IntraAlpha
Create free account Start free

TechTarget, Inc. Common Stock TTGT

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
i

Market dataready · fetched 2026-11-12T03:03:11.795Z

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 · 2026-11-11T21:00:00.1651172Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:03:11.312880+00:00

Share price$2.76
1D-1.6%
AH$2.67$2.71$2.75$2.79$2.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTTGT
Sold putSold callAH

TechTarget, Inc. Common Stock options

Live interpolated TTGT call and put midpoint premiums by absolute delta.TechTarget, Inc. Common Stock$0.13$0.61$1.09$1.56$2.04$1.96$2.41$2.85$3.29$3.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TTGT spot · $2.76TTGT PRICE$0.18$0.21$0.24$0.26$0.29$0.32$0.35$0.37$0.40$0.34$0.52$0.69$0.86$1.04$1.21$1.38$1.56$1.73$1.90
Puts——
Calls——
Skew——
Implied moveBearish±$1.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ4.94375.0%85.4%
30Δ4.66351.7%76.5%
35Δ4.39328.3%67.6%2.62228.3%17.7%
40Δ4.12305.0%58.7%2.83230.5%16.2%
45Δ3.84281.7%49.8%3.05232.6%14.7%
50Δ3.57258.3%40.8%3.26234.8%13.3%
55Δ3.30235.0%31.9%3.47237.0%11.8%
60Δ3.02211.7%23.0%3.69239.2%10.3%
65Δ2.75188.3%14.1%3.90241.4%8.8%
70Δ4.11243.6%7.4%
75Δ4.33245.8%5.9%
80Δ4.54247.9%4.4%

20Δ

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

25Δ

Calls
Pseudo strike
4.94
IV
375.0%
B/E move
85.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.66
IV
351.7%
B/E move
76.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.39
IV
328.3%
B/E move
67.6%
Puts
Pseudo strike
2.62
IV
228.3%
B/E move
17.7%

40Δ

Calls
Pseudo strike
4.12
IV
305.0%
B/E move
58.7%
Puts
Pseudo strike
2.83
IV
230.5%
B/E move
16.2%

45Δ

Calls
Pseudo strike
3.84
IV
281.7%
B/E move
49.8%
Puts
Pseudo strike
3.05
IV
232.6%
B/E move
14.7%

50Δ

Calls
Pseudo strike
3.57
IV
258.3%
B/E move
40.8%
Puts
Pseudo strike
3.26
IV
234.8%
B/E move
13.3%

55Δ

Calls
Pseudo strike
3.30
IV
235.0%
B/E move
31.9%
Puts
Pseudo strike
3.47
IV
237.0%
B/E move
11.8%

60Δ

Calls
Pseudo strike
3.02
IV
211.7%
B/E move
23.0%
Puts
Pseudo strike
3.69
IV
239.2%
B/E move
10.3%

65Δ

Calls
Pseudo strike
2.75
IV
188.3%
B/E move
14.1%
Puts
Pseudo strike
3.90
IV
241.4%
B/E move
8.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.11
IV
243.6%
B/E move
7.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.33
IV
245.8%
B/E move
5.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.54
IV
247.9%
B/E move
4.4%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations