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Tower Semiconductor Ltd. Ordinary Shares TSEM

i

Market datapartial · fetched 2026-11-04T09:28:59.981Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T09:24:37.599297323Z

FundamentalsAlpha Vantage · unavailable

Share price$164.70
1D
Price history unavailable.

Tower Semiconductor Ltd. Ordinary Shares options

Live interpolated TSEM call and put midpoint premiums by absolute delta.Tower Semiconductor Ltd. Ordinary Shares$0.93$7.87$14.81$21.76$28.70$136.95$149.80$162.66$175.51$188.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TSEM spot · $164.70TSEM PRICE$1.68$2.25$2.88$3.66$4.25$4.78$5.80$6.18$6.75$8.20$8.75$9.43$10.70$2.25$3.06$3.93$4.72$5.69$6.43$7.23$12.41$13.28$16.51$18.25$26.70
Puts——
CallsCheap0.86×
Skew——
Implied moveBearish±$13.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ179.19127.7%9.8%150.42156.5%10.0%
25Δ176.61129.7%8.6%153.36156.9%8.7%
30Δ173.98129.2%7.4%155.89159.3%7.7%
35Δ172.05134.5%6.7%158.71153.4%6.5%
40Δ169.59129.3%5.5%161.07153.2%5.7%
45Δ167.28121.5%4.5%163.43145.6%4.7%
50Δ165.44126.0%4.0%165.61138.9%3.8%
55Δ163.69115.9%3.1%
60Δ161.91107.9%2.4%171.57172.3%3.4%
65Δ160.00115.0%2.1%173.58161.5%2.7%
70Δ158.63106.5%1.6%177.52171.7%2.2%
75Δ157.1899.1%1.2%180.17164.5%1.7%
80Δ155.4197.5%0.9%188.89180.9%1.5%

20Δ

Calls
Pseudo strike
179.19
IV
127.7%
B/E move
9.8%
Puts
Pseudo strike
150.42
IV
156.5%
B/E move
10.0%

25Δ

Calls
Pseudo strike
176.61
IV
129.7%
B/E move
8.6%
Puts
Pseudo strike
153.36
IV
156.9%
B/E move
8.7%

30Δ

Calls
Pseudo strike
173.98
IV
129.2%
B/E move
7.4%
Puts
Pseudo strike
155.89
IV
159.3%
B/E move
7.7%

35Δ

Calls
Pseudo strike
172.05
IV
134.5%
B/E move
6.7%
Puts
Pseudo strike
158.71
IV
153.4%
B/E move
6.5%

40Δ

Calls
Pseudo strike
169.59
IV
129.3%
B/E move
5.5%
Puts
Pseudo strike
161.07
IV
153.2%
B/E move
5.7%

45Δ

Calls
Pseudo strike
167.28
IV
121.5%
B/E move
4.5%
Puts
Pseudo strike
163.43
IV
145.6%
B/E move
4.7%

50Δ

Calls
Pseudo strike
165.44
IV
126.0%
B/E move
4.0%
Puts
Pseudo strike
165.61
IV
138.9%
B/E move
3.8%

55Δ

Calls
Pseudo strike
163.69
IV
115.9%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
161.91
IV
107.9%
B/E move
2.4%
Puts
Pseudo strike
171.57
IV
172.3%
B/E move
3.4%

65Δ

Calls
Pseudo strike
160.00
IV
115.0%
B/E move
2.1%
Puts
Pseudo strike
173.58
IV
161.5%
B/E move
2.7%

70Δ

Calls
Pseudo strike
158.63
IV
106.5%
B/E move
1.6%
Puts
Pseudo strike
177.52
IV
171.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
157.18
IV
99.1%
B/E move
1.2%
Puts
Pseudo strike
180.17
IV
164.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
155.41
IV
97.5%
B/E move
0.9%
Puts
Pseudo strike
188.89
IV
180.9%
B/E move
1.5%

Options history

IV · four-Friday blend101.09%
Daily close
TSEM62.3%84.7%107.1%2026-08-06: 101.94%2026-08-07: 87.54%2026-08-10: 91.34%2026-08-11: 87.39%2026-08-12: 87.60%2026-08-13: 90.10%2026-08-14: 79.49%2026-08-17: 86.53%2026-08-18: 85.42%2026-08-19: 84.51%2026-08-20: 80.88%2026-08-21: 76.18%2026-08-24: 80.10%2026-08-25: 78.26%2026-08-26: 78.52%2026-08-27: 76.74%2026-08-28: 66.59%2026-08-31: 65.37%2026-09-01: 71.54%2026-09-02: 67.76%2026-09-03: 67.85%2026-09-04: 70.08%2026-09-08: 78.37%2026-09-09: 77.98%2026-09-10: 77.71%2026-09-11: 67.35%2026-09-14: 73.65%2026-09-15: 73.35%2026-09-16: 74.01%2026-09-17: 76.01%2026-09-18: 66.41%2026-09-21: 73.33%2026-09-22: 71.32%2026-09-23: 72.49%2026-09-24: 77.33%2026-09-25: 68.23%2026-09-28: 76.15%2026-09-29: 72.74%2026-09-30: 74.44%2026-10-01: 74.65%2026-10-02: 68.60%2026-10-05: 71.99%2026-10-06: 74.25%2026-10-07: 74.39%2026-10-08: 79.65%2026-10-09: 67.99%2026-10-12: 73.97%2026-10-13: 79.74%2026-10-14: 85.94%2026-10-15: 88.93%2026-10-16: 88.32%2026-10-19: 89.79%2026-10-20: 93.62%2026-10-21: 95.25%2026-10-22: 103.41%2026-10-23: 96.09%2026-10-26: 97.29%2026-10-27: 99.94%2026-10-28: 98.72%2026-10-29: 104.02%2026-10-30: 101.09%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
101.94%
87.54%
91.34%
87.39%
87.60%
90.10%
79.49%
86.53%
85.42%
84.51%
80.88%
76.18%
80.10%
78.26%
78.52%
76.74%
66.59%
65.37%
71.54%
67.76%
67.85%
70.08%
78.37%
77.98%
77.71%
67.35%
73.65%
73.35%
74.01%
76.01%
66.41%
73.33%
71.32%
72.49%
77.33%
68.23%
76.15%
72.74%
74.44%
74.65%
68.60%
71.99%
74.25%
74.39%
79.65%
67.99%
73.97%
79.74%
85.94%
88.93%
88.32%
89.79%
93.62%
95.25%
103.41%
96.09%
97.29%
99.94%
98.72%
104.02%
101.09%