IntraAlpha
Create free account Start free

Turtle Beach Corporation Common Stock TBCH

i

Market dataready · fetched 2026-11-06T14:43:25.615Z

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 · 2026-11-06T14:43:09.451030825Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T14:43:25.037791+00:00

Share price$15.31
1D+8.9%
$14.13$14.52$14.90$15.28$15.675:30 AM6:30 AM9:00 AM1:00 PMTBCH
Sold putSold call

Turtle Beach Corporation Common Stock options

Live interpolated TBCH call and put midpoint premiums by absolute delta.Turtle Beach Corporation Common Stock$0.30$1.19$2.07$2.95$3.84$10.82$13.23$15.64$18.05$20.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TBCH spot · $15.30TBCH PRICE$0.46$0.57$0.68$0.80$0.91$1.02$0.40$0.50$0.61$0.71$0.82$1.05$1.34$1.63$1.91$2.20$2.49$2.96$3.58
PutsCheap0.81×
Calls——
Skew——
Implied moveBearish±$2.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.95107.7%18.0%
25Δ13.43102.3%15.5%
30Δ17.0081.2%14.1%13.9196.9%13.1%
35Δ16.6580.7%12.5%14.3891.5%10.7%
40Δ16.3080.2%11.0%14.8686.1%8.3%
45Δ15.9579.7%9.4%15.2886.0%7.0%
50Δ15.6079.3%7.9%15.6988.2%6.2%
55Δ15.2578.8%6.3%16.0990.4%5.5%
60Δ16.5092.7%4.7%
65Δ16.9094.9%3.9%
70Δ17.3197.1%3.2%
75Δ17.8898.4%2.5%
80Δ18.6098.8%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.95
IV
107.7%
B/E move
18.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.43
IV
102.3%
B/E move
15.5%

30Δ

Calls
Pseudo strike
17.00
IV
81.2%
B/E move
14.1%
Puts
Pseudo strike
13.91
IV
96.9%
B/E move
13.1%

35Δ

Calls
Pseudo strike
16.65
IV
80.7%
B/E move
12.5%
Puts
Pseudo strike
14.38
IV
91.5%
B/E move
10.7%

40Δ

Calls
Pseudo strike
16.30
IV
80.2%
B/E move
11.0%
Puts
Pseudo strike
14.86
IV
86.1%
B/E move
8.3%

45Δ

Calls
Pseudo strike
15.95
IV
79.7%
B/E move
9.4%
Puts
Pseudo strike
15.28
IV
86.0%
B/E move
7.0%

50Δ

Calls
Pseudo strike
15.60
IV
79.3%
B/E move
7.9%
Puts
Pseudo strike
15.69
IV
88.2%
B/E move
6.2%

55Δ

Calls
Pseudo strike
15.25
IV
78.8%
B/E move
6.3%
Puts
Pseudo strike
16.09
IV
90.4%
B/E move
5.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.50
IV
92.7%
B/E move
4.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.90
IV
94.9%
B/E move
3.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.31
IV
97.1%
B/E move
3.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.88
IV
98.4%
B/E move
2.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.60
IV
98.8%
B/E move
1.9%

Options history

IV · four-Friday blend72.02%
Daily EOD
TBCH56.6%66.6%76.5%2026-10-19: 57.95%2026-10-20: 62.08%2026-10-21: 62.89%2026-10-22: 62.71%2026-10-23: 70.72%2026-10-26: 72.67%2026-10-27: 66.89%2026-10-28: 75.15%2026-10-29: 68.77%2026-10-30: 72.02%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.95%
62.08%
62.89%
62.71%
70.72%
72.67%
66.89%
75.15%
68.77%
72.02%