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Tsakos Energy Navigation Ltd. TEN

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-11-08T09:14:57.687Z

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 · 2026-11-07T00:00:00.001502896Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-08T09:14:57.286481+00:00

Share price$44.86
1D+1.3%
AH$43.71$44.10$44.49$44.87$45.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTEN
Sold putSold callAH

Tsakos Energy Navigation Ltd. options

Live interpolated TEN call and put midpoint premiums by absolute delta.Tsakos Energy Navigation Ltd.$0.47$2.27$4.08$5.88$7.69$36.85$42.09$47.34$52.59$57.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TEN spot · $44.86TEN PRICE$0.66$0.86$1.12$1.37$1.62$1.87$2.13$2.50$2.96$3.41$3.86$4.32$4.77$0.73$1.02$1.30$1.58$1.87$2.15$2.57$3.18$3.80$4.42$5.03$5.65$7.17
PutsExpensive1.17×
CallsExpensive1.27×
SkewBearish+1.99 pp
Implied moveBearish±$4.69
TiltBearish12.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.1675.3%15.5%40.5171.1%11.3%
25Δ49.7775.2%12.9%41.3171.0%10.2%
30Δ48.8974.2%11.5%42.1170.8%9.0%
35Δ48.0073.2%10.1%42.9170.7%7.9%
40Δ47.1272.2%8.6%43.7170.6%6.7%
45Δ46.2371.2%7.2%44.5270.4%5.6%
50Δ45.3470.2%5.8%45.3470.6%4.6%
55Δ44.5569.2%4.9%46.2271.3%4.1%
60Δ43.8168.2%4.3%47.0972.0%3.5%
65Δ43.0767.2%3.6%47.9672.8%2.9%
70Δ42.3466.1%3.0%48.8473.5%2.3%
75Δ41.6065.1%2.4%49.7174.2%1.8%
80Δ40.8664.1%1.7%51.4378.2%1.3%

20Δ

Calls
Pseudo strike
51.16
IV
75.3%
B/E move
15.5%
Puts
Pseudo strike
40.51
IV
71.1%
B/E move
11.3%

25Δ

Calls
Pseudo strike
49.77
IV
75.2%
B/E move
12.9%
Puts
Pseudo strike
41.31
IV
71.0%
B/E move
10.2%

30Δ

Calls
Pseudo strike
48.89
IV
74.2%
B/E move
11.5%
Puts
Pseudo strike
42.11
IV
70.8%
B/E move
9.0%

35Δ

Calls
Pseudo strike
48.00
IV
73.2%
B/E move
10.1%
Puts
Pseudo strike
42.91
IV
70.7%
B/E move
7.9%

40Δ

Calls
Pseudo strike
47.12
IV
72.2%
B/E move
8.6%
Puts
Pseudo strike
43.71
IV
70.6%
B/E move
6.7%

45Δ

Calls
Pseudo strike
46.23
IV
71.2%
B/E move
7.2%
Puts
Pseudo strike
44.52
IV
70.4%
B/E move
5.6%

50Δ

Calls
Pseudo strike
45.34
IV
70.2%
B/E move
5.8%
Puts
Pseudo strike
45.34
IV
70.6%
B/E move
4.6%

55Δ

Calls
Pseudo strike
44.55
IV
69.2%
B/E move
4.9%
Puts
Pseudo strike
46.22
IV
71.3%
B/E move
4.1%

60Δ

Calls
Pseudo strike
43.81
IV
68.2%
B/E move
4.3%
Puts
Pseudo strike
47.09
IV
72.0%
B/E move
3.5%

65Δ

Calls
Pseudo strike
43.07
IV
67.2%
B/E move
3.6%
Puts
Pseudo strike
47.96
IV
72.8%
B/E move
2.9%

70Δ

Calls
Pseudo strike
42.34
IV
66.1%
B/E move
3.0%
Puts
Pseudo strike
48.84
IV
73.5%
B/E move
2.3%

75Δ

Calls
Pseudo strike
41.60
IV
65.1%
B/E move
2.4%
Puts
Pseudo strike
49.71
IV
74.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
40.86
IV
64.1%
B/E move
1.7%
Puts
Pseudo strike
51.43
IV
78.2%
B/E move
1.3%

Options history

IV · four-Friday blend53.70%
Daily EOD
TEN47.2%50.7%54.2%2026-10-19: 47.72%2026-10-20: 48.96%2026-10-21: 50.30%2026-10-22: 50.33%2026-10-23: 49.26%2026-10-26: 51.08%2026-10-27: 50.71%2026-10-28: 50.14%2026-10-29: 51.95%2026-10-30: 53.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.72%
48.96%
50.30%
50.33%
49.26%
51.08%
50.71%
50.14%
51.95%
53.70%