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Transdigm Group Incorporated TDG

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-10-23T03:51:38.179Z

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 · 2026-10-22T23:00:00.003594653Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:51:37.407636+00:00

Share price$1,141.74
1D+2.0%
AH$1,106$1,117$1,127$1,137$1,1475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTDG
Sold putSold callAH

Transdigm Group Incorporated options

Live interpolated TDG call and put midpoint premiums by absolute delta.Transdigm Group Incorporated$8.87$38.70$68.53$98.36$128.19$994.75$1068.22$1141.70$1215.17$1288.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TDG spot · $1141.74TDG PRICE$12.09$16.15$20.67$25.82$31.00$37.40$44.36$51.95$60.91$70.89$82.67$95.57$111.11$15.20$19.96$25.15$30.58$36.87$43.22$50.09$57.56$66.20$77.78$88.78$102.32$119.59
PutsExpensive1.28×
CallsExpensive1.24×
SkewNeutral+0.03 pp
Implied moveBearish±$94.46
TiltBearish5.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1251.3935.2%10.7%1047.9040.0%9.6%
25Δ1230.9235.3%9.2%1069.2939.2%8.1%
30Δ1213.1335.5%8.1%1087.9138.6%6.9%
35Δ1197.1136.0%7.1%1105.3138.0%5.9%
40Δ1180.9435.8%6.1%1121.1537.7%5.0%
45Δ1166.2736.4%5.4%1136.5237.1%4.2%
50Δ1151.4736.8%4.7%1151.3736.5%3.5%
55Δ1136.5237.1%4.1%1165.9235.9%2.9%
60Δ1121.1837.7%3.5%1180.7535.6%2.4%
65Δ1105.1038.2%3.0%1197.3236.1%1.9%
70Δ1087.7138.8%2.5%1213.5335.7%1.5%
75Δ1069.4439.1%2.0%1231.6335.6%1.1%
80Δ1048.9239.5%1.6%1252.9835.7%0.7%

20Δ

Calls
Pseudo strike
1251.39
IV
35.2%
B/E move
10.7%
Puts
Pseudo strike
1047.90
IV
40.0%
B/E move
9.6%

25Δ

Calls
Pseudo strike
1230.92
IV
35.3%
B/E move
9.2%
Puts
Pseudo strike
1069.29
IV
39.2%
B/E move
8.1%

30Δ

Calls
Pseudo strike
1213.13
IV
35.5%
B/E move
8.1%
Puts
Pseudo strike
1087.91
IV
38.6%
B/E move
6.9%

35Δ

Calls
Pseudo strike
1197.11
IV
36.0%
B/E move
7.1%
Puts
Pseudo strike
1105.31
IV
38.0%
B/E move
5.9%

40Δ

Calls
Pseudo strike
1180.94
IV
35.8%
B/E move
6.1%
Puts
Pseudo strike
1121.15
IV
37.7%
B/E move
5.0%

45Δ

Calls
Pseudo strike
1166.27
IV
36.4%
B/E move
5.4%
Puts
Pseudo strike
1136.52
IV
37.1%
B/E move
4.2%

50Δ

Calls
Pseudo strike
1151.47
IV
36.8%
B/E move
4.7%
Puts
Pseudo strike
1151.37
IV
36.5%
B/E move
3.5%

55Δ

Calls
Pseudo strike
1136.52
IV
37.1%
B/E move
4.1%
Puts
Pseudo strike
1165.92
IV
35.9%
B/E move
2.9%

60Δ

Calls
Pseudo strike
1121.18
IV
37.7%
B/E move
3.5%
Puts
Pseudo strike
1180.75
IV
35.6%
B/E move
2.4%

65Δ

Calls
Pseudo strike
1105.10
IV
38.2%
B/E move
3.0%
Puts
Pseudo strike
1197.32
IV
36.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
1087.71
IV
38.8%
B/E move
2.5%
Puts
Pseudo strike
1213.53
IV
35.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
1069.44
IV
39.1%
B/E move
2.0%
Puts
Pseudo strike
1231.63
IV
35.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
1048.92
IV
39.5%
B/E move
1.6%
Puts
Pseudo strike
1252.98
IV
35.7%
B/E move
0.7%

Options history

No recorded observations