IntraAlpha
Create free account Start free

Trueblue, Inc. TBI

INDUSTRIALS · STAFFING & EMPLOYMENT SERVICES
i

Market dataready · fetched 2026-11-12T03:11:16.660Z

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 · 2026-11-12T00:00:00.002844231Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:03:29.090908+00:00

Share price$12.50
1D-1.4%
AH$12.38$12.48$12.58$12.67$12.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTBI
Sold putSold callAH

Trueblue, Inc. options

Live interpolated TBI call and put midpoint premiums by absolute delta.Trueblue, Inc.$0.29$1.17$2.05$2.93$3.81$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ 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 PRICETBI PRICE$0.39$0.47$0.55$0.64$0.72$0.80$0.88$1.05$1.55$2.05$2.55$3.06$3.56$0.72$0.75$0.78$0.82$0.86$0.89
Puts——
CallsCheap0.83×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.40208.5%42.3%9.35298.5%31.0%
25Δ16.68195.8%37.2%10.33229.4%23.4%
30Δ15.96183.2%32.1%10.84203.0%19.5%
35Δ15.24170.5%27.0%11.36176.5%15.7%
40Δ14.52157.9%21.9%11.87150.1%11.9%
45Δ13.80145.2%16.8%12.38123.7%8.1%
50Δ13.08132.6%11.7%
55Δ12.38124.8%7.4%
60Δ11.78136.4%6.6%
65Δ11.17148.0%5.8%
70Δ10.57159.6%5.0%
75Δ9.96171.2%4.1%
80Δ9.36182.8%3.3%

20Δ

Calls
Pseudo strike
17.40
IV
208.5%
B/E move
42.3%
Puts
Pseudo strike
9.35
IV
298.5%
B/E move
31.0%

25Δ

Calls
Pseudo strike
16.68
IV
195.8%
B/E move
37.2%
Puts
Pseudo strike
10.33
IV
229.4%
B/E move
23.4%

30Δ

Calls
Pseudo strike
15.96
IV
183.2%
B/E move
32.1%
Puts
Pseudo strike
10.84
IV
203.0%
B/E move
19.5%

35Δ

Calls
Pseudo strike
15.24
IV
170.5%
B/E move
27.0%
Puts
Pseudo strike
11.36
IV
176.5%
B/E move
15.7%

40Δ

Calls
Pseudo strike
14.52
IV
157.9%
B/E move
21.9%
Puts
Pseudo strike
11.87
IV
150.1%
B/E move
11.9%

45Δ

Calls
Pseudo strike
13.80
IV
145.2%
B/E move
16.8%
Puts
Pseudo strike
12.38
IV
123.7%
B/E move
8.1%

50Δ

Calls
Pseudo strike
13.08
IV
132.6%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
12.38
IV
124.8%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.78
IV
136.4%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
11.17
IV
148.0%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.57
IV
159.6%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
9.96
IV
171.2%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.36
IV
182.8%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend81.92%
Daily EOD
TBI69.1%76.0%82.9%2026-10-19: 79.37%2026-10-22: 76.78%2026-10-23: 70.45%2026-10-26: 77.90%2026-10-27: 78.71%2026-10-28: 70.04%2026-10-29: 80.38%2026-10-30: 81.92%Oct 19Oct 26Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
79.37%
76.78%
70.45%
77.90%
78.71%
70.04%
80.38%
81.92%