IntraAlpha
Create free account Start free

Teekay Corporation TK

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-10-22T21:28:44.356Z

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 · 2026-10-22T20:10:00.001063973Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:28:42.387266+00:00

Share price$14.11
1D+2.0%
AH$13.80$13.91$14.02$14.12$14.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTK
Sold putSold callAH

Teekay Corporation options

Live interpolated TK call and put midpoint premiums by absolute delta.Teekay Corporation$0.16$0.91$1.66$2.41$3.16$11.42$12.79$14.16$15.53$16.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TK spot · $14.11TK PRICE$0.24$0.29$0.34$0.40$0.56$0.73$0.89$1.05$1.22$1.38$1.54$1.71$1.87$0.28$0.41$0.54$0.66$0.79$0.91$1.04$1.16$1.29$1.59$2.04$2.49$2.94
PutsCheap0.94×
CallsCheap0.90×
SkewNeutral+0.01 pp
Implied moveBearish±$1.93
TiltBearish13.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.9062.0%21.5%12.8244.1%11.1%
25Δ16.2355.7%17.1%13.0845.2%10.2%
30Δ15.5749.4%12.7%13.3446.2%9.3%
35Δ14.9644.2%8.9%13.5947.3%8.3%
40Δ14.6945.5%8.1%13.8548.3%7.4%
45Δ14.4246.7%7.4%14.1149.3%6.5%
50Δ14.1647.9%6.6%14.3750.4%5.6%
55Δ13.8949.1%5.9%14.6251.4%4.6%
60Δ13.6250.4%5.1%14.8852.4%3.7%
65Δ13.3551.6%4.4%15.2854.1%3.0%
70Δ13.0852.8%3.7%15.8056.4%2.5%
75Δ12.8154.0%2.9%16.3258.7%1.9%
80Δ12.5555.3%2.2%16.8561.0%1.4%

20Δ

Calls
Pseudo strike
16.90
IV
62.0%
B/E move
21.5%
Puts
Pseudo strike
12.82
IV
44.1%
B/E move
11.1%

25Δ

Calls
Pseudo strike
16.23
IV
55.7%
B/E move
17.1%
Puts
Pseudo strike
13.08
IV
45.2%
B/E move
10.2%

30Δ

Calls
Pseudo strike
15.57
IV
49.4%
B/E move
12.7%
Puts
Pseudo strike
13.34
IV
46.2%
B/E move
9.3%

35Δ

Calls
Pseudo strike
14.96
IV
44.2%
B/E move
8.9%
Puts
Pseudo strike
13.59
IV
47.3%
B/E move
8.3%

40Δ

Calls
Pseudo strike
14.69
IV
45.5%
B/E move
8.1%
Puts
Pseudo strike
13.85
IV
48.3%
B/E move
7.4%

45Δ

Calls
Pseudo strike
14.42
IV
46.7%
B/E move
7.4%
Puts
Pseudo strike
14.11
IV
49.3%
B/E move
6.5%

50Δ

Calls
Pseudo strike
14.16
IV
47.9%
B/E move
6.6%
Puts
Pseudo strike
14.37
IV
50.4%
B/E move
5.6%

55Δ

Calls
Pseudo strike
13.89
IV
49.1%
B/E move
5.9%
Puts
Pseudo strike
14.62
IV
51.4%
B/E move
4.6%

60Δ

Calls
Pseudo strike
13.62
IV
50.4%
B/E move
5.1%
Puts
Pseudo strike
14.88
IV
52.4%
B/E move
3.7%

65Δ

Calls
Pseudo strike
13.35
IV
51.6%
B/E move
4.4%
Puts
Pseudo strike
15.28
IV
54.1%
B/E move
3.0%

70Δ

Calls
Pseudo strike
13.08
IV
52.8%
B/E move
3.7%
Puts
Pseudo strike
15.80
IV
56.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
12.81
IV
54.0%
B/E move
2.9%
Puts
Pseudo strike
16.32
IV
58.7%
B/E move
1.9%

80Δ

Calls
Pseudo strike
12.55
IV
55.3%
B/E move
2.2%
Puts
Pseudo strike
16.85
IV
61.0%
B/E move
1.4%

Options history

No recorded observations