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TFI International Inc. TFII

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Market datapartial · fetched 2026-10-22T23:41:59.015Z

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 · 2026-10-22T23:00:00.00242485Z

FundamentalsAlpha Vantage · unavailable

Share price$115.00
1D+0.7%
AH$113.64$114.39$115.14$115.89$116.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTFII
Sold putSold callAH

TFI International Inc. options

Live interpolated TFII call and put midpoint premiums by absolute delta.TFI International Inc.$1.06$4.80$8.55$12.30$16.04$97.60$106.44$115.29$124.13$132.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TFII spot · $115.00TFII PRICE$1.46$1.96$2.52$3.15$3.78$4.60$5.42$6.35$7.51$8.67$10.09$11.61$13.51$1.87$2.40$3.00$3.65$4.39$5.12$6.01$6.96$7.92$9.12$10.39$11.88$14.96
PutsExpensive1.24×
CallsExpensive1.47×
SkewBullish-1.78 pp
Implied moveBearish±$11.43
TiltBearish4.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ128.4841.9%13.0%103.6048.8%11.5%
25Δ126.0742.5%11.3%106.4646.0%9.5%
30Δ123.8942.9%9.9%108.6945.1%8.1%
35Δ121.9143.4%8.7%110.7644.3%6.9%
40Δ119.9343.8%7.6%112.5943.7%5.9%
45Δ118.1144.3%6.7%114.4243.0%5.0%
50Δ116.2844.8%5.8%116.1942.5%4.2%
55Δ114.4245.3%5.0%117.9342.1%3.5%
60Δ112.4946.1%4.3%119.6741.6%2.8%
65Δ110.5546.9%3.7%121.5141.1%2.3%
70Δ108.4347.4%3.1%123.3740.5%1.8%
75Δ106.2247.7%2.5%125.4240.4%1.3%
80Δ103.6948.3%1.9%128.8943.2%0.9%

20Δ

Calls
Pseudo strike
128.48
IV
41.9%
B/E move
13.0%
Puts
Pseudo strike
103.60
IV
48.8%
B/E move
11.5%

25Δ

Calls
Pseudo strike
126.07
IV
42.5%
B/E move
11.3%
Puts
Pseudo strike
106.46
IV
46.0%
B/E move
9.5%

30Δ

Calls
Pseudo strike
123.89
IV
42.9%
B/E move
9.9%
Puts
Pseudo strike
108.69
IV
45.1%
B/E move
8.1%

35Δ

Calls
Pseudo strike
121.91
IV
43.4%
B/E move
8.7%
Puts
Pseudo strike
110.76
IV
44.3%
B/E move
6.9%

40Δ

Calls
Pseudo strike
119.93
IV
43.8%
B/E move
7.6%
Puts
Pseudo strike
112.59
IV
43.7%
B/E move
5.9%

45Δ

Calls
Pseudo strike
118.11
IV
44.3%
B/E move
6.7%
Puts
Pseudo strike
114.42
IV
43.0%
B/E move
5.0%

50Δ

Calls
Pseudo strike
116.28
IV
44.8%
B/E move
5.8%
Puts
Pseudo strike
116.19
IV
42.5%
B/E move
4.2%

55Δ

Calls
Pseudo strike
114.42
IV
45.3%
B/E move
5.0%
Puts
Pseudo strike
117.93
IV
42.1%
B/E move
3.5%

60Δ

Calls
Pseudo strike
112.49
IV
46.1%
B/E move
4.3%
Puts
Pseudo strike
119.67
IV
41.6%
B/E move
2.8%

65Δ

Calls
Pseudo strike
110.55
IV
46.9%
B/E move
3.7%
Puts
Pseudo strike
121.51
IV
41.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
108.43
IV
47.4%
B/E move
3.1%
Puts
Pseudo strike
123.37
IV
40.5%
B/E move
1.8%

75Δ

Calls
Pseudo strike
106.22
IV
47.7%
B/E move
2.5%
Puts
Pseudo strike
125.42
IV
40.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
103.69
IV
48.3%
B/E move
1.9%
Puts
Pseudo strike
128.89
IV
43.2%
B/E move
0.9%

Options history

No recorded observations