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Tetra Tech, Inc. Common Stock TTEK

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Market datapartial · fetched 2026-10-23T20:50:45.170Z

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 · 2026-10-23T20:37:33.122578816Z

FundamentalsAlpha Vantage · unavailable

Share price$36.98
1D+1.0%
AH$36.04$36.29$36.55$36.80$37.055:30 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$0.41$2.15$3.88$5.61$7.35$30.90$33.87$36.84$39.82$42.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TTEK spot · $36.98TTEK PRICE$0.83$0.60$0.81$1.07$1.33$1.60$1.86$2.12$2.38$2.65$2.91$3.63$4.44$0.66$0.79$0.94$1.29$1.64$1.99$2.34$2.70$3.05$3.40$3.77$5.31$6.85
PutsExpensive1.69×
CallsExpensive1.59×
SkewBearish+2.64 pp
Implied moveBearish±$4.20
TiltBearish13.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.4092.5%35.8%32.3358.1%14.4%
25Δ41.0144.2%12.5%33.7350.8%10.9%
30Δ39.5138.9%9.0%35.0644.2%7.7%
35Δ38.9639.4%8.2%35.6844.5%7.0%
40Δ38.4139.9%7.5%36.3044.8%6.3%
45Δ37.8540.4%6.7%36.9245.1%5.6%
50Δ37.3040.9%5.9%37.5345.3%4.8%
55Δ36.7441.5%5.1%38.1545.6%4.1%
60Δ36.1942.0%4.3%38.7745.9%3.4%
65Δ35.6442.5%3.5%39.3946.2%2.7%
70Δ35.0843.0%2.7%40.0246.5%2.0%
75Δ34.1743.2%2.2%41.6951.9%1.6%
80Δ33.1943.4%1.7%43.3757.2%1.2%

20Δ

Calls
Pseudo strike
49.40
IV
92.5%
B/E move
35.8%
Puts
Pseudo strike
32.33
IV
58.1%
B/E move
14.4%

25Δ

Calls
Pseudo strike
41.01
IV
44.2%
B/E move
12.5%
Puts
Pseudo strike
33.73
IV
50.8%
B/E move
10.9%

30Δ

Calls
Pseudo strike
39.51
IV
38.9%
B/E move
9.0%
Puts
Pseudo strike
35.06
IV
44.2%
B/E move
7.7%

35Δ

Calls
Pseudo strike
38.96
IV
39.4%
B/E move
8.2%
Puts
Pseudo strike
35.68
IV
44.5%
B/E move
7.0%

40Δ

Calls
Pseudo strike
38.41
IV
39.9%
B/E move
7.5%
Puts
Pseudo strike
36.30
IV
44.8%
B/E move
6.3%

45Δ

Calls
Pseudo strike
37.85
IV
40.4%
B/E move
6.7%
Puts
Pseudo strike
36.92
IV
45.1%
B/E move
5.6%

50Δ

Calls
Pseudo strike
37.30
IV
40.9%
B/E move
5.9%
Puts
Pseudo strike
37.53
IV
45.3%
B/E move
4.8%

55Δ

Calls
Pseudo strike
36.74
IV
41.5%
B/E move
5.1%
Puts
Pseudo strike
38.15
IV
45.6%
B/E move
4.1%

60Δ

Calls
Pseudo strike
36.19
IV
42.0%
B/E move
4.3%
Puts
Pseudo strike
38.77
IV
45.9%
B/E move
3.4%

65Δ

Calls
Pseudo strike
35.64
IV
42.5%
B/E move
3.5%
Puts
Pseudo strike
39.39
IV
46.2%
B/E move
2.7%

70Δ

Calls
Pseudo strike
35.08
IV
43.0%
B/E move
2.7%
Puts
Pseudo strike
40.02
IV
46.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
34.17
IV
43.2%
B/E move
2.2%
Puts
Pseudo strike
41.69
IV
51.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
33.19
IV
43.4%
B/E move
1.7%
Puts
Pseudo strike
43.37
IV
57.2%
B/E move
1.2%

Options history

No recorded observations