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Triumph Financial, Inc. TFIN

i

Market datapartial · fetched 2026-11-11T15:53:28.845Z

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 · 2026-11-11T15:52:50.164408592Z

FundamentalsAlpha Vantage · unavailable

Share price$61.14
1D-2.4%
$61.02$61.45$61.88$62.31$62.745:30 AM6:30 AM9:00 AM1:00 PMTFIN
Sold putSold call

Triumph Financial, Inc. options

Live interpolated TFIN call and put midpoint premiums by absolute delta.Triumph Financial, Inc.$0.29$1.82$3.36$4.90$6.43$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ 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 PRICETFIN PRICE$0.45$0.69$0.93$1.17$1.41$1.64$1.88$2.12$2.36$3.05$4.03$5.01$5.99$0.53$0.63$0.73$0.82
Puts——
CallsExpensive1.07×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.9342.2%6.9%56.6952.1%8.1%
25Δ64.3442.8%6.4%57.7946.5%6.5%
30Δ63.7543.4%5.8%58.8940.9%4.9%
35Δ63.1644.0%5.2%59.9935.4%3.2%
40Δ62.5844.6%4.7%
45Δ61.9945.1%4.1%
50Δ61.4045.7%3.5%
55Δ60.8246.3%2.9%
60Δ60.2346.9%2.4%
65Δ59.3150.6%2.0%
70Δ58.1956.2%1.8%
75Δ57.0661.8%1.5%
80Δ55.9367.4%1.3%

20Δ

Calls
Pseudo strike
64.93
IV
42.2%
B/E move
6.9%
Puts
Pseudo strike
56.69
IV
52.1%
B/E move
8.1%

25Δ

Calls
Pseudo strike
64.34
IV
42.8%
B/E move
6.4%
Puts
Pseudo strike
57.79
IV
46.5%
B/E move
6.5%

30Δ

Calls
Pseudo strike
63.75
IV
43.4%
B/E move
5.8%
Puts
Pseudo strike
58.89
IV
40.9%
B/E move
4.9%

35Δ

Calls
Pseudo strike
63.16
IV
44.0%
B/E move
5.2%
Puts
Pseudo strike
59.99
IV
35.4%
B/E move
3.2%

40Δ

Calls
Pseudo strike
62.58
IV
44.6%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
61.99
IV
45.1%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
61.40
IV
45.7%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
60.82
IV
46.3%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
60.23
IV
46.9%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
59.31
IV
50.6%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
58.19
IV
56.2%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
57.06
IV
61.8%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
55.93
IV
67.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.74%
Daily EOD
TFIN34.7%37.9%41.1%2026-10-19: 40.66%2026-10-20: 40.04%2026-10-21: 39.96%2026-10-22: 38.15%2026-10-23: 36.72%2026-10-26: 37.34%2026-10-27: 36.88%2026-10-28: 37.01%2026-10-29: 35.12%2026-10-30: 35.74%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.66%
40.04%
39.96%
38.15%
36.72%
37.34%
36.88%
37.01%
35.12%
35.74%