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Tidewater, Inc. TDW

i

Market dataready · fetched 2026-11-07T07:27:25.017Z

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 · 2026-11-07T00:00:00.00151248Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-07T07:27:24.619921+00:00

Share price$70.06
1D-0.3%
AH$69.63$70.25$70.86$71.47$72.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTDW
Sold putSold callAH

Tidewater, Inc. options

Live interpolated TDW call and put midpoint premiums by absolute delta.Tidewater, Inc.$0.78$3.20$5.63$8.05$10.48$57.39$65.81$74.22$82.63$91.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TDW spot · $70.06TDW PRICE$1.04$1.48$1.91$2.35$2.84$3.34$3.84$4.47$5.38$6.30$7.22$8.33$9.50$1.45$1.60$1.94$2.35$2.76$3.17$3.81$4.57$5.33$6.09$7.08$8.43$9.78
PutsExpensive1.14×
CallsExpensive1.47×
SkewBullish-10.73 pp
Implied moveBalanced±$7.65
TiltBalanced0.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.6373.3%15.1%61.3192.3%14.6%
25Δ78.1976.0%13.7%64.1676.8%10.7%
30Δ76.7678.6%12.3%65.8670.9%8.8%
35Δ75.3281.2%10.9%67.0969.0%7.6%
40Δ73.8981.0%9.5%68.3267.2%6.4%
45Δ72.4580.0%8.2%69.5565.3%5.3%
50Δ71.0279.0%6.9%70.7564.9%4.5%
55Δ69.5878.9%5.7%71.9365.4%3.9%
60Δ68.1581.0%5.0%73.1165.9%3.3%
65Δ66.7283.2%4.2%74.2966.3%2.7%
70Δ65.2885.3%3.5%75.6666.8%2.1%
75Δ63.6884.7%2.8%77.3267.3%1.7%
80Δ62.0583.3%2.1%78.9967.9%1.2%

20Δ

Calls
Pseudo strike
79.63
IV
73.3%
B/E move
15.1%
Puts
Pseudo strike
61.31
IV
92.3%
B/E move
14.6%

25Δ

Calls
Pseudo strike
78.19
IV
76.0%
B/E move
13.7%
Puts
Pseudo strike
64.16
IV
76.8%
B/E move
10.7%

30Δ

Calls
Pseudo strike
76.76
IV
78.6%
B/E move
12.3%
Puts
Pseudo strike
65.86
IV
70.9%
B/E move
8.8%

35Δ

Calls
Pseudo strike
75.32
IV
81.2%
B/E move
10.9%
Puts
Pseudo strike
67.09
IV
69.0%
B/E move
7.6%

40Δ

Calls
Pseudo strike
73.89
IV
81.0%
B/E move
9.5%
Puts
Pseudo strike
68.32
IV
67.2%
B/E move
6.4%

45Δ

Calls
Pseudo strike
72.45
IV
80.0%
B/E move
8.2%
Puts
Pseudo strike
69.55
IV
65.3%
B/E move
5.3%

50Δ

Calls
Pseudo strike
71.02
IV
79.0%
B/E move
6.9%
Puts
Pseudo strike
70.75
IV
64.9%
B/E move
4.5%

55Δ

Calls
Pseudo strike
69.58
IV
78.9%
B/E move
5.7%
Puts
Pseudo strike
71.93
IV
65.4%
B/E move
3.9%

60Δ

Calls
Pseudo strike
68.15
IV
81.0%
B/E move
5.0%
Puts
Pseudo strike
73.11
IV
65.9%
B/E move
3.3%

65Δ

Calls
Pseudo strike
66.72
IV
83.2%
B/E move
4.2%
Puts
Pseudo strike
74.29
IV
66.3%
B/E move
2.7%

70Δ

Calls
Pseudo strike
65.28
IV
85.3%
B/E move
3.5%
Puts
Pseudo strike
75.66
IV
66.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
63.68
IV
84.7%
B/E move
2.8%
Puts
Pseudo strike
77.32
IV
67.3%
B/E move
1.7%

80Δ

Calls
Pseudo strike
62.05
IV
83.3%
B/E move
2.1%
Puts
Pseudo strike
78.99
IV
67.9%
B/E move
1.2%

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%