IntraAlpha
Create free account Start free

TransAlta Corporation TAC

i

Market datapartial · fetched 2026-11-13T16:12:05.313Z

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 · 2026-11-13T16:10:47.436681132Z

FundamentalsAlpha Vantage · unavailable

Share price$13.15
1D-1.7%
$13.09$13.17$13.25$13.33$13.415:30 AM6:30 AM9:00 AM1:00 PMTAC
Sold putSold call

TransAlta Corporation options

Live interpolated TAC call and put midpoint premiums by absolute delta.TransAlta Corporation$0.21$0.56$0.92$1.27$1.62$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICETAC PRICE$0.25$0.32$0.38$0.38$0.39$0.39$0.40$0.44$0.69$0.94$1.19$1.52$0.27$0.36
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.65111.1%13.4%
25Δ14.4688.4%11.8%11.94116.7%11.9%
30Δ14.2291.6%10.5%
35Δ13.9893.4%9.2%
40Δ13.7883.1%7.7%
45Δ13.5772.8%6.2%
50Δ13.3762.5%4.7%
55Δ13.1752.2%3.2%
60Δ12.9645.4%1.9%
65Δ12.7057.8%1.8%
70Δ12.4470.2%1.8%
75Δ12.1882.6%1.7%
80Δ11.8595.8%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.65
IV
111.1%
B/E move
13.4%

25Δ

Calls
Pseudo strike
14.46
IV
88.4%
B/E move
11.8%
Puts
Pseudo strike
11.94
IV
116.7%
B/E move
11.9%

30Δ

Calls
Pseudo strike
14.22
IV
91.6%
B/E move
10.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
13.98
IV
93.4%
B/E move
9.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
13.78
IV
83.1%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
13.57
IV
72.8%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
13.37
IV
62.5%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
13.17
IV
52.2%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
12.96
IV
45.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
12.70
IV
57.8%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
12.44
IV
70.2%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
12.18
IV
82.6%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
11.85
IV
95.8%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend46.89%
Daily EOD
TAC43.5%45.7%47.8%2026-10-19: 43.83%2026-10-20: 44.36%2026-10-21: 46.52%2026-10-22: 44.68%2026-10-23: 45.26%2026-10-26: 46.58%2026-10-27: 46.42%2026-10-28: 46.41%2026-10-29: 47.51%2026-10-30: 46.89%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
43.83%
44.36%
46.52%
44.68%
45.26%
46.58%
46.42%
46.41%
47.51%
46.89%