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TENNANT COMPANY TNC

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-04T08:56:39.909Z

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 · 2026-11-04T00:00:00.001389323Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T08:56:39.487432+00:00

Share price$72.16
1D+0.7%
AH$71.35$72.18$73.02$73.85$74.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTNC
Sold putSold callAH

TENNANT COMPANY options

Live interpolated TNC call and put midpoint premiums by absolute delta.TENNANT COMPANY$1.54$3.15$4.77$6.39$8.00$62.72$67.48$72.23$76.99$81.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TNC spot · $72.16TNC PRICE$1.71$2.12$2.53$2.92$3.31$3.70$4.09$4.64$5.61$6.57$7.54$1.90$2.38$2.60$2.87$3.14$3.41$3.68$3.95$4.67$5.48$6.29
Puts——
Calls——
Skew——
Implied moveBullish±$6.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.65100.5%17.2%
25Δ64.3695.3%14.1%
30Δ77.2355.3%9.4%
35Δ76.2658.6%8.6%
40Δ75.2961.9%7.8%70.4856.0%5.9%
45Δ74.2161.2%6.9%71.3552.8%5.1%
50Δ73.0858.8%5.9%72.2349.5%4.3%
55Δ71.9556.4%4.8%73.1046.3%3.4%
60Δ70.8154.1%3.8%73.9743.0%2.6%
65Δ69.6452.7%2.9%74.8539.7%1.8%
70Δ68.3453.8%2.5%75.8538.7%1.4%
75Δ67.0555.0%2.0%76.8838.1%1.1%
80Δ65.7656.2%1.6%77.9037.6%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.65
IV
100.5%
B/E move
17.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.36
IV
95.3%
B/E move
14.1%

30Δ

Calls
Pseudo strike
77.23
IV
55.3%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
76.26
IV
58.6%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
75.29
IV
61.9%
B/E move
7.8%
Puts
Pseudo strike
70.48
IV
56.0%
B/E move
5.9%

45Δ

Calls
Pseudo strike
74.21
IV
61.2%
B/E move
6.9%
Puts
Pseudo strike
71.35
IV
52.8%
B/E move
5.1%

50Δ

Calls
Pseudo strike
73.08
IV
58.8%
B/E move
5.9%
Puts
Pseudo strike
72.23
IV
49.5%
B/E move
4.3%

55Δ

Calls
Pseudo strike
71.95
IV
56.4%
B/E move
4.8%
Puts
Pseudo strike
73.10
IV
46.3%
B/E move
3.4%

60Δ

Calls
Pseudo strike
70.81
IV
54.1%
B/E move
3.8%
Puts
Pseudo strike
73.97
IV
43.0%
B/E move
2.6%

65Δ

Calls
Pseudo strike
69.64
IV
52.7%
B/E move
2.9%
Puts
Pseudo strike
74.85
IV
39.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
68.34
IV
53.8%
B/E move
2.5%
Puts
Pseudo strike
75.85
IV
38.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
67.05
IV
55.0%
B/E move
2.0%
Puts
Pseudo strike
76.88
IV
38.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
65.76
IV
56.2%
B/E move
1.6%
Puts
Pseudo strike
77.90
IV
37.6%
B/E move
0.8%

Options history

IV · four-Friday blend41.12%
Daily EOD
TNC37.0%39.2%41.4%2026-10-19: 38.19%2026-10-20: 38.55%2026-10-21: 37.28%2026-10-22: 39.06%2026-10-23: 39.64%2026-10-26: 40.18%2026-10-27: 39.61%2026-10-28: 39.51%2026-10-29: 40.29%2026-10-30: 41.12%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.19%
38.55%
37.28%
39.06%
39.64%
40.18%
39.61%
39.51%
40.29%
41.12%