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Transocean Ltd RIG

ENERGY · OIL & GAS DRILLING
i

Market dataready · fetched 2026-10-21T17:52:33.998Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:52:32.276553451Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:33.534561+00:00

Share price$5.92
1D+1.4%
$5.81$5.86$5.91$5.96$6.005:30 AM6:30 AM9:00 AM1:00 PMRIG
Sold putSold call

Transocean Ltd options

Live interpolated RIG call and put midpoint premiums by absolute delta.Transocean Ltd$0.02$0.54$1.06$1.59$2.11$4.76$5.20$5.64$6.08$6.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RIG spot · $5.92RIG PRICE$0.08$0.08$0.08$0.08$0.08$0.11$0.15$0.18$0.22$0.25$0.29$0.32$0.36$0.10$0.11$0.11$0.12$0.12$0.13$0.13$0.14$0.14$0.50$0.98$1.47$1.96
PutsExpensive2.90×
CallsExpensive1.42×
SkewBearish+124.08 pp
Implied moveBullish±$0.28
TiltBearish45.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.19227.9%22.8%4.11422.1%32.3%
25Δ6.88185.8%17.6%4.33378.0%28.6%
30Δ6.58143.7%12.5%4.56334.0%24.8%
35Δ6.28101.6%7.4%4.79289.9%21.0%
40Δ6.0062.5%2.6%5.02245.9%17.2%
45Δ5.9563.8%2.4%5.25201.8%13.5%
50Δ5.9065.0%2.1%5.48157.8%9.7%
55Δ5.8566.3%1.9%5.71113.7%5.9%
60Δ5.8067.5%1.7%5.9469.6%2.2%
65Δ5.7568.8%1.5%6.3592.8%1.1%
70Δ5.7170.0%1.2%6.84142.0%1.0%
75Δ5.6671.2%1.0%7.33191.3%1.0%
80Δ5.6172.5%0.8%7.82240.6%0.9%

20Δ

Calls
Pseudo strike
7.19
IV
227.9%
B/E move
22.8%
Puts
Pseudo strike
4.11
IV
422.1%
B/E move
32.3%

25Δ

Calls
Pseudo strike
6.88
IV
185.8%
B/E move
17.6%
Puts
Pseudo strike
4.33
IV
378.0%
B/E move
28.6%

30Δ

Calls
Pseudo strike
6.58
IV
143.7%
B/E move
12.5%
Puts
Pseudo strike
4.56
IV
334.0%
B/E move
24.8%

35Δ

Calls
Pseudo strike
6.28
IV
101.6%
B/E move
7.4%
Puts
Pseudo strike
4.79
IV
289.9%
B/E move
21.0%

40Δ

Calls
Pseudo strike
6.00
IV
62.5%
B/E move
2.6%
Puts
Pseudo strike
5.02
IV
245.9%
B/E move
17.2%

45Δ

Calls
Pseudo strike
5.95
IV
63.8%
B/E move
2.4%
Puts
Pseudo strike
5.25
IV
201.8%
B/E move
13.5%

50Δ

Calls
Pseudo strike
5.90
IV
65.0%
B/E move
2.1%
Puts
Pseudo strike
5.48
IV
157.8%
B/E move
9.7%

55Δ

Calls
Pseudo strike
5.85
IV
66.3%
B/E move
1.9%
Puts
Pseudo strike
5.71
IV
113.7%
B/E move
5.9%

60Δ

Calls
Pseudo strike
5.80
IV
67.5%
B/E move
1.7%
Puts
Pseudo strike
5.94
IV
69.6%
B/E move
2.2%

65Δ

Calls
Pseudo strike
5.75
IV
68.8%
B/E move
1.5%
Puts
Pseudo strike
6.35
IV
92.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
5.71
IV
70.0%
B/E move
1.2%
Puts
Pseudo strike
6.84
IV
142.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
5.66
IV
71.2%
B/E move
1.0%
Puts
Pseudo strike
7.33
IV
191.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
5.61
IV
72.5%
B/E move
0.8%
Puts
Pseudo strike
7.82
IV
240.6%
B/E move
0.9%

Options history

No recorded observations