IntraAlpha
Create free account Start free

Teads Holding Co. Common Stock TEAD

i

Market datapartial · fetched 2026-11-07T06:48:04.483Z

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 2026-11-07T06:48:03.286644+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$0.41$0.82$1.23$1.65$2.06$-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$0.54$0.63$0.71$0.80$1.53$1.94
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
50Δ0.56788.3%38.4%
55Δ0.66770.3%32.8%
60Δ0.75752.2%27.3%
65Δ0.85734.2%21.8%
70Δ0.94716.1%16.2%
75Δ1.62800.0%45.7%
80Δ2.09800.0%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
0.56
IV
788.3%
B/E move
38.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.66
IV
770.3%
B/E move
32.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.75
IV
752.2%
B/E move
27.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.85
IV
734.2%
B/E move
21.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.94
IV
716.1%
B/E move
16.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.62
IV
800.0%
B/E move
45.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.09
IV
800.0%
B/E move
12.9%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations