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Ternium S.A. American Depositary Shares TX

i

Market datapartial · fetched 2026-11-12T15:28:41.476Z

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 · 2026-11-12T15:28:05.290624865Z

FundamentalsAlpha Vantage · unavailable

Share price$50.41
1D+0.1%
$50.05$50.22$50.39$50.57$50.745:30 AM6:30 AM9:00 AM1:00 PMTX
Sold putSold call

Ternium S.A. American Depositary Shares options

Live interpolated TX call and put midpoint premiums by absolute delta.Ternium S.A. American Depositary Shares$0.07$3.96$7.85$11.74$15.64$42.35$45.71$49.07$52.44$55.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TX spot · $50.41TX PRICE$0.49$0.66$0.84$1.02$1.20$1.38$1.55$1.73$2.18$2.71$3.24$3.77$4.30$0.68$0.91$1.13$1.35$1.58$1.88$2.75$3.63$4.50$5.38$6.83$9.68$14.51
PutsExpensive2.09×
CallsExpensive1.15×
SkewBearish+35.31 pp
Implied moveBearish±$4.31
TiltBearish37.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.6056.8%9.3%46.1070.6%9.9%
25Δ53.9756.1%8.4%46.9069.9%8.8%
30Δ53.3355.4%7.5%47.7069.3%7.6%
35Δ52.7054.8%6.6%48.5068.6%6.5%
40Δ52.0654.1%5.6%49.2967.9%5.3%
45Δ51.4253.4%4.7%50.1268.2%4.3%
50Δ50.7952.7%3.8%51.1675.8%4.0%
55Δ50.1552.1%2.9%52.1983.4%3.7%
60Δ49.4752.3%2.5%53.2391.1%3.3%
65Δ48.7852.9%2.1%54.2798.7%3.0%
70Δ48.0953.5%1.8%55.87110.2%2.7%
75Δ47.3954.0%1.5%58.83131.0%2.5%
80Δ46.7054.6%1.2%63.83157.2%2.2%

20Δ

Calls
Pseudo strike
54.60
IV
56.8%
B/E move
9.3%
Puts
Pseudo strike
46.10
IV
70.6%
B/E move
9.9%

25Δ

Calls
Pseudo strike
53.97
IV
56.1%
B/E move
8.4%
Puts
Pseudo strike
46.90
IV
69.9%
B/E move
8.8%

30Δ

Calls
Pseudo strike
53.33
IV
55.4%
B/E move
7.5%
Puts
Pseudo strike
47.70
IV
69.3%
B/E move
7.6%

35Δ

Calls
Pseudo strike
52.70
IV
54.8%
B/E move
6.6%
Puts
Pseudo strike
48.50
IV
68.6%
B/E move
6.5%

40Δ

Calls
Pseudo strike
52.06
IV
54.1%
B/E move
5.6%
Puts
Pseudo strike
49.29
IV
67.9%
B/E move
5.3%

45Δ

Calls
Pseudo strike
51.42
IV
53.4%
B/E move
4.7%
Puts
Pseudo strike
50.12
IV
68.2%
B/E move
4.3%

50Δ

Calls
Pseudo strike
50.79
IV
52.7%
B/E move
3.8%
Puts
Pseudo strike
51.16
IV
75.8%
B/E move
4.0%

55Δ

Calls
Pseudo strike
50.15
IV
52.1%
B/E move
2.9%
Puts
Pseudo strike
52.19
IV
83.4%
B/E move
3.7%

60Δ

Calls
Pseudo strike
49.47
IV
52.3%
B/E move
2.5%
Puts
Pseudo strike
53.23
IV
91.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
48.78
IV
52.9%
B/E move
2.1%
Puts
Pseudo strike
54.27
IV
98.7%
B/E move
3.0%

70Δ

Calls
Pseudo strike
48.09
IV
53.5%
B/E move
1.8%
Puts
Pseudo strike
55.87
IV
110.2%
B/E move
2.7%

75Δ

Calls
Pseudo strike
47.39
IV
54.0%
B/E move
1.5%
Puts
Pseudo strike
58.83
IV
131.0%
B/E move
2.5%

80Δ

Calls
Pseudo strike
46.70
IV
54.6%
B/E move
1.2%
Puts
Pseudo strike
63.83
IV
157.2%
B/E move
2.2%

Options history

IV · four-Friday blend39.88%
Daily EOD
TX33.0%36.7%40.4%2026-10-19: 33.50%2026-10-20: 33.88%2026-10-21: 34.71%2026-10-22: 35.57%2026-10-23: 36.07%2026-10-26: 36.20%2026-10-27: 35.46%2026-10-28: 35.26%2026-10-29: 36.91%2026-10-30: 39.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.50%
33.88%
34.71%
35.57%
36.07%
36.20%
35.46%
35.26%
36.91%
39.88%