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Tiptree Inc. Common Stock TIPT

i

Market dataready · fetched 2026-11-13T00:48:09.503Z

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 · 2026-11-12T21:00:01.473484697Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T00:48:09.075776+00:00

Share price$17.52
1D-1.3%
AH$17.48$17.55$17.63$17.70$17.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTIPT
Sold putSold callAH

Tiptree Inc. Common Stock options

Live interpolated TIPT call and put midpoint premiums by absolute delta.Tiptree Inc. Common Stock$0.26$1.30$2.33$3.36$4.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ 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 —OPTION PRICETIPT PRICE$0.37$0.45$0.50$0.55$0.59$0.63$0.68$0.93$1.44$1.95$2.46$2.98$4.10$0.40$0.42$0.43$0.44$0.46$0.47$3.24$3.65$4.05
Puts——
CallsExpensive7.25×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.67146.6%25.8%15.10132.8%16.1%
25Δ20.40130.3%19.0%15.54117.4%13.7%
30Δ19.67117.5%15.2%15.97101.9%11.3%
35Δ19.20106.3%12.7%16.4186.5%8.8%
40Δ18.7295.2%10.2%16.8571.1%6.4%
45Δ18.2484.0%7.7%17.2955.6%4.0%
50Δ17.7772.9%5.3%
55Δ17.2776.0%3.9%
60Δ16.7697.3%3.9%
65Δ16.25118.6%3.9%
70Δ15.74140.0%3.9%20.12146.1%3.7%
75Δ15.22161.3%3.9%20.65138.5%2.9%
80Δ14.10208.6%3.9%21.18130.9%2.2%

20Δ

Calls
Pseudo strike
21.67
IV
146.6%
B/E move
25.8%
Puts
Pseudo strike
15.10
IV
132.8%
B/E move
16.1%

25Δ

Calls
Pseudo strike
20.40
IV
130.3%
B/E move
19.0%
Puts
Pseudo strike
15.54
IV
117.4%
B/E move
13.7%

30Δ

Calls
Pseudo strike
19.67
IV
117.5%
B/E move
15.2%
Puts
Pseudo strike
15.97
IV
101.9%
B/E move
11.3%

35Δ

Calls
Pseudo strike
19.20
IV
106.3%
B/E move
12.7%
Puts
Pseudo strike
16.41
IV
86.5%
B/E move
8.8%

40Δ

Calls
Pseudo strike
18.72
IV
95.2%
B/E move
10.2%
Puts
Pseudo strike
16.85
IV
71.1%
B/E move
6.4%

45Δ

Calls
Pseudo strike
18.24
IV
84.0%
B/E move
7.7%
Puts
Pseudo strike
17.29
IV
55.6%
B/E move
4.0%

50Δ

Calls
Pseudo strike
17.77
IV
72.9%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
17.27
IV
76.0%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
16.76
IV
97.3%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
16.25
IV
118.6%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
15.74
IV
140.0%
B/E move
3.9%
Puts
Pseudo strike
20.12
IV
146.1%
B/E move
3.7%

75Δ

Calls
Pseudo strike
15.22
IV
161.3%
B/E move
3.9%
Puts
Pseudo strike
20.65
IV
138.5%
B/E move
2.9%

80Δ

Calls
Pseudo strike
14.10
IV
208.6%
B/E move
3.9%
Puts
Pseudo strike
21.18
IV
130.9%
B/E move
2.2%

Options history

IV · four-Friday blend40.63%
Daily EOD
TIPT38.9%45.6%52.2%2026-10-20: 40.56%2026-10-21: 42.65%2026-10-22: 39.81%2026-10-23: 51.29%2026-10-28: 40.63%Oct 20Oct 22Oct 28
5 observations2026-10-20 — 2026-10-28
Table
DateIV (%)
40.56%
42.65%
39.81%
51.29%
40.63%