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Tetra Tech Inc TTEK

INDUSTRIALS · ENGINEERING & CONSTRUCTION
i

Market dataready · fetched 2026-10-23T17:41:12.774Z

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 · 2026-10-23T17:40:48.42624736Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T17:41:11.849954+00:00

Share price$36.73
1D+0.3%
$36.05$36.26$36.46$36.66$36.875:30 AM6:30 AM9:00 AM1:00 PMTTEK
Sold putSold call

Tetra Tech Inc options

Live interpolated TTEK call and put midpoint premiums by absolute delta.Tetra Tech Inc$0.28$3.10$5.93$8.75$11.58$30.35$33.11$35.87$38.63$41.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TTEK spot · $36.73TTEK PRICE$0.58$0.74$0.91$1.07$1.24$1.40$1.56$1.73$1.89$2.05$2.22$4.86$1.23$1.65$2.06$2.48$2.90$3.32$3.73$4.48$7.62$10.76
PutsExpensive1.83×
CallsExpensive1.21×
SkewBearish+16.88 pp
Implied moveBearish±$3.88
TiltBearish33.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ39.9840.3%10.4%
30Δ39.4939.1%9.6%
35Δ39.0137.9%8.7%35.6241.3%6.4%
40Δ38.5236.6%7.8%36.2542.7%5.8%
45Δ38.0335.4%6.9%36.8944.2%5.2%
50Δ37.5434.2%6.0%37.5345.7%4.6%
55Δ37.0532.9%5.1%38.1647.1%4.0%
60Δ36.5631.7%4.2%38.8048.6%3.4%
65Δ36.0730.4%3.4%39.4450.1%2.8%
70Δ35.5829.2%2.5%40.3953.1%2.2%
75Δ35.1028.0%1.6%43.6367.2%2.0%
80Δ32.3647.3%1.3%46.8781.3%1.7%

20Δ

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

25Δ

Calls
Pseudo strike
39.98
IV
40.3%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
39.49
IV
39.1%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
39.01
IV
37.9%
B/E move
8.7%
Puts
Pseudo strike
35.62
IV
41.3%
B/E move
6.4%

40Δ

Calls
Pseudo strike
38.52
IV
36.6%
B/E move
7.8%
Puts
Pseudo strike
36.25
IV
42.7%
B/E move
5.8%

45Δ

Calls
Pseudo strike
38.03
IV
35.4%
B/E move
6.9%
Puts
Pseudo strike
36.89
IV
44.2%
B/E move
5.2%

50Δ

Calls
Pseudo strike
37.54
IV
34.2%
B/E move
6.0%
Puts
Pseudo strike
37.53
IV
45.7%
B/E move
4.6%

55Δ

Calls
Pseudo strike
37.05
IV
32.9%
B/E move
5.1%
Puts
Pseudo strike
38.16
IV
47.1%
B/E move
4.0%

60Δ

Calls
Pseudo strike
36.56
IV
31.7%
B/E move
4.2%
Puts
Pseudo strike
38.80
IV
48.6%
B/E move
3.4%

65Δ

Calls
Pseudo strike
36.07
IV
30.4%
B/E move
3.4%
Puts
Pseudo strike
39.44
IV
50.1%
B/E move
2.8%

70Δ

Calls
Pseudo strike
35.58
IV
29.2%
B/E move
2.5%
Puts
Pseudo strike
40.39
IV
53.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
35.10
IV
28.0%
B/E move
1.6%
Puts
Pseudo strike
43.63
IV
67.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
32.36
IV
47.3%
B/E move
1.3%
Puts
Pseudo strike
46.87
IV
81.3%
B/E move
1.7%

Options history

No recorded observations