IntraAlpha
Create free account Start free

Tyler Technologies, Inc. TYL

i

Market dataready · fetched 2026-11-06T14:33:09.341Z

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 · 2026-11-06T14:32:29.289737247Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T14:33:08.795893+00:00

Share price$417.07
1D-0.7%
$416$417$418$419$4205:30 AM6:30 AM9:00 AM1:00 PMTYL
Sold putSold call

Tyler Technologies, Inc. options

Live interpolated TYL call and put midpoint premiums by absolute delta.Tyler Technologies, Inc.$3.95$12.42$20.89$29.37$37.84$284.15$347.33$410.51$473.69$536.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TYL spot · $417.07TYL PRICE$4.86$5.47$6.57$8.21$9.92$11.81$13.79$16.23$18.67$22.07$25.49$29.40$34.24$5.08$5.97$7.34$9.01$10.71$12.95$15.18$17.89$20.70$23.71$26.81$30.81$35.40
PutsCheap0.34×
CallsCheap0.40×
SkewBullish-1.57 pp
Implied moveBearish±$28.97
TiltBearish3.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ460.7255.8%11.6%384.3753.4%9.1%
25Δ446.7147.1%8.4%394.0546.8%7.0%
30Δ438.6543.9%6.7%400.3545.0%5.8%
35Δ433.6444.3%5.9%405.3044.3%5.0%
40Δ428.7144.6%5.2%410.2343.7%4.2%
45Δ423.9844.5%4.5%414.7443.8%3.7%
50Δ419.2744.5%3.8%419.2544.0%3.1%
55Δ414.6644.8%3.3%423.9044.0%2.7%
60Δ410.0645.0%2.8%428.5944.1%2.2%
65Δ404.9445.9%2.4%433.3343.6%1.8%
70Δ399.8046.7%2.0%438.0942.8%1.4%
75Δ394.2646.5%1.6%443.5342.4%1.0%
80Δ387.9047.2%1.2%449.4242.3%0.7%

20Δ

Calls
Pseudo strike
460.72
IV
55.8%
B/E move
11.6%
Puts
Pseudo strike
384.37
IV
53.4%
B/E move
9.1%

25Δ

Calls
Pseudo strike
446.71
IV
47.1%
B/E move
8.4%
Puts
Pseudo strike
394.05
IV
46.8%
B/E move
7.0%

30Δ

Calls
Pseudo strike
438.65
IV
43.9%
B/E move
6.7%
Puts
Pseudo strike
400.35
IV
45.0%
B/E move
5.8%

35Δ

Calls
Pseudo strike
433.64
IV
44.3%
B/E move
5.9%
Puts
Pseudo strike
405.30
IV
44.3%
B/E move
5.0%

40Δ

Calls
Pseudo strike
428.71
IV
44.6%
B/E move
5.2%
Puts
Pseudo strike
410.23
IV
43.7%
B/E move
4.2%

45Δ

Calls
Pseudo strike
423.98
IV
44.5%
B/E move
4.5%
Puts
Pseudo strike
414.74
IV
43.8%
B/E move
3.7%

50Δ

Calls
Pseudo strike
419.27
IV
44.5%
B/E move
3.8%
Puts
Pseudo strike
419.25
IV
44.0%
B/E move
3.1%

55Δ

Calls
Pseudo strike
414.66
IV
44.8%
B/E move
3.3%
Puts
Pseudo strike
423.90
IV
44.0%
B/E move
2.7%

60Δ

Calls
Pseudo strike
410.06
IV
45.0%
B/E move
2.8%
Puts
Pseudo strike
428.59
IV
44.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
404.94
IV
45.9%
B/E move
2.4%
Puts
Pseudo strike
433.33
IV
43.6%
B/E move
1.8%

70Δ

Calls
Pseudo strike
399.80
IV
46.7%
B/E move
2.0%
Puts
Pseudo strike
438.09
IV
42.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
394.26
IV
46.5%
B/E move
1.6%
Puts
Pseudo strike
443.53
IV
42.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
387.90
IV
47.2%
B/E move
1.2%
Puts
Pseudo strike
449.42
IV
42.3%
B/E move
0.7%

Options history

IV · four-Friday blend38.69%
Daily EOD
TYL36.9%40.2%43.4%2026-10-19: 41.20%2026-10-20: 40.78%2026-10-21: 41.18%2026-10-22: 40.56%2026-10-23: 41.32%2026-10-26: 42.48%2026-10-27: 42.36%2026-10-28: 42.99%2026-10-29: 37.35%2026-10-30: 38.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.20%
40.78%
41.18%
40.56%
41.32%
42.48%
42.36%
42.99%
37.35%
38.69%