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TransAct Technologies Incorporated Common Stock TACT

i

Market dataready · fetched 2026-11-12T00:46:48.244Z

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 · 2026-11-11T21:00:00.14698497Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T00:46:47.870261+00:00

Share price$4.93
1D-1.2%
AH$4.81$4.90$5.00$5.10$5.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTACT
Sold putSold callAH

TransAct Technologies Incorporated Common Stock options

Live interpolated TACT call and put midpoint premiums by absolute delta.TransAct Technologies Incorporated Common Stock$0.27$1.08$1.89$2.70$3.51$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICETACT PRICE$0.35$0.46$0.56$0.66$0.77$0.95$1.27$1.58$1.90$2.21$0.72$1.16$1.60$2.04$2.48$3.28
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.00340.7%89.8%
25Δ8.69374.0%85.5%
30Δ8.38407.3%81.3%
35Δ8.07440.6%77.1%
40Δ7.76473.9%72.9%
45Δ
50Δ
55Δ5.40122.8%5.0%
60Δ4.70276.6%14.6%5.85154.5%4.8%
65Δ4.32323.7%13.3%6.30186.3%4.6%
70Δ3.94370.9%12.0%6.75218.0%4.5%
75Δ3.56418.0%10.6%7.20249.8%4.3%
80Δ3.18465.1%9.3%8.02283.5%3.8%

20Δ

Calls
Pseudo strike
9.00
IV
340.7%
B/E move
89.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
8.69
IV
374.0%
B/E move
85.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
8.38
IV
407.3%
B/E move
81.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
8.07
IV
440.6%
B/E move
77.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
7.76
IV
473.9%
B/E move
72.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.40
IV
122.8%
B/E move
5.0%

60Δ

Calls
Pseudo strike
4.70
IV
276.6%
B/E move
14.6%
Puts
Pseudo strike
5.85
IV
154.5%
B/E move
4.8%

65Δ

Calls
Pseudo strike
4.32
IV
323.7%
B/E move
13.3%
Puts
Pseudo strike
6.30
IV
186.3%
B/E move
4.6%

70Δ

Calls
Pseudo strike
3.94
IV
370.9%
B/E move
12.0%
Puts
Pseudo strike
6.75
IV
218.0%
B/E move
4.5%

75Δ

Calls
Pseudo strike
3.56
IV
418.0%
B/E move
10.6%
Puts
Pseudo strike
7.20
IV
249.8%
B/E move
4.3%

80Δ

Calls
Pseudo strike
3.18
IV
465.1%
B/E move
9.3%
Puts
Pseudo strike
8.02
IV
283.5%
B/E move
3.8%

Options history

IV · four-Friday blend103.67%
Daily EOD
TACT103.6%103.7%103.8%2026-10-20: 103.67%Oct 20
1 observations2026-10-20 — 2026-10-20
Table
DateIV (%)
103.67%