IntraAlpha
Create free account Start free

TTM Technologies, Inc. Common Stock TTMI

i

Market dataready · fetched 2026-11-12T02:48:06.381Z

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 · 2026-11-12T00:22:00.76997843Z

FundamentalsSEC EDGAR · ready · as of 2026-09-28 · fetched 2026-11-12T02:41:52.429507+00:00

Share price$76.36
1D+1.9%
AH$76$77$79$80$825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTTMI
Sold putSold callAH

TTM Technologies, Inc. Common Stock options

Live interpolated TTMI call and put midpoint premiums by absolute delta.TTM Technologies, Inc. Common Stock$0.82$4.89$8.95$13.02$17.08$53.52$64.99$76.45$87.92$99.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TTMI spot · $76.36TTMI PRICE$1.31$1.74$2.27$3.02$3.77$4.52$5.36$6.20$7.30$8.73$10.23$12.60$15.91$1.26$1.64$2.07$2.50$2.92$3.43$3.97$4.52$5.06
Puts——
CallsCheap0.80×
Skew——
Implied moveBullish±$9.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.02104.1%18.3%68.5886.8%11.8%
25Δ86.67104.2%15.8%70.3985.3%10.0%
30Δ84.54106.1%13.7%71.7983.3%8.7%
35Δ82.99112.3%12.6%73.1981.2%7.4%
40Δ81.43118.5%11.6%74.5879.2%6.1%
45Δ79.84124.2%10.5%75.7877.3%5.3%
50Δ77.93124.5%9.1%76.8975.4%4.5%
55Δ76.03124.7%7.7%77.9973.5%3.8%
60Δ74.04127.5%6.5%79.1071.6%3.0%
65Δ71.94133.2%5.6%
70Δ69.77139.3%4.8%
75Δ66.85150.6%4.1%
80Δ63.10171.9%3.5%

20Δ

Calls
Pseudo strike
89.02
IV
104.1%
B/E move
18.3%
Puts
Pseudo strike
68.58
IV
86.8%
B/E move
11.8%

25Δ

Calls
Pseudo strike
86.67
IV
104.2%
B/E move
15.8%
Puts
Pseudo strike
70.39
IV
85.3%
B/E move
10.0%

30Δ

Calls
Pseudo strike
84.54
IV
106.1%
B/E move
13.7%
Puts
Pseudo strike
71.79
IV
83.3%
B/E move
8.7%

35Δ

Calls
Pseudo strike
82.99
IV
112.3%
B/E move
12.6%
Puts
Pseudo strike
73.19
IV
81.2%
B/E move
7.4%

40Δ

Calls
Pseudo strike
81.43
IV
118.5%
B/E move
11.6%
Puts
Pseudo strike
74.58
IV
79.2%
B/E move
6.1%

45Δ

Calls
Pseudo strike
79.84
IV
124.2%
B/E move
10.5%
Puts
Pseudo strike
75.78
IV
77.3%
B/E move
5.3%

50Δ

Calls
Pseudo strike
77.93
IV
124.5%
B/E move
9.1%
Puts
Pseudo strike
76.89
IV
75.4%
B/E move
4.5%

55Δ

Calls
Pseudo strike
76.03
IV
124.7%
B/E move
7.7%
Puts
Pseudo strike
77.99
IV
73.5%
B/E move
3.8%

60Δ

Calls
Pseudo strike
74.04
IV
127.5%
B/E move
6.5%
Puts
Pseudo strike
79.10
IV
71.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
71.94
IV
133.2%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
69.77
IV
139.3%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
66.85
IV
150.6%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
63.10
IV
171.9%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend80.21%
Daily close
TTMI74.8%84.0%93.2%2026-08-13: 87.63%2026-08-14: 83.22%2026-08-17: 88.31%2026-08-18: 88.24%2026-08-19: 85.55%2026-08-20: 88.69%2026-08-21: 82.98%2026-08-24: 83.39%2026-08-25: 81.19%2026-08-26: 85.71%2026-08-27: 83.14%2026-08-28: 82.72%2026-08-31: 79.27%2026-09-01: 80.86%2026-09-02: 76.82%2026-09-03: 78.57%2026-09-04: 79.96%2026-09-08: 82.41%2026-09-09: 84.47%2026-09-10: 81.57%2026-09-11: 78.53%2026-09-14: 85.57%2026-09-15: 87.79%2026-09-16: 84.96%2026-09-17: 76.09%2026-09-18: 77.64%2026-09-21: 80.67%2026-09-22: 81.24%2026-09-23: 80.97%2026-09-24: 80.39%2026-09-25: 77.82%2026-09-28: 80.37%2026-09-29: 79.48%2026-09-30: 81.02%2026-10-01: 81.15%2026-10-02: 80.94%2026-10-05: 79.39%2026-10-06: 78.96%2026-10-07: 79.20%2026-10-08: 82.08%2026-10-09: 79.85%2026-10-12: 83.68%2026-10-13: 84.16%2026-10-14: 90.96%2026-10-15: 91.95%2026-10-16: 84.17%2026-10-19: 84.29%2026-10-20: 83.96%2026-10-21: 84.31%2026-10-22: 87.43%2026-10-23: 80.69%2026-10-26: 79.56%2026-10-27: 79.76%2026-10-28: 78.33%2026-10-29: 77.77%2026-10-30: 80.21%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
87.63%
83.22%
88.31%
88.24%
85.55%
88.69%
82.98%
83.39%
81.19%
85.71%
83.14%
82.72%
79.27%
80.86%
76.82%
78.57%
79.96%
82.41%
84.47%
81.57%
78.53%
85.57%
87.79%
84.96%
76.09%
77.64%
80.67%
81.24%
80.97%
80.39%
77.82%
80.37%
79.48%
81.02%
81.15%
80.94%
79.39%
78.96%
79.20%
82.08%
79.85%
83.68%
84.16%
90.96%
91.95%
84.17%
84.29%
83.96%
84.31%
87.43%
80.69%
79.56%
79.76%
78.33%
77.77%
80.21%