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TransAlta Corporation TAC

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Market datapartial · fetched 2026-10-22T22:01:37.320Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T21:27:12.810209908Z

FundamentalsAlpha Vantage · unavailable

Share price$12.40
1D-5.9%
AH$12.37$12.62$12.87$13.11$13.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTAC
Sold putSold callAH

TransAlta Corporation options

Live interpolated TAC call and put midpoint premiums by absolute delta.TransAlta Corporation$0.15$1.14$2.14$3.13$4.13$9.89$11.35$12.81$14.28$15.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TAC spot · $12.40TAC PRICE$0.27$0.25$0.34$0.42$0.50$0.67$0.89$1.10$1.32$1.69$2.09$2.82$3.67$0.38$0.38$0.40$0.42$0.50$0.60$0.71$0.81$0.92$1.50$2.28$3.06$3.84
PutsExpensive1.09×
CallsExpensive1.50×
SkewBullish-23.76 pp
Implied moveBullish±$1.60
TiltBalanced0.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.7780.7%29.4%10.4087.3%19.2%
25Δ13.8350.1%13.6%11.1167.5%13.4%
30Δ13.5851.3%12.2%11.5057.8%10.5%
35Δ13.3352.6%10.9%11.8848.1%7.5%
40Δ13.0853.9%9.5%12.1445.1%6.1%
45Δ12.8259.2%8.8%12.3444.9%5.3%
50Δ12.5666.4%8.5%12.5444.7%4.6%
55Δ12.3073.6%8.1%12.7444.5%3.8%
60Δ12.0480.8%7.7%12.9444.4%3.0%
65Δ11.6090.9%7.2%13.5949.3%2.5%
70Δ11.13101.4%6.6%14.4256.5%2.1%
75Δ10.35123.2%6.2%15.2463.6%1.7%
80Δ9.45149.2%5.8%16.0770.7%1.3%

20Δ

Calls
Pseudo strike
15.77
IV
80.7%
B/E move
29.4%
Puts
Pseudo strike
10.40
IV
87.3%
B/E move
19.2%

25Δ

Calls
Pseudo strike
13.83
IV
50.1%
B/E move
13.6%
Puts
Pseudo strike
11.11
IV
67.5%
B/E move
13.4%

30Δ

Calls
Pseudo strike
13.58
IV
51.3%
B/E move
12.2%
Puts
Pseudo strike
11.50
IV
57.8%
B/E move
10.5%

35Δ

Calls
Pseudo strike
13.33
IV
52.6%
B/E move
10.9%
Puts
Pseudo strike
11.88
IV
48.1%
B/E move
7.5%

40Δ

Calls
Pseudo strike
13.08
IV
53.9%
B/E move
9.5%
Puts
Pseudo strike
12.14
IV
45.1%
B/E move
6.1%

45Δ

Calls
Pseudo strike
12.82
IV
59.2%
B/E move
8.8%
Puts
Pseudo strike
12.34
IV
44.9%
B/E move
5.3%

50Δ

Calls
Pseudo strike
12.56
IV
66.4%
B/E move
8.5%
Puts
Pseudo strike
12.54
IV
44.7%
B/E move
4.6%

55Δ

Calls
Pseudo strike
12.30
IV
73.6%
B/E move
8.1%
Puts
Pseudo strike
12.74
IV
44.5%
B/E move
3.8%

60Δ

Calls
Pseudo strike
12.04
IV
80.8%
B/E move
7.7%
Puts
Pseudo strike
12.94
IV
44.4%
B/E move
3.0%

65Δ

Calls
Pseudo strike
11.60
IV
90.9%
B/E move
7.2%
Puts
Pseudo strike
13.59
IV
49.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
11.13
IV
101.4%
B/E move
6.6%
Puts
Pseudo strike
14.42
IV
56.5%
B/E move
2.1%

75Δ

Calls
Pseudo strike
10.35
IV
123.2%
B/E move
6.2%
Puts
Pseudo strike
15.24
IV
63.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
9.45
IV
149.2%
B/E move
5.8%
Puts
Pseudo strike
16.07
IV
70.7%
B/E move
1.3%

Options history

No recorded observations