Timken Company TKR
INDUSTRIALS · TOOLS & ACCESSORIESi
Market dataready · fetched 2026-10-24T15:15:57.041Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T23:12:46.962383508Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T15:15:57.263892+00:00
Share price$109.83
1D+2.5%
Sold putSold callAH
Timken Company options
PutsExpensive1.19×
CallsExpensive1.23×
SkewBearish+10.25 pp
Implied moveBearish±$11.07
TiltBearish22.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 125.04 | 50.8% | 15.3% | 99.12 | 49.7% | 11.4% |
| 25Δ | 119.78 | 42.0% | 10.7% | 101.62 | 48.1% | 9.6% |
| 30Δ | 117.63 | 40.6% | 9.1% | 103.61 | 48.5% | 8.4% |
| 35Δ | 115.48 | 39.2% | 7.5% | 105.56 | 48.7% | 7.3% |
| 40Δ | 113.83 | 39.4% | 6.6% | 107.41 | 48.5% | 6.3% |
| 45Δ | 112.32 | 40.0% | 5.8% | 109.26 | 48.2% | 5.4% |
| 50Δ | 110.81 | 40.6% | 5.1% | 111.23 | 49.1% | 4.6% |
| 55Δ | 109.27 | 41.0% | 4.4% | 113.27 | 50.7% | 4.0% |
| 60Δ | 107.69 | 41.1% | 3.8% | 115.41 | 52.4% | 3.4% |
| 65Δ | 106.11 | 41.2% | 3.1% | 118.06 | 54.5% | 2.9% |
| 70Δ | 104.48 | 41.1% | 2.6% | 120.72 | 55.9% | 2.4% |
| 75Δ | 102.75 | 40.5% | 2.1% | 123.42 | 55.3% | 1.8% |
| 80Δ | 101.02 | 39.9% | 1.6% | 128.55 | 61.1% | 1.4% |
20Δ
- Pseudo strike
- 125.04
- IV
- 50.8%
- B/E move
- 15.3%
- Pseudo strike
- 99.12
- IV
- 49.7%
- B/E move
- 11.4%
25Δ
- Pseudo strike
- 119.78
- IV
- 42.0%
- B/E move
- 10.7%
- Pseudo strike
- 101.62
- IV
- 48.1%
- B/E move
- 9.6%
30Δ
- Pseudo strike
- 117.63
- IV
- 40.6%
- B/E move
- 9.1%
- Pseudo strike
- 103.61
- IV
- 48.5%
- B/E move
- 8.4%
35Δ
- Pseudo strike
- 115.48
- IV
- 39.2%
- B/E move
- 7.5%
- Pseudo strike
- 105.56
- IV
- 48.7%
- B/E move
- 7.3%
40Δ
- Pseudo strike
- 113.83
- IV
- 39.4%
- B/E move
- 6.6%
- Pseudo strike
- 107.41
- IV
- 48.5%
- B/E move
- 6.3%
45Δ
- Pseudo strike
- 112.32
- IV
- 40.0%
- B/E move
- 5.8%
- Pseudo strike
- 109.26
- IV
- 48.2%
- B/E move
- 5.4%
50Δ
- Pseudo strike
- 110.81
- IV
- 40.6%
- B/E move
- 5.1%
- Pseudo strike
- 111.23
- IV
- 49.1%
- B/E move
- 4.6%
55Δ
- Pseudo strike
- 109.27
- IV
- 41.0%
- B/E move
- 4.4%
- Pseudo strike
- 113.27
- IV
- 50.7%
- B/E move
- 4.0%
60Δ
- Pseudo strike
- 107.69
- IV
- 41.1%
- B/E move
- 3.8%
- Pseudo strike
- 115.41
- IV
- 52.4%
- B/E move
- 3.4%
65Δ
- Pseudo strike
- 106.11
- IV
- 41.2%
- B/E move
- 3.1%
- Pseudo strike
- 118.06
- IV
- 54.5%
- B/E move
- 2.9%
70Δ
- Pseudo strike
- 104.48
- IV
- 41.1%
- B/E move
- 2.6%
- Pseudo strike
- 120.72
- IV
- 55.9%
- B/E move
- 2.4%
75Δ
- Pseudo strike
- 102.75
- IV
- 40.5%
- B/E move
- 2.1%
- Pseudo strike
- 123.42
- IV
- 55.3%
- B/E move
- 1.8%
80Δ
- Pseudo strike
- 101.02
- IV
- 39.9%
- B/E move
- 1.6%
- Pseudo strike
- 128.55
- IV
- 61.1%
- B/E move
- 1.4%
Options history
No recorded observations