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Teekay Corporation Ltd. TK

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-11-12T02:45:31.893Z

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 · 2026-11-12T00:00:00.001238007Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:39:34.902458+00:00

Share price$13.32
1D+2.9%
AH$13.02$13.15$13.28$13.41$13.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTK
Sold putSold callAH

Teekay Corporation Ltd. options

Live interpolated TK call and put midpoint premiums by absolute delta.Teekay Corporation Ltd.$0.20$0.62$1.05$1.47$1.89$11.88$12.59$13.31$14.02$14.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive TK spot · $13.32TK PRICE$0.25$0.32$0.39$0.46$0.54$0.61$0.68$0.75$0.82$0.89$0.97$0.38$0.38$0.38$0.54$0.69$0.85$1.00$1.15$1.31$1.46$1.61$1.77
Puts——
Calls——
Skew——
Implied moveBearish±$1.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.90165.6%21.0%
25Δ14.6570.5%11.8%11.73126.5%14.8%
30Δ14.4469.3%10.8%12.5289.9%8.9%
35Δ14.2468.2%9.8%12.7789.6%8.2%
40Δ14.0367.0%8.8%13.0389.3%7.4%
45Δ13.8365.9%7.8%13.2889.1%6.6%
50Δ13.6264.7%6.8%13.5488.8%5.8%
55Δ13.4263.5%5.8%13.8088.6%5.1%
60Δ13.2162.4%4.8%14.0588.3%4.3%
65Δ13.0161.2%3.8%14.3188.1%3.5%
70Δ12.8060.1%2.8%14.5687.8%2.8%
75Δ12.6058.9%1.8%14.8287.6%2.0%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.90
IV
165.6%
B/E move
21.0%

25Δ

Calls
Pseudo strike
14.65
IV
70.5%
B/E move
11.8%
Puts
Pseudo strike
11.73
IV
126.5%
B/E move
14.8%

30Δ

Calls
Pseudo strike
14.44
IV
69.3%
B/E move
10.8%
Puts
Pseudo strike
12.52
IV
89.9%
B/E move
8.9%

35Δ

Calls
Pseudo strike
14.24
IV
68.2%
B/E move
9.8%
Puts
Pseudo strike
12.77
IV
89.6%
B/E move
8.2%

40Δ

Calls
Pseudo strike
14.03
IV
67.0%
B/E move
8.8%
Puts
Pseudo strike
13.03
IV
89.3%
B/E move
7.4%

45Δ

Calls
Pseudo strike
13.83
IV
65.9%
B/E move
7.8%
Puts
Pseudo strike
13.28
IV
89.1%
B/E move
6.6%

50Δ

Calls
Pseudo strike
13.62
IV
64.7%
B/E move
6.8%
Puts
Pseudo strike
13.54
IV
88.8%
B/E move
5.8%

55Δ

Calls
Pseudo strike
13.42
IV
63.5%
B/E move
5.8%
Puts
Pseudo strike
13.80
IV
88.6%
B/E move
5.1%

60Δ

Calls
Pseudo strike
13.21
IV
62.4%
B/E move
4.8%
Puts
Pseudo strike
14.05
IV
88.3%
B/E move
4.3%

65Δ

Calls
Pseudo strike
13.01
IV
61.2%
B/E move
3.8%
Puts
Pseudo strike
14.31
IV
88.1%
B/E move
3.5%

70Δ

Calls
Pseudo strike
12.80
IV
60.1%
B/E move
2.8%
Puts
Pseudo strike
14.56
IV
87.8%
B/E move
2.8%

75Δ

Calls
Pseudo strike
12.60
IV
58.9%
B/E move
1.8%
Puts
Pseudo strike
14.82
IV
87.6%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend48.72%
Daily EOD
TK41.5%48.7%56.0%2026-10-22: 42.49%2026-10-23: 43.37%2026-10-26: 42.58%2026-10-27: 43.91%2026-10-28: 55.00%2026-10-29: 44.40%2026-10-30: 48.72%Oct 22Oct 27Oct 30
7 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
42.49%
43.37%
42.58%
43.91%
55.00%
44.40%
48.72%