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TETRA Technologies, Inc. TTI

i

Market dataready · fetched 2026-11-03T18:59:39.476Z

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 · 2026-11-03T18:59:05.556389607Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-03T18:59:39.031754+00:00

Share price$5.97
1D-0.6%
$5.75$5.85$5.95$6.05$6.155:30 AM6:30 AM9:00 AM1:00 PMTTI
Sold putSold call

TETRA Technologies, Inc. options

Live interpolated TTI call and put midpoint premiums by absolute delta.TETRA Technologies, Inc.$0.08$0.36$0.64$0.92$1.20$4.61$5.28$5.96$6.63$7.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TTI spot · $5.96TTI PRICE$0.11$0.15$0.19$0.22$0.26$0.30$0.34$0.40$0.50$0.59$0.68$0.77$0.86$0.14$0.19$0.23$0.28$0.33$0.37$0.45$0.56$0.67$0.79$0.90$1.01$1.12
PutsFair0.99×
CallsCheap0.90×
SkewBearish+2.57 pp
Implied moveBearish±$0.79
TiltBearish13.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.1284.1%21.2%5.2079.4%15.2%
25Δ6.9083.0%18.1%5.3478.7%13.6%
30Δ6.7380.7%15.9%5.4978.0%11.9%
35Δ6.5678.3%13.8%5.6377.3%10.3%
40Δ6.4076.0%11.6%5.7876.6%8.7%
45Δ6.2373.7%9.5%5.9275.8%7.0%
50Δ6.0771.3%7.3%6.0775.6%5.8%
55Δ5.9270.5%6.0%6.2276.1%5.1%
60Δ5.7870.6%5.3%6.3876.6%4.4%
65Δ5.6570.7%4.5%6.5377.0%3.7%
70Δ5.5270.8%3.8%6.6877.5%3.0%
75Δ5.3870.9%3.1%6.8477.9%2.3%
80Δ5.2571.0%2.4%6.9978.4%1.5%

20Δ

Calls
Pseudo strike
7.12
IV
84.1%
B/E move
21.2%
Puts
Pseudo strike
5.20
IV
79.4%
B/E move
15.2%

25Δ

Calls
Pseudo strike
6.90
IV
83.0%
B/E move
18.1%
Puts
Pseudo strike
5.34
IV
78.7%
B/E move
13.6%

30Δ

Calls
Pseudo strike
6.73
IV
80.7%
B/E move
15.9%
Puts
Pseudo strike
5.49
IV
78.0%
B/E move
11.9%

35Δ

Calls
Pseudo strike
6.56
IV
78.3%
B/E move
13.8%
Puts
Pseudo strike
5.63
IV
77.3%
B/E move
10.3%

40Δ

Calls
Pseudo strike
6.40
IV
76.0%
B/E move
11.6%
Puts
Pseudo strike
5.78
IV
76.6%
B/E move
8.7%

45Δ

Calls
Pseudo strike
6.23
IV
73.7%
B/E move
9.5%
Puts
Pseudo strike
5.92
IV
75.8%
B/E move
7.0%

50Δ

Calls
Pseudo strike
6.07
IV
71.3%
B/E move
7.3%
Puts
Pseudo strike
6.07
IV
75.6%
B/E move
5.8%

55Δ

Calls
Pseudo strike
5.92
IV
70.5%
B/E move
6.0%
Puts
Pseudo strike
6.22
IV
76.1%
B/E move
5.1%

60Δ

Calls
Pseudo strike
5.78
IV
70.6%
B/E move
5.3%
Puts
Pseudo strike
6.38
IV
76.6%
B/E move
4.4%

65Δ

Calls
Pseudo strike
5.65
IV
70.7%
B/E move
4.5%
Puts
Pseudo strike
6.53
IV
77.0%
B/E move
3.7%

70Δ

Calls
Pseudo strike
5.52
IV
70.8%
B/E move
3.8%
Puts
Pseudo strike
6.68
IV
77.5%
B/E move
3.0%

75Δ

Calls
Pseudo strike
5.38
IV
70.9%
B/E move
3.1%
Puts
Pseudo strike
6.84
IV
77.9%
B/E move
2.3%

80Δ

Calls
Pseudo strike
5.25
IV
71.0%
B/E move
2.4%
Puts
Pseudo strike
6.99
IV
78.4%
B/E move
1.5%

Options history

IV · four-Friday blend67.65%
Daily EOD
TTI64.7%66.8%68.9%2026-10-19: 64.99%2026-10-20: 66.31%2026-10-21: 65.94%2026-10-22: 67.33%2026-10-23: 68.58%2026-10-26: 68.61%2026-10-27: 68.35%2026-10-28: 67.60%2026-10-29: 66.24%2026-10-30: 67.65%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
64.99%
66.31%
65.94%
67.33%
68.58%
68.61%
68.35%
67.60%
66.24%
67.65%