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TransDigm Group Incorporated TDG

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-13T18:11:11.181Z

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 · 2026-11-13T18:10:48.555906666Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T18:11:10.632969+00:00

Share price$1,221.98
1D+0.7%
$1,211$1,215$1,218$1,222$1,2265:30 AM6:30 AM9:00 AM1:00 PMTDG
Sold putSold call

TransDigm Group Incorporated options

Live interpolated TDG call and put midpoint premiums by absolute delta.TransDigm Group Incorporated$4.08$18.32$32.55$46.79$61.03$1092.22$1159.75$1227.28$1294.82$1362.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TDG spot · $1221.97TDG PRICE$5.62$7.79$10.26$12.71$15.25$18.24$22.12$26.63$31.66$35.81$40.97$47.99$56.92$7.04$9.69$12.00$14.62$17.78$19.56$22.76$27.11$31.89$36.59$42.27$48.32$53.78
PutsCheap0.57×
CallsCheap0.50×
SkewBearish+0.62 pp
Implied moveBalanced±$44.88
TiltBalanced1.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1267.5230.0%4.2%1174.5935.6%4.5%
25Δ1260.5331.4%3.8%1182.3637.4%4.0%
30Δ1253.2932.4%3.4%1192.5136.2%3.4%
35Δ1245.7232.6%3.0%1201.2935.6%2.9%
40Δ1238.1132.3%2.6%1209.1035.8%2.5%
45Δ1231.0932.6%2.2%1216.8833.2%2.0%
50Δ1224.1033.5%2.0%1224.2332.6%1.7%
55Δ1216.7934.7%1.8%1231.3633.3%1.5%
60Δ1209.0735.9%1.5%1238.8933.8%1.2%
65Δ1201.5435.2%1.3%1246.3933.6%1.0%
70Δ1193.5135.0%1.0%1254.5833.6%0.8%
75Δ1184.1035.7%0.8%1262.9533.3%0.6%
80Δ1173.0436.7%0.7%1270.7632.1%0.4%

20Δ

Calls
Pseudo strike
1267.52
IV
30.0%
B/E move
4.2%
Puts
Pseudo strike
1174.59
IV
35.6%
B/E move
4.5%

25Δ

Calls
Pseudo strike
1260.53
IV
31.4%
B/E move
3.8%
Puts
Pseudo strike
1182.36
IV
37.4%
B/E move
4.0%

30Δ

Calls
Pseudo strike
1253.29
IV
32.4%
B/E move
3.4%
Puts
Pseudo strike
1192.51
IV
36.2%
B/E move
3.4%

35Δ

Calls
Pseudo strike
1245.72
IV
32.6%
B/E move
3.0%
Puts
Pseudo strike
1201.29
IV
35.6%
B/E move
2.9%

40Δ

Calls
Pseudo strike
1238.11
IV
32.3%
B/E move
2.6%
Puts
Pseudo strike
1209.10
IV
35.8%
B/E move
2.5%

45Δ

Calls
Pseudo strike
1231.09
IV
32.6%
B/E move
2.2%
Puts
Pseudo strike
1216.88
IV
33.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
1224.10
IV
33.5%
B/E move
2.0%
Puts
Pseudo strike
1224.23
IV
32.6%
B/E move
1.7%

55Δ

Calls
Pseudo strike
1216.79
IV
34.7%
B/E move
1.8%
Puts
Pseudo strike
1231.36
IV
33.3%
B/E move
1.5%

60Δ

Calls
Pseudo strike
1209.07
IV
35.9%
B/E move
1.5%
Puts
Pseudo strike
1238.89
IV
33.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
1201.54
IV
35.2%
B/E move
1.3%
Puts
Pseudo strike
1246.39
IV
33.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
1193.51
IV
35.0%
B/E move
1.0%
Puts
Pseudo strike
1254.58
IV
33.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
1184.10
IV
35.7%
B/E move
0.8%
Puts
Pseudo strike
1262.95
IV
33.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
1173.04
IV
36.7%
B/E move
0.7%
Puts
Pseudo strike
1270.76
IV
32.1%
B/E move
0.4%

Options history

IV · four-Friday blend35.96%
Daily close
TDG28.1%32.3%36.5%2026-08-17: 29.97%2026-08-18: 29.33%2026-08-19: 30.65%2026-08-20: 31.39%2026-08-21: 29.83%2026-08-24: 30.09%2026-08-25: 29.71%2026-08-26: 29.65%2026-08-27: 29.54%2026-08-28: 28.95%2026-08-31: 29.08%2026-09-01: 29.68%2026-09-02: 29.40%2026-09-03: 28.71%2026-09-04: 28.99%2026-09-08: 30.85%2026-09-09: 30.56%2026-09-10: 30.31%2026-09-11: 29.39%2026-09-14: 30.71%2026-09-15: 32.01%2026-09-16: 31.69%2026-09-17: 30.86%2026-09-18: 30.53%2026-09-21: 31.06%2026-09-22: 31.02%2026-09-23: 31.30%2026-09-24: 31.26%2026-09-25: 30.51%2026-09-28: 31.35%2026-09-29: 31.46%2026-09-30: 31.43%2026-10-01: 31.56%2026-10-02: 30.91%2026-10-05: 31.21%2026-10-06: 30.68%2026-10-07: 31.06%2026-10-08: 31.05%2026-10-09: 30.07%2026-10-12: 31.48%2026-10-13: 32.07%2026-10-14: 33.32%2026-10-15: 33.76%2026-10-16: 32.66%2026-10-19: 31.85%2026-10-20: 32.32%2026-10-21: 32.57%2026-10-22: 33.55%2026-10-23: 34.04%2026-10-26: 34.05%2026-10-27: 34.16%2026-10-28: 33.98%2026-10-29: 34.22%2026-10-30: 35.96%Aug 17Sep 23Oct 30
54 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
29.97%
29.33%
30.65%
31.39%
29.83%
30.09%
29.71%
29.65%
29.54%
28.95%
29.08%
29.68%
29.40%
28.71%
28.99%
30.85%
30.56%
30.31%
29.39%
30.71%
32.01%
31.69%
30.86%
30.53%
31.06%
31.02%
31.30%
31.26%
30.51%
31.35%
31.46%
31.43%
31.56%
30.91%
31.21%
30.68%
31.06%
31.05%
30.07%
31.48%
32.07%
33.32%
33.76%
32.66%
31.85%
32.32%
32.57%
33.55%
34.04%
34.05%
34.16%
33.98%
34.22%
35.96%