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Transportadora de Gas del Sur S.A. ADS TGS

ENERGY · OIL & GAS INTEGRATED
i

Market dataready · fetched 2026-11-12T00:56:12.434Z

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 · 2026-11-12T00:00:00.001559473Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:56:11.982932+00:00

Share price$21.26
1D-1.8%
AH$21.03$21.29$21.55$21.81$22.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTGS
Sold putSold callAH

Transportadora de Gas del Sur S.A. ADS options

Live interpolated TGS call and put midpoint premiums by absolute delta.Transportadora de Gas del Sur S.A. ADS$0.24$0.99$1.75$2.51$3.27$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ 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 PRICETGS PRICE$0.42$0.32$0.50$0.67$0.85$1.03$1.20$1.38$1.56$1.74$1.94$2.50$3.05$0.38$0.38
Puts——
CallsExpensive1.64×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.29127.3%25.7%18.64103.8%14.1%
25Δ22.2645.9%6.2%19.7674.4%8.8%
30Δ22.0150.7%5.8%
35Δ21.7555.6%5.5%
40Δ21.5060.4%5.1%
45Δ21.2565.2%4.8%
50Δ20.9970.1%4.4%
55Δ20.7474.9%4.1%
60Δ20.4979.7%3.7%
65Δ20.2384.6%3.3%
70Δ19.9589.5%3.0%
75Δ19.2995.4%2.5%
80Δ18.63101.3%2.0%

20Δ

Calls
Pseudo strike
26.29
IV
127.3%
B/E move
25.7%
Puts
Pseudo strike
18.64
IV
103.8%
B/E move
14.1%

25Δ

Calls
Pseudo strike
22.26
IV
45.9%
B/E move
6.2%
Puts
Pseudo strike
19.76
IV
74.4%
B/E move
8.8%

30Δ

Calls
Pseudo strike
22.01
IV
50.7%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
21.75
IV
55.6%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
21.50
IV
60.4%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
21.25
IV
65.2%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
20.99
IV
70.1%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
20.74
IV
74.9%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
20.49
IV
79.7%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
20.23
IV
84.6%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
19.95
IV
89.5%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
19.29
IV
95.4%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
18.63
IV
101.3%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend44.42%
Daily EOD
TGS42.5%47.8%53.1%2026-10-21: 43.26%2026-10-28: 51.11%2026-10-29: 52.33%2026-10-30: 44.42%Oct 21Oct 28Oct 30
4 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
43.26%
51.11%
52.33%
44.42%