Tetra Technologies Inc TTI
ENERGY · OIL & GAS EQUIPMENT & SERVICESi
Market dataready · fetched 2026-10-22T23:09:01.561Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:00:00.001462676Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:01:05.921843+00:00
Share price$5.15
1D-3.0%
Sold putSold callAH
Tetra Technologies Inc options
PutsExpensive1.35×
CallsExpensive1.25×
SkewBearish+26.77 pp
Implied moveBearish±$1.00
TiltBearish25.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.13 | 105.3% | 41.2% | 3.69 | 149.4% | 32.9% |
| 25Δ | 5.97 | 66.5% | 18.6% | 4.02 | 133.0% | 27.3% |
| 30Δ | 5.84 | 66.7% | 16.9% | 4.35 | 116.6% | 21.7% |
| 35Δ | 5.70 | 66.9% | 15.1% | 4.68 | 100.2% | 16.1% |
| 40Δ | 5.56 | 67.1% | 13.4% | 5.00 | 84.1% | 10.7% |
| 45Δ | 5.43 | 67.3% | 11.7% | 5.18 | 84.4% | 9.5% |
| 50Δ | 5.29 | 67.5% | 9.9% | 5.35 | 84.7% | 8.3% |
| 55Δ | 5.15 | 67.7% | 8.2% | 5.52 | 85.0% | 7.2% |
| 60Δ | 5.01 | 67.9% | 6.5% | 5.69 | 85.3% | 6.0% |
| 65Δ | 4.83 | 71.3% | 5.6% | 5.86 | 85.6% | 4.8% |
| 70Δ | 4.65 | 75.0% | 4.8% | 6.08 | 87.5% | 3.8% |
| 75Δ | 4.47 | 78.6% | 4.0% | 6.52 | 96.7% | 3.1% |
| 80Δ | 4.28 | 82.3% | 3.2% | 6.96 | 106.0% | 2.5% |
20Δ
- Pseudo strike
- 7.13
- IV
- 105.3%
- B/E move
- 41.2%
- Pseudo strike
- 3.69
- IV
- 149.4%
- B/E move
- 32.9%
25Δ
- Pseudo strike
- 5.97
- IV
- 66.5%
- B/E move
- 18.6%
- Pseudo strike
- 4.02
- IV
- 133.0%
- B/E move
- 27.3%
30Δ
- Pseudo strike
- 5.84
- IV
- 66.7%
- B/E move
- 16.9%
- Pseudo strike
- 4.35
- IV
- 116.6%
- B/E move
- 21.7%
35Δ
- Pseudo strike
- 5.70
- IV
- 66.9%
- B/E move
- 15.1%
- Pseudo strike
- 4.68
- IV
- 100.2%
- B/E move
- 16.1%
40Δ
- Pseudo strike
- 5.56
- IV
- 67.1%
- B/E move
- 13.4%
- Pseudo strike
- 5.00
- IV
- 84.1%
- B/E move
- 10.7%
45Δ
- Pseudo strike
- 5.43
- IV
- 67.3%
- B/E move
- 11.7%
- Pseudo strike
- 5.18
- IV
- 84.4%
- B/E move
- 9.5%
50Δ
- Pseudo strike
- 5.29
- IV
- 67.5%
- B/E move
- 9.9%
- Pseudo strike
- 5.35
- IV
- 84.7%
- B/E move
- 8.3%
55Δ
- Pseudo strike
- 5.15
- IV
- 67.7%
- B/E move
- 8.2%
- Pseudo strike
- 5.52
- IV
- 85.0%
- B/E move
- 7.2%
60Δ
- Pseudo strike
- 5.01
- IV
- 67.9%
- B/E move
- 6.5%
- Pseudo strike
- 5.69
- IV
- 85.3%
- B/E move
- 6.0%
65Δ
- Pseudo strike
- 4.83
- IV
- 71.3%
- B/E move
- 5.6%
- Pseudo strike
- 5.86
- IV
- 85.6%
- B/E move
- 4.8%
70Δ
- Pseudo strike
- 4.65
- IV
- 75.0%
- B/E move
- 4.8%
- Pseudo strike
- 6.08
- IV
- 87.5%
- B/E move
- 3.8%
75Δ
- Pseudo strike
- 4.47
- IV
- 78.6%
- B/E move
- 4.0%
- Pseudo strike
- 6.52
- IV
- 96.7%
- B/E move
- 3.1%
80Δ
- Pseudo strike
- 4.28
- IV
- 82.3%
- B/E move
- 3.2%
- Pseudo strike
- 6.96
- IV
- 106.0%
- B/E move
- 2.5%
Options history
No recorded observations