IntraAlpha
Create free account Start free

Texas Instruments Incorporated TXN

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-16T00:19:19.424Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:47:24.013948797Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:18.651935+00:00

Share price$277.23
1D+0.9%
AH$273$275$278$280$2825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTXN
Sold putSold callAH

Texas Instruments Incorporated options

Live interpolated TXN call and put midpoint premiums by absolute delta.Texas Instruments Incorporated$3.13$13.88$24.63$35.38$46.14$226.25$252.06$277.86$303.67$329.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TXN spot · $277.23TXN PRICE$4.29$5.57$7.35$8.93$10.75$12.95$15.32$18.06$20.90$24.05$28.02$32.46$37.88$4.93$6.71$8.68$10.58$12.97$15.49$17.97$20.99$24.83$28.39$32.70$38.06$43.04
PutsExpensive1.16×
CallsExpensive1.23×
SkewBullish-1.46 pp
Implied moveBearish±$33.29
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ318.9247.3%16.6%248.3547.1%12.2%
25Δ310.0346.0%13.8%254.3647.8%10.7%
30Δ304.5647.9%12.5%260.0248.2%9.3%
35Δ297.9147.1%10.7%265.7347.3%8.0%
40Δ292.0847.0%9.2%270.9647.7%6.9%
45Δ286.8047.7%8.1%276.1947.7%6.0%
50Δ281.5448.3%7.1%281.3447.0%5.0%
55Δ276.2149.1%6.1%286.6446.8%4.2%
60Δ270.8249.3%5.2%292.3047.6%3.5%
65Δ265.3149.5%4.4%297.8547.0%2.8%
70Δ259.3350.5%3.7%303.9046.8%2.2%
75Δ252.9651.1%3.0%310.8147.0%1.6%
80Δ245.7852.0%2.3%317.3345.7%1.1%

20Δ

Calls
Pseudo strike
318.92
IV
47.3%
B/E move
16.6%
Puts
Pseudo strike
248.35
IV
47.1%
B/E move
12.2%

25Δ

Calls
Pseudo strike
310.03
IV
46.0%
B/E move
13.8%
Puts
Pseudo strike
254.36
IV
47.8%
B/E move
10.7%

30Δ

Calls
Pseudo strike
304.56
IV
47.9%
B/E move
12.5%
Puts
Pseudo strike
260.02
IV
48.2%
B/E move
9.3%

35Δ

Calls
Pseudo strike
297.91
IV
47.1%
B/E move
10.7%
Puts
Pseudo strike
265.73
IV
47.3%
B/E move
8.0%

40Δ

Calls
Pseudo strike
292.08
IV
47.0%
B/E move
9.2%
Puts
Pseudo strike
270.96
IV
47.7%
B/E move
6.9%

45Δ

Calls
Pseudo strike
286.80
IV
47.7%
B/E move
8.1%
Puts
Pseudo strike
276.19
IV
47.7%
B/E move
6.0%

50Δ

Calls
Pseudo strike
281.54
IV
48.3%
B/E move
7.1%
Puts
Pseudo strike
281.34
IV
47.0%
B/E move
5.0%

55Δ

Calls
Pseudo strike
276.21
IV
49.1%
B/E move
6.1%
Puts
Pseudo strike
286.64
IV
46.8%
B/E move
4.2%

60Δ

Calls
Pseudo strike
270.82
IV
49.3%
B/E move
5.2%
Puts
Pseudo strike
292.30
IV
47.6%
B/E move
3.5%

65Δ

Calls
Pseudo strike
265.31
IV
49.5%
B/E move
4.4%
Puts
Pseudo strike
297.85
IV
47.0%
B/E move
2.8%

70Δ

Calls
Pseudo strike
259.33
IV
50.5%
B/E move
3.7%
Puts
Pseudo strike
303.90
IV
46.8%
B/E move
2.2%

75Δ

Calls
Pseudo strike
252.96
IV
51.1%
B/E move
3.0%
Puts
Pseudo strike
310.81
IV
47.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
245.78
IV
52.0%
B/E move
2.3%
Puts
Pseudo strike
317.33
IV
45.7%
B/E move
1.1%