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TransAlta Corporation TAC

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Market datapartial · fetched 2026-10-22T23:27:49.821Z

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 · 2026-10-22T23:00:00.001484009Z

FundamentalsAlpha Vantage · unavailable

Share price$12.51
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$0.11$1.32$2.52$3.73$4.94$9.73$11.21$12.69$14.17$15.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TAC spot · $12.51TAC PRICE$0.28$0.24$0.32$0.40$0.48$0.61$0.82$1.04$1.25$1.56$1.95$2.53$3.41$0.38$0.38$0.41$0.43$0.55$0.67$0.78$0.90$1.37$2.18$2.98$3.78$4.59
PutsExpensive1.22×
CallsExpensive1.37×
SkewBullish-10.10 pp
Implied moveBullish±$1.60
TiltBearish13.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.1384.9%31.2%10.5086.7%19.0%
25Δ13.8747.4%12.8%11.1968.2%13.6%
30Δ13.6348.4%11.5%11.6157.8%10.4%
35Δ13.3949.3%10.2%12.0248.2%7.4%
40Δ13.1550.3%8.9%12.2448.4%6.6%
45Δ12.9053.5%8.0%12.4648.6%5.7%
50Δ12.6460.2%7.6%12.6848.8%4.9%
55Δ12.3866.9%7.2%12.9049.0%4.1%
60Δ12.1273.6%6.9%13.4553.9%3.5%
65Δ11.7581.9%6.4%14.3163.0%3.1%
70Δ11.2991.6%5.9%15.1672.1%2.6%
75Δ10.65107.1%5.4%16.0281.1%2.2%
80Δ9.72132.4%5.0%16.8790.2%1.8%

20Δ

Calls
Pseudo strike
16.13
IV
84.9%
B/E move
31.2%
Puts
Pseudo strike
10.50
IV
86.7%
B/E move
19.0%

25Δ

Calls
Pseudo strike
13.87
IV
47.4%
B/E move
12.8%
Puts
Pseudo strike
11.19
IV
68.2%
B/E move
13.6%

30Δ

Calls
Pseudo strike
13.63
IV
48.4%
B/E move
11.5%
Puts
Pseudo strike
11.61
IV
57.8%
B/E move
10.4%

35Δ

Calls
Pseudo strike
13.39
IV
49.3%
B/E move
10.2%
Puts
Pseudo strike
12.02
IV
48.2%
B/E move
7.4%

40Δ

Calls
Pseudo strike
13.15
IV
50.3%
B/E move
8.9%
Puts
Pseudo strike
12.24
IV
48.4%
B/E move
6.6%

45Δ

Calls
Pseudo strike
12.90
IV
53.5%
B/E move
8.0%
Puts
Pseudo strike
12.46
IV
48.6%
B/E move
5.7%

50Δ

Calls
Pseudo strike
12.64
IV
60.2%
B/E move
7.6%
Puts
Pseudo strike
12.68
IV
48.8%
B/E move
4.9%

55Δ

Calls
Pseudo strike
12.38
IV
66.9%
B/E move
7.2%
Puts
Pseudo strike
12.90
IV
49.0%
B/E move
4.1%

60Δ

Calls
Pseudo strike
12.12
IV
73.6%
B/E move
6.9%
Puts
Pseudo strike
13.45
IV
53.9%
B/E move
3.5%

65Δ

Calls
Pseudo strike
11.75
IV
81.9%
B/E move
6.4%
Puts
Pseudo strike
14.31
IV
63.0%
B/E move
3.1%

70Δ

Calls
Pseudo strike
11.29
IV
91.6%
B/E move
5.9%
Puts
Pseudo strike
15.16
IV
72.1%
B/E move
2.6%

75Δ

Calls
Pseudo strike
10.65
IV
107.1%
B/E move
5.4%
Puts
Pseudo strike
16.02
IV
81.1%
B/E move
2.2%

80Δ

Calls
Pseudo strike
9.72
IV
132.4%
B/E move
5.0%
Puts
Pseudo strike
16.87
IV
90.2%
B/E move
1.8%

Options history

No recorded observations