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Tredegar Corporation TG

i

Market datapartial · fetched 2026-11-12T01:20:08.524Z

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 · 2026-11-12T00:00:00.001318895Z

FundamentalsAlpha Vantage · unavailable

Share price$5.73
1D-0.2%
AH$5.67$5.72$5.77$5.82$5.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTG
Sold putSold callAH

Tredegar Corporation options

Live interpolated TG call and put midpoint premiums by absolute delta.Tredegar Corporation$0.26$0.90$1.55$2.19$2.84$3.70$4.77$5.84$6.90$7.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TG spot · $5.73TG PRICE$0.42$0.62$0.83$1.03$1.23$1.43$1.64$1.84$2.04$2.25$2.45$2.65$0.33$0.36$0.42$0.52$0.63$0.73$0.83$0.93$1.04$1.14$1.24$1.34$1.45
PutsExpensive1.20×
Calls——
Skew——
Implied moveBullish±$2.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.02334.8%35.5%
25Δ7.04182.6%30.1%4.65251.9%25.1%
30Δ6.72195.6%28.1%5.08202.2%18.7%
35Δ6.40208.5%26.0%5.26194.1%17.3%
40Δ6.08221.5%24.0%5.45185.9%15.8%
45Δ5.76234.4%22.0%5.63177.8%14.4%
50Δ5.44247.3%19.9%5.81169.7%13.0%
55Δ5.12260.3%17.9%6.00161.5%11.6%
60Δ4.80273.2%15.9%6.18153.4%10.2%
65Δ4.48286.2%13.8%6.37145.2%8.8%
70Δ4.16299.1%11.8%6.55137.1%7.4%
75Δ3.84312.0%9.7%6.73129.0%6.0%
80Δ3.52325.0%7.7%6.92120.8%4.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.02
IV
334.8%
B/E move
35.5%

25Δ

Calls
Pseudo strike
7.04
IV
182.6%
B/E move
30.1%
Puts
Pseudo strike
4.65
IV
251.9%
B/E move
25.1%

30Δ

Calls
Pseudo strike
6.72
IV
195.6%
B/E move
28.1%
Puts
Pseudo strike
5.08
IV
202.2%
B/E move
18.7%

35Δ

Calls
Pseudo strike
6.40
IV
208.5%
B/E move
26.0%
Puts
Pseudo strike
5.26
IV
194.1%
B/E move
17.3%

40Δ

Calls
Pseudo strike
6.08
IV
221.5%
B/E move
24.0%
Puts
Pseudo strike
5.45
IV
185.9%
B/E move
15.8%

45Δ

Calls
Pseudo strike
5.76
IV
234.4%
B/E move
22.0%
Puts
Pseudo strike
5.63
IV
177.8%
B/E move
14.4%

50Δ

Calls
Pseudo strike
5.44
IV
247.3%
B/E move
19.9%
Puts
Pseudo strike
5.81
IV
169.7%
B/E move
13.0%

55Δ

Calls
Pseudo strike
5.12
IV
260.3%
B/E move
17.9%
Puts
Pseudo strike
6.00
IV
161.5%
B/E move
11.6%

60Δ

Calls
Pseudo strike
4.80
IV
273.2%
B/E move
15.9%
Puts
Pseudo strike
6.18
IV
153.4%
B/E move
10.2%

65Δ

Calls
Pseudo strike
4.48
IV
286.2%
B/E move
13.8%
Puts
Pseudo strike
6.37
IV
145.2%
B/E move
8.8%

70Δ

Calls
Pseudo strike
4.16
IV
299.1%
B/E move
11.8%
Puts
Pseudo strike
6.55
IV
137.1%
B/E move
7.4%

75Δ

Calls
Pseudo strike
3.84
IV
312.0%
B/E move
9.7%
Puts
Pseudo strike
6.73
IV
129.0%
B/E move
6.0%

80Δ

Calls
Pseudo strike
3.52
IV
325.0%
B/E move
7.7%
Puts
Pseudo strike
6.92
IV
120.8%
B/E move
4.6%

Options history

IV · four-Friday blend61.02%
Daily EOD
TG60.0%67.3%74.7%2026-10-19: 73.67%2026-10-26: 72.43%2026-10-28: 65.59%2026-10-29: 65.74%2026-10-30: 61.02%Oct 19Oct 28Oct 30
5 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.67%
72.43%
65.59%
65.74%
61.02%