Reddit Posts
U.S. Small Cap and Micro Cap energy stocks are setting up for a great run in the next calendar year
Top stocks hitting 52-Week Highs/Lows - May 18, 2026 📈 📉
RIG Transocean stock, IMO, MPC, TTE, VLO
Namibia: Africa's new oil frontier
Namibia: Africa's new oil frontier $SUPR
TotalEnergies CEO Says U.S. LNG ‘Important’ to Strategy and European Natural Gas Supply - $NEXT $TTE
NEXTDECADE declares Final Investment Decision (FID) - NEXT PT 13$
For the first time, the top performing stock in my portfolio was a European stock
Discussion - How do you personally invest in clean energies?
Recession-Resistant Stocks That Can Survive Stagflation
Newb Looking to invest in Natural Gas, Am I Missing Something?
CGX Energy ($CGXEF $OYL.V) Last Call to get into position...MAJOR CATALYST Kawa 1 well should land THIS MONTH
U.S. to release oil from reserves in coordination with other countries to lower gas prices
After Non-Commercial Oil Discovered in Sapote-1 Spud, Eco Atlantic $EOG.V $ECAOF Eyes New Opportunities
Recon Africa Presents at two African Oil Summits with Oil Majors Exxon, Shell, BP, CNOOC, Total, and Schlumberger. Includes Transcribed Presentations & Resources. $XOM $BP $RDS $TTE $SLB $RECAF $RECO $0XD
High Squeeze Potential w/ Multiple Catalysts On Deck! How $CGXEF can become a $20 stock in short time...
Mentions
My TTE (oil) calls were -50% on Friday. Now, they are -65%. They expire in December but it is even worth it to carry the bag at this point, especially when Nasdaq will rip at open?
Guess I need to sell my TTE (oil company) calls as soon as premarket starts. Bought at top 3 weeks ago and they ALWAYS were red. That "war" has been a clown show from the beginning to the end.
Good question. I think the catalyst for Cielo will be more than one single event. 1. Land acquisition in Prince George BC by the first Nations TTE. 2. Canada indigenous loan guarantee program for the grant money to build the SAF facility on their land. 3. Major project status from federal and provincial granting levels. 4. Canadian discovery Ltd. Final steps for top executives coming over to Cielo in executive roles. 5. CCUS - carbon credit announcements by the federal and BC provincial government.
I legit stopped myself from a call on TTE because of that. I might do a call on a car company instead.
Why don't you just tell us what stock to buy. This is WSB It's $TTE
US gov is paying TTE a BILLION DOLLAR (in 🥭 voice) not to build wind mills, Taxpayer money well spent, right repebluCUNTS?
Wonder what that would do to CVX / TTE / XOM price.
bought TTE 2 days later I'm at -7%. Beat this.
TTE, ITA but probably prices in since it is about to start
If this is your full port, you have probably beaten S&P returns for entire 2026 in just two days. In that case, I would take profit and chill. The position size, strike and TTE does not look like slow & steady investing, though. So +26% may not be good enough for you. 😄
Bechtel is the best out there - no doubt on that when it comes to construction. Execution not only applies to Bechtel but how capable is the management is the real question. Everyone can agree Cheniere management is exceptional - when it comes to operations. An example of this is VG - not very good guys. Sometimes people need to learn not to believe everything that the management says. VG mgmt told investors arbitration should be favorable - but then recently got smashed when they lost to BP (albeit won against SHEL). How about the next 5 arbitrations? NEXT mgmt says macro outlook is good - yes but not in the near term (of course I might be wrong) but seems the risk / reward is a bit skewed imo. Russian Arctic 2 is a big risk (and Sakhalin and Yamal will continue to run) not to mention Qatar NFE. Recently Pouyanne (TTE CEO) and SHEL and other major IOCs saying LNG oversupply is a key risk in the near term. These guys know what they are doing - have robust trading / marketing businesses and are the major LNG offtakers. Of course I might be wrong but there are other good and less risky investments out there that NEXT.
1st, never use stops with options. You said “So, I take a look at the IV and see it has risen to 35% or so, so i assume thats the reason for the rise [in price]”. It’s just the opposite. The IV is higher *because* the price went up. You can think of the IV as the “fudge factor” that you plug into the option pricing formula to get the market price. Everything else (TTE, underlying price, strike etc) is known. IV is what you plug in to get the price to come out to the market price despite the known factors saying otherwise. Greeks don’t determine option prices. They explain them.
Good news man you still have $128 left. Here’s what you’re gonna do when Monday opens up. You’re gonna buy 0TTE out the money fucking options bro run that shit back up you’re fucking be back in no time.
I don't know what you mean by "rate". TTE has one of the lowest IVs in the stock market, no wonder you are not finding high premiums in its option chain. Moreover, the risk free rate in EUR is lower than in USD, which further decreases your returns in the long run.
$TTE Im bullish on LNG and I really think TTE has the one of the best leadership teams in that sector. I’m a 2-5 year window I think this company has 40%+ to the upside.
dangit, i noticed this too, but since it is new i didnt recognize the ticker lol. nice job, any gain over 200-500% i sell all and buy only a couple of the Closest ATM calls for the TTE of 2weeks/1month out.
You gain nothing from doing that except risking more capital than if you just went for a 2month out contract ATM... Learn the greeks before you trade, youll make more money and as a saftey lose less, in the event of a black swan or reversal. 500 TTE not the buzzword DTE is an unnessesary risk for a lesser reward according to the greek valuation. Not Financial Advice or prediction, Just opinion.
I'm positioned in Copper via SCCO, energy via TTE and STNG and Crane for manufacturing/industrial. We will see if your predictions come true. For gold I just own a gold ETF.
Premium prolly about breakeven tho, still got that extrinsic TTE
This was my play as well. I managed to time the oil bottom perfectly and got a large position in US/EU oil stocks and they all offer sweet dividends on top. CVX, XOM, COP, BP, TTE
Oil: XOM, CVX, COP, TTE, VLO, BP, Shell I'm waiting on Pharma to see what happens tomorrow
Depending how far OTM & TTE (and correlation w market), IV crush will cause him to be short volatility as well
If delta is the same, so will be gamma. You can look at the following screenshot: [https://ibb.co/8gc1mwH](https://ibb.co/8gc1mwH) As you can see, the first two lines have a different spot, different strike, different IV and different time to expiry (TTE). Yet, delta is the same, as is Gamma. To be fair, it depends somewhat on the way Gamma is displayed / computed but there is always a unique and identical relationship between the two that only depends on the price of the underlying. **Detailed Explanation (copy pasted from a comment I made elsewhere)** If you have a certain Delta, the Percent Gamma will be the same. Sometimes the math may be daunting, but the closed form BSM solutions are simple to code and it's fundamentally the same for American options. The link [https://quant.stackexchange.com/a/78030/54838](https://quant.stackexchange.com/a/78030/54838) shows that the code matches Bloomberg to the decimal. The choice of numeraire is crucial here. The actual price of an option is in some currency, say USD because currency is a commonly accepted medium of exchange, and unit of account, whereas stocks are not. In fact, that is the reason stocks are quoted in currency in the first place (as opposed to say another stock or [noodles, tuna or cigarettes](https://www.theguardian.com/society/shortcuts/2016/aug/23/what-do-british-prisoners-use-as-currency)). Therefore, the natural choice with (stock) options is to express them in terms of currency as opposed to (fractions of) shares of stock. **All the major Greeks, except Delta, depend on the actual value of the underlying because they are expressed in CCY and not in (one) stock.** That is why adding simply BSM (Unit) Gamma to Delta does not get you close to the Delta you have after a 1% (or small) change in spot. The code below creates the table in the first screenshot. The formulas can be found on [Wikipedia](https://en.wikipedia.org/wiki/en:Greeks_(finance)?variant=zh-tw). `using Distributions, DataFrames, PrettyTables N(x) = cdf(Normal(0,1),x) n(x) = pdf(Normal(0,1),x)` `""" Calculate Black-Scholes european call option price` [`https://en.wikipedia.org/wiki/Greeks_(finance)#Formulas_for_European_option_Greeks`](https://en.wikipedia.org/wiki/Greeks_(finance)#Formulas_for_European_option_Greeks) `"""` `digits = 4 function BSM(S,K,t,rf,d,σ) d1 = ( log(S/K) + (rf - d + 1/2σ2)*t ) / (σsqrt(t)) d2 = d1 - σsqrt(t) c = exp(-dt)SN(d1) - exp(-rft)KN(d2) delta_c = exp(-dt)N(d1) gamma_c = exp(-dt)n(d1) / (Sσ sqrt(t)) return DataFrame("Spot" => S , "Strike" => K , "IV" => σ , "TTE in Days" => t365 , "Premium" => round(c, digits = digits) , "Price in Pct"=> round(c/S, digits = digits) , "Delta" => round(delta_c, digits = digits) , "Gamma Pct" => round(gamma_cs/100, digits = digits) , "Unit Gamma" => round(gamma_c, digits = digits)) end` `s,k,t,rf,d,σ, df = 138, 138, 90, 0, 0, 0.22, BSM.(s,k,t/365,rf,d,σ) df` The output for various different inputs looks like this: [https://ibb.co/cg2n8hr](https://ibb.co/cg2n8hr) The Gamma from BSM is frequently called unit gamma as it refers to a change in delta to a one unit change in the underlying. However, unit changes are a difficult thing (in finance) - something clearly visible when looking at the [standard deviation of prices](https://quant.stackexchange.com/a/65943/54838) (as opposed to returns). As you can see in the results, Gamma Pct can simply be added to Delta (as it is in the same Numeraire) and works for any 1 Pct change. Unit Delta on the other hand is smaller the larger the price of the underlying. The Blue line shows a 1 Pct change in an underlying which is worth 50k. In tems of Unit Gamma, that would still mean a change in the underlying ba $1, which is miniscule for 50K but gigantic for an underlying thats worth $1. That's why Gamma is usually Percent Gamma (change in Delta to a 1% change in price) by adjusting for the spot rate. [https://quant.stackexchange.com/a/65827/54838](https://quant.stackexchange.com/a/65827/54838) is showing that by default, Bloomberg displays PCT Gamma on their pricing engines unless you swap manually to display unit gamma (if you have BBG, click on Settings (in OVME) - User Settings - Pricing - Greeks section - Gamma). Long story short, Gamma will be identical for any given Delta for a 1 percent change in the underlying, irrespective of IV, TTE etc.
You can extract the vols from Bloomberg using excel (or I'm sure there's a Python package). If you used the function FLDS in Bloomberg you can see all of the field you can pull. The following field will pull the 30 day ATM vol for a ticker. BDH("TTE FP Equity","30DAY\_IMPVOL\_100.0%MNY\_DF","20100101","20250101") There are other fields for 102.5%MNY, 97.5%, etc. There are also vols by Delta. Just do something like TTE FP equity <go> FLDS<go> and search for vol or implied vol.
Is it possible you cannot tell it's wrong? See https://quant.stackexchange.com/q/70860/54838. The section on [how option traders use delta](https://www.investopedia.com/terms/d/delta.asp) used to claim that "For instance, if an options trader buys 10 XYZ calls, each with a +0.40 delta. they would sell 4,000 shares of stock to have a net delta of zero. If they instead bought 10 puts with a -0.30 delta, they would buy 3,000 shares." Investopedia claims the risk free rate is the [one year treasury rate](https://www.investopedia.com/articles/active-trading/051415/how-why-interest-rates-affect-options.asp#:~:text=For%20standard%20option%20pricing%20models,Treasury%20interest%20rate%20is%20used). However, neither the rate nor the conversion provided in the article is used by exchanges and market makers. https://www.investopedia.com/ask/answers/043015/how-do-i-convert-spot-rate-forward-rate.asp doesn't annualize the forward rates. https://www.investopedia.com/terms/v/vega.asp The underlying itself has no IV. IV is specific to an option contract and depends on moneyness. https://www.investopedia.com/terms/d/delta.asp 50 Delta is ATM. This is an approximation that only works for very short TTE and very low IV. .... It's much better to get a copy of any of the frequently recommended books.
I largely disagree with the given answers so far. You can look at the following screenshot to see why: https://ibb.co/DD74NkC As you can see, the first two lines have a different spot, different strike, different IV and different time to expiry (TTE), Yet, delta is the same, as is Gamma. It depends somewhat on the way gamma is displayed / computed but there is always a unique and identical relationship between the two. **Detailed Explanation:** If you have a certain Delta, the Percent Gamma will be the same. The other answers provide ressources to Greeks and claim things like - Gamma changes based on things like time to expiry and implied vol - Delta varies by stock price, strike price, IV and TTE However, what the two statements clearly show is that - Not just Gamma, but also Delta both change based on the same things and therefore neither explanation suffices to show it's constant or not. Sometimes the math may be daunting, but the closed form BSM solutions are simple to code. The link https://quant.stackexchange.com/a/78030/54838 shows that the code matches Bloomberg to the decimal. The choice of numeraire is crucial here. The actual price of an option is in some currency, say USD because currency is a commonly accepted medium of exchange, and unit of account, whereas stocks are not. In fact, that is the reason stocks are quoted in currency in the first place (as opposed to say another stock or [noodles, tuna or cigarettes](https://www.theguardian.com/society/shortcuts/2016/aug/23/what-do-british-prisoners-use-as-currency)). Therefore, the natural choice with (stock) options is to express them in terms of currency as opposed to (fractions of) shares of stock. **All the major Greeks, except Delta, depend on the actual value of the underlying because they are expressed in CCY and not in (one) stock.** That is why adding simply BSM (Unit) Gamma to Delta does not get you close to the Delta you have after a 1% (or small) change in spot. The code below creates the table in the first screenshot. The formulas can be found on [Wikipedia](https://en.wikipedia.org/wiki/en:Greeks_(finance)?variant=zh-tw). using Distributions, DataFrames, PrettyTables N(x) = cdf(Normal(0,1),x) n(x) = pdf(Normal(0,1),x) """ Calculate Black-Scholes european call option price https://en.wikipedia.org/wiki/Greeks_(finance)#Formulas_for_European_option_Greeks """ digits = 4 function BSM(S,K,t,rf,d,σ) d1 = ( log(S/K) + (rf - d + 1/2*σ^2)*t ) / (σ*sqrt(t)) d2 = d1 - σ*sqrt(t) c = exp(-d*t)S*N(d1) - exp(-rf*t)*K*N(d2) delta_c = exp(-d*t)*N(d1) gamma_c = exp(-d*t)*n(d1) / (S*σ *sqrt(t)) return DataFrame("Spot" => S , "Strike" => K , "IV" => σ , "TTE in Days" => t*365 , "Premium" => round(c, digits = digits) , "Price in Pct"=> round(c/S, digits = digits) , "Delta" => round(delta_c, digits = digits) , "Gamma Pct" => round(gamma_c*s/100, digits = digits) , "Unit Gamma" => round(gamma_c, digits = digits)) end s,k,t,rf,d,σ, df = 138, 138, 90, 0, 0, 0.22, BSM.(s,k,t/365,rf,d,σ) df The output for various different inputs looks like this: https://ibb.co/cg2n8hr The Gamma from BSM is frequently called unit gamma as it refers to a change in delta to a one unit change in the underlying. However, unit changes are a difficult thing (in finance) - something clearly visible when looking at the [standard deviation of prices](https://quant.stackexchange.com/a/65943/54838 ) (as opposed to returns). As you can see in the results, Gamma Pct can simply be added to Delta (as it is in the same Numeraire) and works for any 1 Pct change. Unit Delta on the other hand is smaller the larger the price of the underlying. The Blue line shows a 1 Pct change in an underlying which is worth 50k. In tems of Unit Gamma, that would still mean a change in the underlying ba $1, which is miniscule for 50K but gigantic for an underlying thats worth $1. That's why Gamma is usually Percent Gamma (change in Delta to a 1% change in price) by adjusting for the spot rate. https://quant.stackexchange.com/a/65827/54838 is showing that by default, Bloomberg displays PCT Gamma on their pricing engines unless you swap manually to display unit gamma (if you have BBG, click on Settings (in OVME) - User Settings - Pricing - Greeks section - Gamma). Long story short, Gamma will be identical for any given Delta for a 1 percent change in the underlying, irrespective of IV, TTE etc.
Saw congres yesterday preparing / reflection on pandemic preparedness, so today I increased my $PFE, $GSK and some Oil-positions $PBR.A $TTE.PA and $GIS (people gotta eat and reset pet food acquisition, people invest more in their pets, than in themself) and enjoyed my puts expiring OTM.
I am currently invested in $TTE. Somehow I think about shifting to some other non us energy stock. Any idea?
The TTE Ratio is stacked and bolted on. SHOW US YOUR TTE's!
Depends, Total (TTE) is one of the biggest investor in renewable énergies. I would look at this one case by case basis.
Well... On this great note, I bought some TTE stocks today.
|| || |Company|Dividend Yield (TTM)|Price to Earnings (TTM)| |Citigroup Inc (C)|4.478104788|16.72888363| |Toronto-Dominion Bank (TD)|5.087773496|18.47265101| |Unilever PLC (UL)|7.003011075|12.12670356| |Verizon Communications Inc (VZ)|6.37760915|15.51820907| |Anheuser-Busch Inbev SA (BUD)|5.637410624|18.91782456| |Chevron Corp (CVX)|4.48054835|13.88003567| |Sanofi SA (SNY)|6.883473244|16.89653297| |TotalEnergies SE (TTE)|5.406265757|6.692601614| |Mitsubishi UFJ Financial Group Inc (MUFG)|4.692412016|11.7446016| |Shell PLC (SHEL)|5.446630681|8.752210091| |TORONTO-DOMINION BANK (TD.TO)|5.892864171|13.15653345| These are the companies that I'm looking at -- good yield and valuation. Meshes well with my tech growth investments.
|| || |Company|Dividend Yield (TTM)|Price to Earnings (TTM)| |Citigroup Inc (C)|4.478104788|16.72888363| |Toronto-Dominion Bank (TD)|5.087773496|18.47265101| |Unilever PLC (UL)|7.003011075|12.12670356| |Verizon Communications Inc (VZ)|6.37760915|15.51820907| |Anheuser-Busch Inbev SA (BUD)|5.637410624|18.91782456| |Chevron Corp (CVX)|4.48054835|13.88003567| |Sanofi SA (SNY)|6.883473244|16.89653297| |TotalEnergies SE (TTE)|5.406265757|6.692601614| |Mitsubishi UFJ Financial Group Inc (MUFG)|4.692412016|11.7446016| |Shell PLC (SHEL)|5.446630681|8.752210091| |TORONTO-DOMINION BANK (TD.TO)|5.892864171|13.15653345| These are the companies that I'm looking at -- good yield and valuation. Meshes well with my tech growth investments.
|| || |Company|Dividend Yield (TTM)|Price to Earnings (TTM)| |Citigroup Inc (C)|4.478104788|16.72888363| |Toronto-Dominion Bank (TD)|5.087773496|18.47265101| |Unilever PLC (UL)|7.003011075|12.12670356| |Verizon Communications Inc (VZ)|6.37760915|15.51820907| |Anheuser-Busch Inbev SA (BUD)|5.637410624|18.91782456| |Chevron Corp (CVX)|4.48054835|13.88003567| |Sanofi SA (SNY)|6.883473244|16.89653297| |TotalEnergies SE (TTE)|5.406265757|6.692601614| |Mitsubishi UFJ Financial Group Inc (MUFG)|4.692412016|11.7446016| |Shell PLC (SHEL)|5.446630681|8.752210091| |TORONTO-DOMINION BANK (TD.TO)|5.892864171|13.15653345| These are the companies that I'm looking at -- good yield and valuation. Meshes well with my tech growth investments.
This is a great question for the weekly safe haven thread. > with all else being equal, as time to expiry approaches, the option price decreases (due to theta). This is backwards. The option price decreased because expiration is approaching and that decrease is expressed as theta. Theta is an observation, not a driver. The part of the premium that is decreasing is the time value part, so it makes sense that with less time to expiration, there has to be less time value. The market is the driver for setting a value (premium price) on the remaining time value, not theta. > And since implied vol is the price of the option in volatility points Again, this is backwards. Time value, aka extrinsic value, is the premium the market is willing to pay for the remaining time in the contract and IV represents the volatility the underlying must achieve in order to make that market price fair. If you have to pay a $1 million premium for the time value on a $100 strike call, the underlying stock better shoot the moon and go over a million dollars to justify that premium, right? > the implied vol should also decrease as TTE approaches. Sort of. It depends on how the market is bidding on the remaining time and what's going on with volatility in that remaining time. For example, if there is an earnings report coming up the day before or after expiration, IV will likely rise rather than shrink. Absent any expected changes to volatility, your hypothesis that IV should decline with time is usually observed in fact. This makes sense from the nature of volatility itself. If a stock is expected to move +/- $1 per day, the largest possible move after 1 day is only $1, but after 5 days it would be $5. So this implies that the closer you are to expiration, the narrower the range of prices the underlying stock is likely to land in. You shouldn't have an IV value that implies a +/- $69 one-day move if the stock itself is only expected to move +/- $1 in one day and there is only one day left to expiration. Perhaps a better way to think about it is that, absent any externalities that impact vol, the remaining time defines an upper bound on IV, for constant stock vol. Because it's only an upper bound, it's still possible to observe IV increasing for the last few days before expiration, because it starts at a low value within the limited range and ends on the upper bound. > Wouldn't that present an arbitrage opportunity, as implied vol keeps falling as TTE approaches, but the realize vol remains the same (since we assume ceteris paribus), thus creating a large disparity between implied vol and realized vol? You're close. It's not really arbitrage because it's not risk free. Just because RV is some value today doesn't mean it will be that value tomorrow; anyone who lost money in the August flash crash understands this intuitively. If you could somehow force RV to be constant so that you can always know what RV will be with 100% accuracy for all future times, yes, it would be an arbitrage, but since that's impossible (well, without manipulating the market illegally) it's not really arbitrage. But it *is* a method people use to find mispricing for IV and trade options to exploit that mispricing. It doesn't always work, because sometimes RV changes to turn the mispricing of IV into a fair pricing, but on average since IV tends to overestimate RV, there's an angle there. Here's an example: https://www.reddit.com/r/options/comments/13ptef9/expensive_options_case_study_tsm/
As one of my strategies to add a few percentage points to my annual gain I have shorted tens of thousands of puts. It’s a great way to get some passive income. I’ve been doing it for years now. You’re not going to get “rich” off it, but you can materially impact your net worth over time. You should really understand the historical movement of each ticker and the IV of that ticker. For example - if you are selling weekly <5DTE do you know the averages of the weekly moves of that ticker? He’s one simple program I have that runs exactly that for any ticker I want: Pic: https://ibb.co/bWQkzpG From this (this is slightly old), you know that, for example, AMD has seen a weekly decline of 10% or more 6 times in the last 5 years. Only 8.8% of the time in the last 5 years has AMD lost 10% or more. So if you did a strangle with your put side at say, 12% lower from the Monday open, you’d have a relatively safe bet on the put side. The study excludes earnings weeks. As you progress on your option, shorting journey you just need to know your math. I like trading 7 to 14 DTE and I have done 30 and 45 day DTE. I just like the 7 to 14 day because things move a little faster and I like to move fast. Frankly 30 to 45 day TTE is a little too slow for me and I can make a lot more trades opening and closing. With longer expirations you are more subject to larger economic data market moves. The market moves so much more quickly these days to economic news that used to not really move the market nearly as much.
I’ve always like mining companies, BHP & RIO. VALE is a bit riskier. Also TTE and SHEL.
TTE just had 11 of their bikes stolen, but at least they won stage 9. Definitely buying calls going in to the Vuelta.
No need to worry about exchange rates. You can buy ADRs for most European stocks which is basically a version of those shares that can be purchased on the NYSE. ASML and TTE and a few others aren’t available on RobinHood but you can find them on Schuab or look around for another platform that offers them
Original comment said cheaper premiums, not time decay. Longer TTE will always mean larger cash outlay due to arbitrage conditions.
Energy that is transitioning from carbon fuel gradually. The EV slowdown caused by O&G and legacy carmakers that has brought a tariff war on consumers means gasoline and diesel will be with us longer than the US, EU, and remarkably China had planned. BP, TTE, APD (not an energy company but the long play is they are developing green hydrogen).
TTE appears to be diversifying away from oil (though I’m sure it will still be decades) and part of that is offshore wind. They are doing some good stuff in Culzean portion of the North Sea.
> TTE is valued at 9 P/E compared to XOM's 13 P/E ~~while~~ **because** TTE is way ahead in the energy transition
TTE is already traded in the NYSE.
Working for one of these, CEO said that European investors just aren't buying, even if the stock is undervalued. TTE is valued 9 P/E compared to XOM's 13 P/E while TTE is way ahead in the energy transition. He thinks moving the stock to the NYSE will be bullish
I’m bullish on renewables, both to fill the needs of a still-growing population and because I think the long-term economics favor something that doesn’t require dangerous human labor. Remember though that just because conditions favor a particular industry that doesn’t make any given company a good investment. Late 90s investors were correct that the Internet would change how we lived, worked, and shopped, but few of the most exciting companies of that era aurvived long enough to see it happen. Aside from established players making the conversion like TotalEnergies (TTE) using its [NatGas money](https://totalenergies.com/company/transforming/multi-energy-offer/natural-gaz) to [fund its buildout](https://renewables.totalenergies.com/en) of wind & solar, I’d still consider the field rather speculative.
As an Europoor, trading on an Europoor broker, I have calls for DBK and TTE as they have earnings today.
He’s definitely smoking crack, but with a weekly RSI of 70, TTE PPE of 74 and FWD PE of 25, sitting nearly 50% down from ATH, shit ain’t looking too good long term for the mouse.
IV will increase because the way people calculate it assumes constant vol. However in the case of earnings, vol increases at a specific point. So the closer you get to that point, the higher the average vol over the remaining TTE looks. But the vol term structure isn't changing. The increase in IV over time won't raise the option prices because they're decaying over that time.
Apologies for posting my question here but it is about TTE so seemed like an appropriate place. Does anyone own TTE in their retirement account (IRA)? If yes, when the company pays dividend (let's say $1), is the tax withheld before the deposit is made to your account? In other words, do you get $1 deposited in your retirement account or 75cents (assuming that the income tax is 25% for discussion's sake)?
Buying TTE and NEXT after this press-release [TotalEnergies says it has no plans to sell shares in NextDecade | Reuters](https://www.reuters.com/business/energy/totalenergies-says-it-has-no-plans-sell-shares-nextdecade-2024-01-11/)
OXY hasn't really gone anywhere in price since the huge Buffett pump in March of 2022 and the dividend is very small. Other major energy tickers like MPC or TTE have had strong price uptrends in the meantime.
I use Marcus which is 5.40% APY if you’re referred or refer someone else. Otherwise it’s 4.40% APY Here’s my referral if anyone would like to use it, five slots are open https://www.marcus.com/share/ERI-BRV-6TTE
OIL? OK, here's my input. I've owned Total (TTE, formerly TOT) for decades, but decided about 5-6 years ago it was time to wind it down -- the foreign dividends were becoming a pain to deal with, and I was just wanting to do something else. Unloaded the last two lots, last fall and this fall. Made 300% and 400% profit, respectively, when it hit new 52-wk highs in each case -- and that's just on share price, not taking dividends into account. No regrets. I'm not unhappy to be out of the foreign oil business. Not the story you wanted to hear, I'll bet!!
So I have a fair amount invested in foreign countries. I bought into what a company does, they just happen to be non US. Pretty much any company though that's large enough will be multinational so they WILL be exposed to the entire world. ASML (Dutch) - monopoly on Lithography machines, without them we'd have no semiconductors TSMC (Taiwanese) - Produce a significant amount of semiconductors BHP (tech Australian) - Major producer of ore and precious metals EQNR (Norwegian) - Large oil producer but also on the forefront of "sustainable" energy TTE (French) - Supermajor Oil and from my understanding owner of the French Nuclear power plants BN/BAM (Canadian) A Real Estate and Infrastructure juggernaut. ​ You can maybe see why it would be nice to "own" these
You'll want to "manage" your holdings, to try to keep your Foreign Tax Paid to less than $600 -- in which case, you'll be able to take a credit for the whole amount. Above $600 you'll need to go through the gymnastics of Form 1116, whose primary purpose is to cap that amount. I've never completely understood the math and the mechanism, but if the foreign tax **rate** is significantly higher than the tax rate on your US income, you may not be able to deduct it all. And France definitely triggers that calculation; I've held TOT / TTE shares for decades. I'm not saying don't do it; but I caution you that you may be signing up for a headache if you do. You'll -absolutely- need tax software to help you through it if you get above that threshhold.
What are your thoughts on $TTE?
Anyone long on $TTE?
A good chunk of my portfolio is in Oil and Gas (XOM,TTE, EQNR). I'm not betting on production cuts. I'm betting on the premature mandates on the energy transition. Which will force LNG to play a massive role. Especially since people are shunning Nuclear. Then oil via gas normal demand to skyrocket prices because the world said no to increases. Along with the companies themselves not justifying further expansion in production. Gas prices have swung wildly this last year. This past week in my area it was almost back to it's highs. And no I'm expecting this in the next year but over the next 5-10
Yeah, Shiller is way out of whack, historically. I still don't know why. Either the market takes a 30% hit. or the far end of the 10 year range drops off the index, and the E denominator rises. Plausible scenario: profits rise at real 5% a year; real stock prices rise at 5% a year; TTM PE stays constant at a bit over 20, and Shiller PE aligns with TTE PE over a few years. This would mean a steady, boring market without a crash, but also without the 10% per annum growth that has defined the past decade.
Thanks for the analysis. What would be a good strategy to address this triple threat? I have a couple months TTE put option which is pretty good ITM, but I don’t feel it is the best strategy.
It seems counterintuitive, but depending on the TTE, and depending how deep (or not) itm, gamma risk will be nuetralized or exemplified. Look at a deep itm vertical expiring in a week, then look at that same vertical expiring two years from now. The one expiring two years from now will be much cheaper. If you look at say, a slightly ITM SPX vertical expiring day of, you will see it sky rocket in value as the probability of the spread going ITM increases dramatically as time passes.
So on Friday night at close you're happy to sell me the ATM straddle and on Monday morning let me sell it back to you at the same IV+TTE but with a potential spot shift?
OXY and VNOM are top of my list now. I like BP and TTE but really want to see them drop at least $5. APA is interesting and should do well but will surely be volatile so I'm selling S-50 CCs and hedging with S-40P (also some good hedge fund interest). After the run up, AE is more speculative and they have earnings coming up so we'll see.
Ahhh that would be Equinor! ADR ticker EQNR. Yeah, no thanks on the EQNR front! My largest oil holdings at the moment are CVX, SHEL, ET, PAA, EPD, TTE, BP, SU (from largest to smallest) I previously held a decent amount of XOM (Bought in the low $30s and sold over $110.
That's what I'd expect, but it's a bit contrary to the mood here. My rule of thumb is real returns = 1/PE. The question is whether we use TTE PE, which would imply nearly 5% returns. Or CAPE, which would imply 3.4% returns. The two have diverged a lot. Vanguard's result is practically the result you'd get by assuming returns = 1/CAPE. If returns = 1/PE (TTE), then corporate earnings and returns stay strong, or they revert back to the mean and the market returns 1/CAPE=3%, as Shiller suggested , but has been ignored for ages.
I bought into xom at 88 an never plan to sell. CVX was already to expensive for me to consider. I bought TTE last year amd regret selling to early. I am also into DUK as well.
**TTE** is the largest LNG mover in Europe (where they need all the LNG).
Are you asking for growth or prominent companies? Prominent ones would be (regardless of growth) * Nestlé * ASML * LVMH (Louis Vitton) * Toyota * Healthcare: NOVOB, Roche, AstraZeneca, Novartis * Energy/Miners/Materials: Shell, BHP, Linde, TTE, Here is a list of International ETF ex US https://investor.vanguard.com/investment-products/etfs/profile/veu#portfolio-composition
Total (TTE), probably not what you expect but oil is the best energy in term of efficiency. EV has almost 0 efficiency compared to oil (in term of how many solar panels you need to build another solar panel vs how many barrel of oil you need to extract another barrel of oil). I'm also a big fan of nuclear energy but I don't have any stock idea.
TTE you’re my only hope. Plz keep up the good work
We gonna continue to pump BP and TTE brevvvv. 
Theta is time to expiration, not days. It's not an integer that ticks over at midnight. Last night, you had 24 hours of TTE. At the open, you will have 6.5 hours left. For far dated terms, the fact that theta includes the fractions of the days doesn't mean a lot, but for near terms, it has a larger effect, especially in the last 48 hours. All the news and overnight stock moves dont have any way to affect the option price during that overnight period (GTH excluded cause it's often very chunky). It all hits at 930, along with the overnight theta.
All you really need to know right now is that the majors are doing share buybacks like crazy... XOM is committing $10B in '22 and '23, BP $8B, CVX over $7B just in the past 2 quarters, SHEL $4B, TTE $5.2B this year. I could keep going, but you get the point. They wouldn't be doing this if they didn't expect really good times ahead.
I have been following TTE- it’s pretty solid
TTE - totalenergies. Been gaining week on week ,
Thoughts on TTE - totalenergies se. Heading up to its all time high of 70.82 (2006)
All you really need to know right now is that the majors are doing share buybacks like crazy... XOM is committing $10B in '22 and '23, BP $8B, CVX over $7B just in the past 2 quarters, SHEL $4B, TTE $5.2B this year. I could keep going, but you get the point. They wouldn't be doing this if they didn't expect really good times ahead.
Thoughts on TTE pushing towards its 52eeek high has been on a a bit of a run the last few weeks
TTE - energy stock - golden cross couple of days ago. Natural gas prices will be still high die to demand in Europe
I thought XOM was the big player in Guyana. Also isn't TTE/BP/Shell all more exposed to regulatory/windfall taxation from European producers? That's what's keeping me to XOM/CVX/US producers even though these ones are much cheaper.
I sold my TTE not long ago and put the money into other oil companies. I really don't trust the rhetoric and laws about windfall taxes that are coming from all over the EU.
If you're going to invest in big oil, TTE is definitely your best choice. Good cash flow, low exposure to geopolitical issues compared to peers, new field in guyana. As far as I know their gearing is decent too and they're already well underway adjusting to a net-zero world. I'm staying out because I see more opportunities in the net-zero space. But as I said, out of all big oil companies this is probably the best one.
French guy here, owning 300 TTE stocks. Well, that company is interesting and diversifies in electricity and renewables, but there's just no way it's heading 180 euros per share.
Its like C..... Also check out TTE :)
TTE thank you for pulling all the weight in my retirement acct
Buying the dip on JPM and TTE has been so good to me.. Got wrecked by MSFT, AMD and GOOGL though.
The exact details are not clear but I sold my TTE and bought DVN with the money. Once imposed I doubt these "windfall" taxes will ever go away. It is a conspiracy-thinking mindset that blames basic market forces on corporate "greed." And it is not just O&G. The idea is spreading to other industries in some countries there. That they call these a "solidarity contribution" seems like they took a page right out of China and its companies' "voluntary" contributions for common prosperity. This does not bode well for future EU growth as a whole.
TTE my retirement acct depends on you
thanks for this. I got a small position in TTE.
Any thoughts on TTE ? And Mozambique LNG Potential Europe provider ?
Sold $TSLA, $TTE. Still holding $NFLX and $JPM 🙌🏼🙌🏼🙌🏼