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The Timken Company TKR

INDUSTRIALS · TOOLS & ACCESSORIES
i

Market dataready · fetched 2026-11-14T01:47:31.631Z

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 · 2026-11-14T00:00:00.001462975Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-14T01:47:30.370176+00:00

Share price$108.91
1D-2.0%
AH$107$108$109$110$1115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTKR
Sold putSold callAH

The Timken Company options

Live interpolated TKR call and put midpoint premiums by absolute delta.The Timken Company$0.68$2.43$4.18$5.92$7.67$100.25$104.78$109.30$113.83$118.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TKR spot · $108.91TKR PRICE$1.70$1.56$1.80$1.82$1.84$1.93$2.42$2.90$3.39$3.87$4.36$4.85$6.09$0.87$1.08$1.38$1.73$2.08$2.43$2.78$3.13$3.89$4.65$5.41$6.17$7.17
PutsExpensive1.75×
CallsExpensive1.29×
SkewBullish-6.66 pp
Implied moveBearish±$5.19
TiltBearish5.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ125.01109.6%16.3%102.5851.5%6.6%
25Δ117.6574.9%9.5%104.4047.0%5.1%
30Δ114.8967.0%7.1%105.5945.2%4.3%
35Δ113.1656.9%5.6%106.4744.7%3.8%
40Δ111.4446.8%4.0%107.3644.2%3.3%
45Δ109.8738.4%2.7%108.2443.8%2.8%
50Δ109.0738.8%2.4%109.1243.3%2.4%
55Δ108.2739.1%2.1%110.0042.9%1.9%
60Δ107.4839.5%1.8%111.0443.5%1.6%
65Δ106.6839.8%1.5%112.0744.2%1.4%
70Δ105.8840.2%1.2%113.1144.8%1.1%
75Δ105.0940.5%0.9%114.1545.5%0.9%
80Δ103.6342.0%0.7%115.4046.5%0.6%

20Δ

Calls
Pseudo strike
125.01
IV
109.6%
B/E move
16.3%
Puts
Pseudo strike
102.58
IV
51.5%
B/E move
6.6%

25Δ

Calls
Pseudo strike
117.65
IV
74.9%
B/E move
9.5%
Puts
Pseudo strike
104.40
IV
47.0%
B/E move
5.1%

30Δ

Calls
Pseudo strike
114.89
IV
67.0%
B/E move
7.1%
Puts
Pseudo strike
105.59
IV
45.2%
B/E move
4.3%

35Δ

Calls
Pseudo strike
113.16
IV
56.9%
B/E move
5.6%
Puts
Pseudo strike
106.47
IV
44.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
111.44
IV
46.8%
B/E move
4.0%
Puts
Pseudo strike
107.36
IV
44.2%
B/E move
3.3%

45Δ

Calls
Pseudo strike
109.87
IV
38.4%
B/E move
2.7%
Puts
Pseudo strike
108.24
IV
43.8%
B/E move
2.8%

50Δ

Calls
Pseudo strike
109.07
IV
38.8%
B/E move
2.4%
Puts
Pseudo strike
109.12
IV
43.3%
B/E move
2.4%

55Δ

Calls
Pseudo strike
108.27
IV
39.1%
B/E move
2.1%
Puts
Pseudo strike
110.00
IV
42.9%
B/E move
1.9%

60Δ

Calls
Pseudo strike
107.48
IV
39.5%
B/E move
1.8%
Puts
Pseudo strike
111.04
IV
43.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
106.68
IV
39.8%
B/E move
1.5%
Puts
Pseudo strike
112.07
IV
44.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
105.88
IV
40.2%
B/E move
1.2%
Puts
Pseudo strike
113.11
IV
44.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
105.09
IV
40.5%
B/E move
0.9%
Puts
Pseudo strike
114.15
IV
45.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
103.63
IV
42.0%
B/E move
0.7%
Puts
Pseudo strike
115.40
IV
46.5%
B/E move
0.6%

Options history

IV · four-Friday blend42.60%
Daily EOD
TKR39.4%41.1%42.8%2026-10-19: 40.10%2026-10-20: 39.62%2026-10-21: 40.04%2026-10-22: 40.94%2026-10-23: 40.35%2026-10-26: 41.21%2026-10-27: 41.36%2026-10-28: 41.63%2026-10-29: 42.00%2026-10-30: 42.60%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.10%
39.62%
40.04%
40.94%
40.35%
41.21%
41.36%
41.63%
42.00%
42.60%