Tidewater (TDW) Options Chain
NYSE: TDWConsumer DiscretionaryMarine TransportationUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- Nov 20, 2026
- Days to expiration
- 39
- Share price
- $85.42
- Put/call ratio (volume)
- 1.70
- Expected move
- ±$0.1089
- Open interest (C / P)
- 0 / 0
TDW options summary
The TDW options chain for the November 20, 2026 expiration lists 8 call and 5 put contracts, with 39 days until expiration. At-the-money implied volatility near the $85.00 strike is 0.4%, which implies the market expects a move of about ±$0.1089 (0.1%) in Tidewater stock by expiration. The most open interest sits at the $80.00 call (0 contracts) and the $70.00 put (0 contracts).
Summary generated from market data by MetaCap's automated system. Methodology
TDW options chain · November 20, 2026
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| — | — | — | 70.00 | 0.00 | 0.00 | 1.06 | |||||
| — | — | — | 75.00 | 0.00 | 0.00 | 1.99 | |||||
| 11.60 | 0.00 | 0.00 | 80.00 | 0.00 | 0.00 | 4.25 | |||||
| 6.00 | 0.00 | 0.00 | 85.00 | 0.00 | 0.00 | 6.70 | |||||
| 3.50 | 0.00 | 0.00 | 90.00 | 0.00 | 0.00 | 7.70 | |||||
| 1.50 | 0.00 | 0.00 | 100.00 | — | — | — | |||||
| 0.89 | 0.00 | 0.00 | 105.00 | — | — | — | |||||
| 0.85 | 0.00 | 0.00 | 115.00 | — | — | — | |||||
| 0.57 | 0.00 | 0.00 | 120.00 | — | — | — | |||||
| 0.25 | 0.00 | 0.00 | 135.00 | — | — | — | |||||
In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.
Frequently asked questions
What is TDW's implied volatility?
At-the-money implied volatility for TDW options expiring November 20, 2026 is about 0.4%, an annualized estimate of how much the market expects Tidewater stock to move.
How many TDW option expiration dates are there?
TDW has 6 listed expiration dates, from Oct 16, 2026 to Jun 17, 2027.
What does "in the money" mean?
A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.