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TETRA Technologies, Inc. TTI

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Market datapartial · fetched 2026-10-22T22:09:14.378Z

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 · 2026-10-22T20:58:42.117049249Z

FundamentalsAlpha Vantage · unavailable

Share price$5.10
1D-3.0%
AH$4.84$4.95$5.06$5.18$5.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTTI
Sold putSold callAH

TETRA Technologies, Inc. options

Live interpolated TTI call and put midpoint premiums by absolute delta.TETRA Technologies, Inc.$0.09$0.50$0.91$1.31$1.72$3.42$4.25$5.07$5.90$6.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TTI spot · $5.10TTI PRICE$0.14$0.14$0.19$0.24$0.29$0.34$0.39$0.44$0.52$0.67$0.82$0.97$1.12$0.23$0.27$0.31$0.35$0.39$0.47$0.58$0.68$0.78$0.89$0.99$1.22$1.60
PutsExpensive1.28×
CallsExpensive1.36×
SkewBearish+15.52 pp
Implied moveBearish±$0.97
TiltBearish16.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.06105.2%41.1%3.65149.0%33.0%
25Δ5.9669.3%19.6%3.96133.0%27.6%
30Δ5.8269.9%17.7%4.28117.1%22.2%
35Δ5.6770.5%15.9%4.59101.2%16.8%
40Δ5.5371.1%14.1%4.9185.3%11.4%
45Δ5.3971.7%12.3%5.1180.3%9.0%
50Δ5.2472.3%10.4%5.2780.0%7.9%
55Δ5.1072.9%8.6%5.4379.7%6.9%
60Δ4.9474.9%7.1%5.5979.4%5.8%
65Δ4.7580.3%6.2%5.7579.1%4.7%
70Δ4.5585.8%5.4%5.9178.8%3.6%
75Δ4.3691.2%4.5%6.1881.7%2.7%
80Δ4.1796.6%3.7%6.6088.8%2.1%

20Δ

Calls
Pseudo strike
7.06
IV
105.2%
B/E move
41.1%
Puts
Pseudo strike
3.65
IV
149.0%
B/E move
33.0%

25Δ

Calls
Pseudo strike
5.96
IV
69.3%
B/E move
19.6%
Puts
Pseudo strike
3.96
IV
133.0%
B/E move
27.6%

30Δ

Calls
Pseudo strike
5.82
IV
69.9%
B/E move
17.7%
Puts
Pseudo strike
4.28
IV
117.1%
B/E move
22.2%

35Δ

Calls
Pseudo strike
5.67
IV
70.5%
B/E move
15.9%
Puts
Pseudo strike
4.59
IV
101.2%
B/E move
16.8%

40Δ

Calls
Pseudo strike
5.53
IV
71.1%
B/E move
14.1%
Puts
Pseudo strike
4.91
IV
85.3%
B/E move
11.4%

45Δ

Calls
Pseudo strike
5.39
IV
71.7%
B/E move
12.3%
Puts
Pseudo strike
5.11
IV
80.3%
B/E move
9.0%

50Δ

Calls
Pseudo strike
5.24
IV
72.3%
B/E move
10.4%
Puts
Pseudo strike
5.27
IV
80.0%
B/E move
7.9%

55Δ

Calls
Pseudo strike
5.10
IV
72.9%
B/E move
8.6%
Puts
Pseudo strike
5.43
IV
79.7%
B/E move
6.9%

60Δ

Calls
Pseudo strike
4.94
IV
74.9%
B/E move
7.1%
Puts
Pseudo strike
5.59
IV
79.4%
B/E move
5.8%

65Δ

Calls
Pseudo strike
4.75
IV
80.3%
B/E move
6.2%
Puts
Pseudo strike
5.75
IV
79.1%
B/E move
4.7%

70Δ

Calls
Pseudo strike
4.55
IV
85.8%
B/E move
5.4%
Puts
Pseudo strike
5.91
IV
78.8%
B/E move
3.6%

75Δ

Calls
Pseudo strike
4.36
IV
91.2%
B/E move
4.5%
Puts
Pseudo strike
6.18
IV
81.7%
B/E move
2.7%

80Δ

Calls
Pseudo strike
4.17
IV
96.6%
B/E move
3.7%
Puts
Pseudo strike
6.60
IV
88.8%
B/E move
2.1%

Options history

No recorded observations