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TETRA Technologies, Inc. TTI

i

Market dataready · fetched 2026-11-12T16:11:06.185Z

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 · 2026-11-12T16:11:02.780200534Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T16:11:05.294312+00:00

Share price$6.49
1D+2.7%
$6.20$6.27$6.35$6.42$6.495:30 AM6:30 AM9:00 AM1:00 PMTTI
Sold putSold call

TETRA Technologies, Inc. options

Live interpolated TTI call and put midpoint premiums by absolute delta.TETRA Technologies, Inc.$0.04$0.54$1.05$1.55$2.05$5.53$6.01$6.50$6.99$7.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TTI spot · $6.49TTI PRICE$0.10$0.14$0.18$0.22$0.26$0.30$0.33$0.37$0.41$0.45$0.49$0.53$0.12$0.13$0.18$0.23$0.29$0.34$0.39$0.44$0.49$0.54$0.60$1.90
Puts——
Calls——
Skew——
Implied moveBearish±$0.68
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.65111.5%14.6%
25Δ6.9662.4%8.7%6.0184.3%9.3%
30Δ6.8762.3%8.1%6.1183.5%8.5%
35Δ6.7962.2%7.4%6.2282.7%7.7%
40Δ6.7062.0%6.7%6.3281.9%6.9%
45Δ6.6261.9%6.0%6.4281.1%6.1%
50Δ6.5461.8%5.3%6.5380.4%5.3%
55Δ6.4561.7%4.7%6.6379.6%4.5%
60Δ6.3761.6%4.0%6.7378.8%3.7%
65Δ6.2961.5%3.3%6.8478.0%2.9%
70Δ6.2061.3%2.6%6.9477.3%2.1%
75Δ6.1261.2%2.0%
80Δ6.0361.1%1.3%8.24161.9%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.65
IV
111.5%
B/E move
14.6%

25Δ

Calls
Pseudo strike
6.96
IV
62.4%
B/E move
8.7%
Puts
Pseudo strike
6.01
IV
84.3%
B/E move
9.3%

30Δ

Calls
Pseudo strike
6.87
IV
62.3%
B/E move
8.1%
Puts
Pseudo strike
6.11
IV
83.5%
B/E move
8.5%

35Δ

Calls
Pseudo strike
6.79
IV
62.2%
B/E move
7.4%
Puts
Pseudo strike
6.22
IV
82.7%
B/E move
7.7%

40Δ

Calls
Pseudo strike
6.70
IV
62.0%
B/E move
6.7%
Puts
Pseudo strike
6.32
IV
81.9%
B/E move
6.9%

45Δ

Calls
Pseudo strike
6.62
IV
61.9%
B/E move
6.0%
Puts
Pseudo strike
6.42
IV
81.1%
B/E move
6.1%

50Δ

Calls
Pseudo strike
6.54
IV
61.8%
B/E move
5.3%
Puts
Pseudo strike
6.53
IV
80.4%
B/E move
5.3%

55Δ

Calls
Pseudo strike
6.45
IV
61.7%
B/E move
4.7%
Puts
Pseudo strike
6.63
IV
79.6%
B/E move
4.5%

60Δ

Calls
Pseudo strike
6.37
IV
61.6%
B/E move
4.0%
Puts
Pseudo strike
6.73
IV
78.8%
B/E move
3.7%

65Δ

Calls
Pseudo strike
6.29
IV
61.5%
B/E move
3.3%
Puts
Pseudo strike
6.84
IV
78.0%
B/E move
2.9%

70Δ

Calls
Pseudo strike
6.20
IV
61.3%
B/E move
2.6%
Puts
Pseudo strike
6.94
IV
77.3%
B/E move
2.1%

75Δ

Calls
Pseudo strike
6.12
IV
61.2%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.03
IV
61.1%
B/E move
1.3%
Puts
Pseudo strike
8.24
IV
161.9%
B/E move
2.3%

Options history

IV · four-Friday blend67.65%
Daily EOD
TTI64.7%66.8%68.9%2026-10-19: 64.99%2026-10-20: 66.31%2026-10-21: 65.94%2026-10-22: 67.33%2026-10-23: 68.58%2026-10-26: 68.61%2026-10-27: 68.35%2026-10-28: 67.60%2026-10-29: 66.24%2026-10-30: 67.65%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
64.99%
66.31%
65.94%
67.33%
68.58%
68.61%
68.35%
67.60%
66.24%
67.65%