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Transportadora de Gas del Sur SA ADR TGS

ENERGY · OIL & GAS INTEGRATED
i

Market dataready · fetched 2026-10-22T23:06:26.140Z

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 · 2026-10-22T23:00:00.001622315Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:06:22.921468+00:00

Share price$25.94
1D-0.6%
AH$25.18$25.43$25.67$25.91$26.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTGS
Sold putSold callAH

Transportadora de Gas del Sur SA ADR options

Live interpolated TGS call and put midpoint premiums by absolute delta.Transportadora de Gas del Sur SA ADR$0.17$2.31$4.45$6.59$8.73$20.68$23.00$25.33$27.65$29.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TGS spot · $25.94TGS PRICE$0.40$0.55$0.70$0.85$1.01$1.16$1.31$1.46$1.61$1.76$2.19$2.64$3.10$0.58$0.65$0.71$0.82$1.63$2.44$3.25$4.06$4.87$5.68$6.49$7.30$8.11
PutsExpensive1.44×
CallsExpensive1.12×
SkewBearish+16.85 pp
Implied moveBearish±$4.56
TiltBearish42.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.3642.9%14.7%22.6166.1%15.1%
25Δ28.8842.8%13.5%23.4258.1%12.2%
30Δ28.4042.7%12.2%24.2450.1%9.3%
35Δ27.9242.6%10.9%25.0642.8%6.6%
40Δ27.4442.5%9.7%26.0146.7%6.0%
45Δ26.9642.3%8.4%26.9650.6%5.5%
50Δ26.4842.2%7.1%27.9154.5%5.0%
55Δ26.0042.1%5.9%28.8658.3%4.4%
60Δ25.5242.0%4.6%29.8162.2%3.9%
65Δ25.0441.9%3.3%30.7666.1%3.3%
70Δ24.4843.3%2.8%31.7170.0%2.8%
75Δ23.9044.7%2.3%32.6673.9%2.3%
80Δ23.3346.2%1.9%33.6177.8%1.7%

20Δ

Calls
Pseudo strike
29.36
IV
42.9%
B/E move
14.7%
Puts
Pseudo strike
22.61
IV
66.1%
B/E move
15.1%

25Δ

Calls
Pseudo strike
28.88
IV
42.8%
B/E move
13.5%
Puts
Pseudo strike
23.42
IV
58.1%
B/E move
12.2%

30Δ

Calls
Pseudo strike
28.40
IV
42.7%
B/E move
12.2%
Puts
Pseudo strike
24.24
IV
50.1%
B/E move
9.3%

35Δ

Calls
Pseudo strike
27.92
IV
42.6%
B/E move
10.9%
Puts
Pseudo strike
25.06
IV
42.8%
B/E move
6.6%

40Δ

Calls
Pseudo strike
27.44
IV
42.5%
B/E move
9.7%
Puts
Pseudo strike
26.01
IV
46.7%
B/E move
6.0%

45Δ

Calls
Pseudo strike
26.96
IV
42.3%
B/E move
8.4%
Puts
Pseudo strike
26.96
IV
50.6%
B/E move
5.5%

50Δ

Calls
Pseudo strike
26.48
IV
42.2%
B/E move
7.1%
Puts
Pseudo strike
27.91
IV
54.5%
B/E move
5.0%

55Δ

Calls
Pseudo strike
26.00
IV
42.1%
B/E move
5.9%
Puts
Pseudo strike
28.86
IV
58.3%
B/E move
4.4%

60Δ

Calls
Pseudo strike
25.52
IV
42.0%
B/E move
4.6%
Puts
Pseudo strike
29.81
IV
62.2%
B/E move
3.9%

65Δ

Calls
Pseudo strike
25.04
IV
41.9%
B/E move
3.3%
Puts
Pseudo strike
30.76
IV
66.1%
B/E move
3.3%

70Δ

Calls
Pseudo strike
24.48
IV
43.3%
B/E move
2.8%
Puts
Pseudo strike
31.71
IV
70.0%
B/E move
2.8%

75Δ

Calls
Pseudo strike
23.90
IV
44.7%
B/E move
2.3%
Puts
Pseudo strike
32.66
IV
73.9%
B/E move
2.3%

80Δ

Calls
Pseudo strike
23.33
IV
46.2%
B/E move
1.9%
Puts
Pseudo strike
33.61
IV
77.8%
B/E move
1.7%

Options history

No recorded observations