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Teads Holding Co. Common Stock TEAD

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Market datapartial · fetched 2026-11-07T01:06:45.751Z

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 · 2026-11-06T23:39:32.554351273Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-07T01:06:44.714148+00:00

Share price$0.17
1D+4.4%
AH$0.16$0.17$0.18$0.19$0.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTEAD
Sold putSold callAH

Teads Holding Co. Common Stock options

Live interpolated TEAD call and put midpoint premiums by absolute delta.Teads Holding Co. Common Stock$0.42$0.85$1.28$1.71$2.14$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 unavailable: no unambiguous, price-consistent delta bracketC —55Δ 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 PRICETEAD PRICE$0.46$0.55$0.63$0.72$0.80$1.58$2.01
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
50Δ0.57785.9%37.9%
55Δ0.66767.0%32.5%
60Δ0.76748.2%27.0%
65Δ0.85729.3%21.6%
70Δ0.94710.5%16.2%
75Δ1.68800.0%41.1%
80Δ2.16800.0%12.9%

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
0.57
IV
785.9%
B/E move
37.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.66
IV
767.0%
B/E move
32.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.76
IV
748.2%
B/E move
27.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.85
IV
729.3%
B/E move
21.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.94
IV
710.5%
B/E move
16.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.68
IV
800.0%
B/E move
41.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.16
IV
800.0%
B/E move
12.9%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations