IntraAlpha
Create free account Start free

TransAct Technologies Incorporated Common Stock TACT

i

Market datapartial · fetched 2026-10-22T23:19:48.271Z

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 · 2026-10-22T20:00:00.625202972Z

FundamentalsAlpha Vantage · unavailable

Share price$5.30
1D+1.9%
AH$5.13$5.20$5.27$5.34$5.415:30 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$0.44$1.62$2.80$3.98$5.16$1.72$3.49$5.26$7.03$8.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TACT spot · $5.30TACT PRICE$0.85$0.84$0.82$0.81$0.56$0.60$0.63$0.67$1.09$1.62$2.15$2.69$3.22$3.75$4.28$4.82$4.00
PutsExpensive2.46×
CallsExpensive2.10×
SkewBearish+4.98 pp
Implied moveBearish±$2.99
TiltBearish80.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.41292.1%46.2%
25Δ3.91246.1%37.6%
30Δ4.40200.1%29.0%
35Δ4.89154.2%20.3%
40Δ5.48150.8%17.2%
45Δ7.40242.2%55.7%6.09159.8%15.6%
50Δ6.76206.9%43.4%6.71168.8%14.0%
55Δ6.13171.6%31.1%7.33177.8%12.5%
60Δ5.49136.3%18.8%7.94186.8%10.9%
65Δ8.56195.8%9.3%
70Δ9.17204.8%7.8%
75Δ9.79213.8%6.2%
80Δ9.08174.3%4.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.41
IV
292.1%
B/E move
46.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.91
IV
246.1%
B/E move
37.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.40
IV
200.1%
B/E move
29.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.89
IV
154.2%
B/E move
20.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.48
IV
150.8%
B/E move
17.2%

45Δ

Calls
Pseudo strike
7.40
IV
242.2%
B/E move
55.7%
Puts
Pseudo strike
6.09
IV
159.8%
B/E move
15.6%

50Δ

Calls
Pseudo strike
6.76
IV
206.9%
B/E move
43.4%
Puts
Pseudo strike
6.71
IV
168.8%
B/E move
14.0%

55Δ

Calls
Pseudo strike
6.13
IV
171.6%
B/E move
31.1%
Puts
Pseudo strike
7.33
IV
177.8%
B/E move
12.5%

60Δ

Calls
Pseudo strike
5.49
IV
136.3%
B/E move
18.8%
Puts
Pseudo strike
7.94
IV
186.8%
B/E move
10.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.56
IV
195.8%
B/E move
9.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.17
IV
204.8%
B/E move
7.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.79
IV
213.8%
B/E move
6.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.08
IV
174.3%
B/E move
4.1%

Options history

No recorded observations