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Ternium S.A. American Depositary Shares TX

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Market datapartial · fetched 2026-10-23T00:19:00.812Z

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 · 2026-10-22T23:00:00.003227745Z

FundamentalsAlpha Vantage · unavailable

Share price$55.36
1D-6.2%
AH$55$56$57$58$595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTX
Sold putSold callAH

Ternium S.A. American Depositary Shares options

Live interpolated TX call and put midpoint premiums by absolute delta.Ternium S.A. American Depositary Shares$0.65$3.44$6.22$9.00$11.78$45.96$50.59$55.23$59.86$64.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TX spot · $55.36TX PRICE$1.23$1.31$1.38$1.59$1.83$2.07$2.30$2.54$3.14$3.80$4.46$5.11$5.77$0.96$1.23$1.55$1.86$2.17$2.53$3.22$3.91$4.60$5.29$6.25$8.45$10.97
PutsExpensive1.43×
CallsExpensive1.25×
SkewBearish+1.72 pp
Implied moveBearish±$5.52
TiltBearish18.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.4485.1%31.3%49.3653.3%12.6%
25Δ66.2468.4%22.0%50.9448.3%10.2%
30Δ61.0351.8%12.7%51.9847.1%8.9%
35Δ59.1946.6%9.8%53.0346.0%7.6%
40Δ58.1844.4%8.4%54.0744.8%6.2%
45Δ57.1742.1%7.0%55.1143.8%5.0%
50Δ56.1639.8%5.6%56.1344.8%4.4%
55Δ55.1537.5%4.2%57.1445.7%3.8%
60Δ54.2137.9%3.6%58.1646.7%3.3%
65Δ53.2938.8%3.1%59.1747.7%2.7%
70Δ52.3739.6%2.6%60.4349.5%2.1%
75Δ51.4540.5%2.2%62.8255.6%1.8%
80Δ50.5341.4%1.7%65.5462.7%1.4%

20Δ

Calls
Pseudo strike
71.44
IV
85.1%
B/E move
31.3%
Puts
Pseudo strike
49.36
IV
53.3%
B/E move
12.6%

25Δ

Calls
Pseudo strike
66.24
IV
68.4%
B/E move
22.0%
Puts
Pseudo strike
50.94
IV
48.3%
B/E move
10.2%

30Δ

Calls
Pseudo strike
61.03
IV
51.8%
B/E move
12.7%
Puts
Pseudo strike
51.98
IV
47.1%
B/E move
8.9%

35Δ

Calls
Pseudo strike
59.19
IV
46.6%
B/E move
9.8%
Puts
Pseudo strike
53.03
IV
46.0%
B/E move
7.6%

40Δ

Calls
Pseudo strike
58.18
IV
44.4%
B/E move
8.4%
Puts
Pseudo strike
54.07
IV
44.8%
B/E move
6.2%

45Δ

Calls
Pseudo strike
57.17
IV
42.1%
B/E move
7.0%
Puts
Pseudo strike
55.11
IV
43.8%
B/E move
5.0%

50Δ

Calls
Pseudo strike
56.16
IV
39.8%
B/E move
5.6%
Puts
Pseudo strike
56.13
IV
44.8%
B/E move
4.4%

55Δ

Calls
Pseudo strike
55.15
IV
37.5%
B/E move
4.2%
Puts
Pseudo strike
57.14
IV
45.7%
B/E move
3.8%

60Δ

Calls
Pseudo strike
54.21
IV
37.9%
B/E move
3.6%
Puts
Pseudo strike
58.16
IV
46.7%
B/E move
3.3%

65Δ

Calls
Pseudo strike
53.29
IV
38.8%
B/E move
3.1%
Puts
Pseudo strike
59.17
IV
47.7%
B/E move
2.7%

70Δ

Calls
Pseudo strike
52.37
IV
39.6%
B/E move
2.6%
Puts
Pseudo strike
60.43
IV
49.5%
B/E move
2.1%

75Δ

Calls
Pseudo strike
51.45
IV
40.5%
B/E move
2.2%
Puts
Pseudo strike
62.82
IV
55.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
50.53
IV
41.4%
B/E move
1.7%
Puts
Pseudo strike
65.54
IV
62.7%
B/E move
1.4%

Options history

No recorded observations