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Tidewater, Inc. TDW

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-11-03T20:15:41.646Z

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 · 2026-11-03T20:14:47.24134245Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T20:15:41.258875+00:00

Share price$77.92
1D-1.4%
$77$78$79$80$815:30 AM6:30 AM9:00 AM1:00 PMTDW
Sold putSold call

Tidewater, Inc. options

Live interpolated TDW call and put midpoint premiums by absolute delta.Tidewater, Inc.$1.13$4.20$7.26$10.33$13.40$64.34$71.31$78.28$85.25$92.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TDW spot · $77.92TDW PRICE$1.54$1.67$1.92$2.50$3.07$3.65$4.23$4.80$5.38$6.08$7.38$8.67$10.20$1.46$1.79$2.08$2.38$3.17$3.95$4.73$5.57$6.80$8.03$9.32$10.92$12.51
PutsExpensive1.30×
CallsExpensive1.40×
SkewBullish-4.37 pp
Implied moveBearish±$8.96
TiltBearish8.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.8490.3%22.4%69.2671.5%13.0%
25Δ88.0672.6%15.2%71.2867.4%10.8%
30Δ84.6563.3%11.1%73.1861.5%8.7%
35Δ83.2465.3%10.0%75.0656.0%6.7%
40Δ81.8367.2%9.0%76.3458.2%6.1%
45Δ80.4269.2%7.9%77.6260.3%5.4%
50Δ79.0068.4%6.8%78.9062.4%4.8%
55Δ77.5966.5%5.7%80.2464.5%4.2%
60Δ76.1764.7%4.7%81.9266.0%3.6%
65Δ74.6963.6%3.7%83.6067.5%3.0%
70Δ72.9666.1%3.1%85.3468.7%2.4%
75Δ71.2468.7%2.6%87.3668.4%1.9%
80Δ69.2871.3%2.0%89.3868.0%1.3%

20Δ

Calls
Pseudo strike
93.84
IV
90.3%
B/E move
22.4%
Puts
Pseudo strike
69.26
IV
71.5%
B/E move
13.0%

25Δ

Calls
Pseudo strike
88.06
IV
72.6%
B/E move
15.2%
Puts
Pseudo strike
71.28
IV
67.4%
B/E move
10.8%

30Δ

Calls
Pseudo strike
84.65
IV
63.3%
B/E move
11.1%
Puts
Pseudo strike
73.18
IV
61.5%
B/E move
8.7%

35Δ

Calls
Pseudo strike
83.24
IV
65.3%
B/E move
10.0%
Puts
Pseudo strike
75.06
IV
56.0%
B/E move
6.7%

40Δ

Calls
Pseudo strike
81.83
IV
67.2%
B/E move
9.0%
Puts
Pseudo strike
76.34
IV
58.2%
B/E move
6.1%

45Δ

Calls
Pseudo strike
80.42
IV
69.2%
B/E move
7.9%
Puts
Pseudo strike
77.62
IV
60.3%
B/E move
5.4%

50Δ

Calls
Pseudo strike
79.00
IV
68.4%
B/E move
6.8%
Puts
Pseudo strike
78.90
IV
62.4%
B/E move
4.8%

55Δ

Calls
Pseudo strike
77.59
IV
66.5%
B/E move
5.7%
Puts
Pseudo strike
80.24
IV
64.5%
B/E move
4.2%

60Δ

Calls
Pseudo strike
76.17
IV
64.7%
B/E move
4.7%
Puts
Pseudo strike
81.92
IV
66.0%
B/E move
3.6%

65Δ

Calls
Pseudo strike
74.69
IV
63.6%
B/E move
3.7%
Puts
Pseudo strike
83.60
IV
67.5%
B/E move
3.0%

70Δ

Calls
Pseudo strike
72.96
IV
66.1%
B/E move
3.1%
Puts
Pseudo strike
85.34
IV
68.7%
B/E move
2.4%

75Δ

Calls
Pseudo strike
71.24
IV
68.7%
B/E move
2.6%
Puts
Pseudo strike
87.36
IV
68.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
69.28
IV
71.3%
B/E move
2.0%
Puts
Pseudo strike
89.38
IV
68.0%
B/E move
1.3%

Options history

IV · four-Friday blend51.22%
Daily EOD
TDW46.7%49.3%51.9%2026-10-19: 47.89%2026-10-20: 47.32%2026-10-21: 47.02%2026-10-22: 49.56%2026-10-23: 51.20%2026-10-26: 51.51%2026-10-27: 51.55%2026-10-28: 49.58%2026-10-29: 49.76%2026-10-30: 51.22%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.89%
47.32%
47.02%
49.56%
51.20%
51.51%
51.55%
49.58%
49.76%
51.22%