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Texas Instruments Incorporated Common Stock TXN

i

Market datapartial · fetched 2026-11-07T08:11:39.079Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-07T00:49:28.703814191Z

FundamentalsAlpha Vantage · unavailable

Share price$277.25
1D-0.9%
AH$271$275$278$282$2865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTXN
Sold putSold callAH

Texas Instruments Incorporated Common Stock options

Live interpolated TXN call and put midpoint premiums by absolute delta.Texas Instruments Incorporated Common Stock$0.00$0.27$0.54$0.81$1.08$-0.28$0.11$0.50$0.89$1.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICETXN PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend44.12%
Daily close
TXN30.8%55.6%80.4%2026-08-10: 44.80%2026-08-11: 42.90%2026-08-12: 40.25%2026-08-13: 41.11%2026-08-14: 38.57%2026-08-17: 42.14%2026-08-18: 42.63%2026-08-19: 41.70%2026-08-20: 41.74%2026-08-21: 37.39%2026-08-24: 40.54%2026-08-25: 39.20%2026-08-26: 38.40%2026-08-27: 37.37%2026-08-28: 34.20%2026-08-31: 35.37%2026-09-01: 36.30%2026-09-02: 35.98%2026-09-03: 35.49%2026-09-04: 34.60%2026-09-08: 39.67%2026-09-09: 39.51%2026-09-10: 39.47%2026-09-11: 36.54%2026-09-14: 39.89%2026-09-15: 39.97%2026-09-16: 39.46%2026-09-17: 37.58%2026-09-18: 35.67%2026-09-21: 39.02%2026-09-22: 38.07%2026-09-23: 39.31%2026-09-24: 40.51%2026-09-25: 39.83%2026-09-28: 41.48%2026-09-29: 41.48%2026-09-30: 42.14%2026-10-01: 43.10%2026-10-02: 41.73%2026-10-05: 42.44%2026-10-06: 41.56%2026-10-07: 45.16%2026-10-08: 47.61%2026-10-09: 47.39%2026-10-12: 51.86%2026-10-13: 56.40%2026-10-14: 57.79%2026-10-15: 61.71%2026-10-16: 61.93%2026-10-19: 64.97%2026-10-20: 70.76%2026-10-21: 77.01%2026-10-22: 53.80%2026-10-23: 44.38%2026-10-26: 44.67%2026-10-27: 43.83%2026-10-28: 42.84%2026-10-29: 42.04%2026-10-30: 44.12%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
44.80%
42.90%
40.25%
41.11%
38.57%
42.14%
42.63%
41.70%
41.74%
37.39%
40.54%
39.20%
38.40%
37.37%
34.20%
35.37%
36.30%
35.98%
35.49%
34.60%
39.67%
39.51%
39.47%
36.54%
39.89%
39.97%
39.46%
37.58%
35.67%
39.02%
38.07%
39.31%
40.51%
39.83%
41.48%
41.48%
42.14%
43.10%
41.73%
42.44%
41.56%
45.16%
47.61%
47.39%
51.86%
56.40%
57.79%
61.71%
61.93%
64.97%
70.76%
77.01%
53.80%
44.38%
44.67%
43.83%
42.84%
42.04%
44.12%