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TFI International Inc. TFII

i

Market datapartial · fetched 2026-11-12T14:56:44.540Z

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 · 2026-11-12T14:55:19.174810948Z

FundamentalsAlpha Vantage · unavailable

Share price$95.84
1D-0.8%
$95.50$95.79$96.07$96.36$96.655:30 AM6:30 AM9:00 AM1:00 PMTFII
Sold putSold call

TFI International Inc. options

Live interpolated TFII call and put midpoint premiums by absolute delta.TFI International Inc.$0.55$2.75$4.95$7.14$9.34$87.55$91.90$96.26$100.62$104.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TFII spot · $95.84TFII PRICE$0.86$1.07$1.28$1.67$2.05$2.43$2.82$3.20$3.83$4.57$5.31$6.05$6.80$0.79$1.06$1.32$1.59$1.85$2.25$2.81$3.36$3.92$4.47$5.02$6.63$8.71
PutsExpensive1.08×
CallsExpensive1.40×
SkewBullish-5.87 pp
Implied moveBalanced±$5.62
TiltBearish2.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.9959.2%10.4%90.5247.1%6.4%
25Δ102.3853.9%7.9%91.5146.2%5.6%
30Δ99.9249.1%5.6%92.4945.4%4.9%
35Δ99.0049.3%5.0%93.4844.5%4.1%
40Δ98.0749.6%4.5%94.4643.7%3.4%
45Δ97.1549.8%3.9%95.3943.5%2.8%
50Δ96.2250.1%3.3%96.2644.0%2.5%
55Δ95.3050.3%2.8%97.1344.6%2.2%
60Δ94.2850.9%2.4%97.9945.2%1.8%
65Δ93.2151.6%2.0%98.8645.7%1.5%
70Δ92.1452.3%1.7%99.7346.3%1.2%
75Δ91.0753.0%1.3%101.5748.5%0.9%
80Δ90.0053.6%1.0%103.8651.5%0.7%

20Δ

Calls
Pseudo strike
104.99
IV
59.2%
B/E move
10.4%
Puts
Pseudo strike
90.52
IV
47.1%
B/E move
6.4%

25Δ

Calls
Pseudo strike
102.38
IV
53.9%
B/E move
7.9%
Puts
Pseudo strike
91.51
IV
46.2%
B/E move
5.6%

30Δ

Calls
Pseudo strike
99.92
IV
49.1%
B/E move
5.6%
Puts
Pseudo strike
92.49
IV
45.4%
B/E move
4.9%

35Δ

Calls
Pseudo strike
99.00
IV
49.3%
B/E move
5.0%
Puts
Pseudo strike
93.48
IV
44.5%
B/E move
4.1%

40Δ

Calls
Pseudo strike
98.07
IV
49.6%
B/E move
4.5%
Puts
Pseudo strike
94.46
IV
43.7%
B/E move
3.4%

45Δ

Calls
Pseudo strike
97.15
IV
49.8%
B/E move
3.9%
Puts
Pseudo strike
95.39
IV
43.5%
B/E move
2.8%

50Δ

Calls
Pseudo strike
96.22
IV
50.1%
B/E move
3.3%
Puts
Pseudo strike
96.26
IV
44.0%
B/E move
2.5%

55Δ

Calls
Pseudo strike
95.30
IV
50.3%
B/E move
2.8%
Puts
Pseudo strike
97.13
IV
44.6%
B/E move
2.2%

60Δ

Calls
Pseudo strike
94.28
IV
50.9%
B/E move
2.4%
Puts
Pseudo strike
97.99
IV
45.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
93.21
IV
51.6%
B/E move
2.0%
Puts
Pseudo strike
98.86
IV
45.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
92.14
IV
52.3%
B/E move
1.7%
Puts
Pseudo strike
99.73
IV
46.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
91.07
IV
53.0%
B/E move
1.3%
Puts
Pseudo strike
101.57
IV
48.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
90.00
IV
53.6%
B/E move
1.0%
Puts
Pseudo strike
103.86
IV
51.5%
B/E move
0.7%

Options history

IV · four-Friday blend37.93%
Daily EOD
TFII37.6%39.8%42.0%2026-10-19: 40.48%2026-10-20: 40.05%2026-10-21: 39.69%2026-10-22: 39.25%2026-10-23: 39.56%2026-10-26: 41.18%2026-10-27: 40.24%2026-10-28: 41.66%2026-10-29: 39.23%2026-10-30: 37.93%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.48%
40.05%
39.69%
39.25%
39.56%
41.18%
40.24%
41.66%
39.23%
37.93%