
2.2%
Puts
Pseudo strike
39.91
IV
44.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
34.25
IV
97.9%
B/E move
2.0%
Puts
Pseudo strike
40.64
IV
47.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
32.66
IV
115.4%
B/E move
1.8%
Puts
Pseudo strike
41.42
IV
51.6%
B/E move
1.5%

70Δ

Calls
Pseudo strike
31.07
IV
132.9%
B/E move
1.6%
Puts
Pseudo strike
42.20
IV
56.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
29.47
IV
150.4%
B/E move
1.4%
Puts
Pseudo strike
42.98
IV
60.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
27.88
IV
168.0%
B/E move
1.2%
Puts
Pseudo strike
43.77
IV
64.7%
B/E move
0.9%

Options history

IV · four-Friday blend40.55%
Daily EOD
TTEK36.1%39.9%43.8%2026-10-19: 36.65%2026-10-20: 37.86%2026-10-21: 37.76%2026-10-22: 39.24%2026-10-23: 36.60%2026-10-26: 39.38%2026-10-27: 40.01%2026-10-28: 43.27%2026-10-29: 38.61%2026-10-30: 40.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.65%
37.86%
37.76%
39.24%
36.60%
39.38%
40.01%
43.27%
38.61%
40.55%