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Tilray Brands, Inc. Common Stock TLRY

i

Market dataready · fetched 2026-11-10T22:18:03.548Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:14:28.906316073Z

FundamentalsSEC EDGAR · ready · as of 2026-08-31 · fetched 2026-11-10T22:18:03.180469+00:00

Share price$2.66
1D-5.9%
AH$2.61$2.68$2.75$2.81$2.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTLRY
Sold putSold callAH

Tilray Brands, Inc. Common Stock options

Live interpolated TLRY call and put midpoint premiums by absolute delta.Tilray Brands, Inc. Common Stock$0.02$0.10$0.17$0.25$0.32$2.36$2.53$2.69$2.86$3.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TLRY spot · $2.66TLRY PRICE$0.03$0.05$0.06$0.07$0.09$0.10$0.11$0.12$0.14$0.15$0.16$0.17$0.03$0.06$0.08$0.10$0.12$0.15$0.17$0.19$0.21$0.23$0.26$0.28$0.30
PutsCheap0.86×
Calls——
Skew——
Implied moveBearish±$0.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.94106.3%11.9%2.5373.3%6.2%
25Δ2.90104.7%11.0%2.5675.0%5.8%
30Δ2.87103.1%10.1%2.5976.8%5.4%
35Δ2.83101.5%9.2%2.6378.5%5.0%
40Δ2.7999.9%8.2%2.6680.2%4.6%
45Δ2.7698.3%7.3%2.6981.9%4.1%
50Δ2.7296.7%6.4%2.7383.6%3.7%
55Δ2.6895.1%5.5%2.7685.3%3.3%
60Δ2.6493.5%4.6%2.7987.0%2.9%
65Δ2.6191.9%3.6%2.8388.7%2.5%
70Δ2.5790.3%2.7%2.8690.5%2.1%
75Δ2.5388.7%1.8%2.9092.2%1.6%
80Δ2.9393.9%1.2%

20Δ

Calls
Pseudo strike
2.94
IV
106.3%
B/E move
11.9%
Puts
Pseudo strike
2.53
IV
73.3%
B/E move
6.2%

25Δ

Calls
Pseudo strike
2.90
IV
104.7%
B/E move
11.0%
Puts
Pseudo strike
2.56
IV
75.0%
B/E move
5.8%

30Δ

Calls
Pseudo strike
2.87
IV
103.1%
B/E move
10.1%
Puts
Pseudo strike
2.59
IV
76.8%
B/E move
5.4%

35Δ

Calls
Pseudo strike
2.83
IV
101.5%
B/E move
9.2%
Puts
Pseudo strike
2.63
IV
78.5%
B/E move
5.0%

40Δ

Calls
Pseudo strike
2.79
IV
99.9%
B/E move
8.2%
Puts
Pseudo strike
2.66
IV
80.2%
B/E move
4.6%

45Δ

Calls
Pseudo strike
2.76
IV
98.3%
B/E move
7.3%
Puts
Pseudo strike
2.69
IV
81.9%
B/E move
4.1%

50Δ

Calls
Pseudo strike
2.72
IV
96.7%
B/E move
6.4%
Puts
Pseudo strike
2.73
IV
83.6%
B/E move
3.7%

55Δ

Calls
Pseudo strike
2.68
IV
95.1%
B/E move
5.5%
Puts
Pseudo strike
2.76
IV
85.3%
B/E move
3.3%

60Δ

Calls
Pseudo strike
2.64
IV
93.5%
B/E move
4.6%
Puts
Pseudo strike
2.79
IV
87.0%
B/E move
2.9%

65Δ

Calls
Pseudo strike
2.61
IV
91.9%
B/E move
3.6%
Puts
Pseudo strike
2.83
IV
88.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
2.57
IV
90.3%
B/E move
2.7%
Puts
Pseudo strike
2.86
IV
90.5%
B/E move
2.1%

75Δ

Calls
Pseudo strike
2.53
IV
88.7%
B/E move
1.8%
Puts
Pseudo strike
2.90
IV
92.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.93
IV
93.9%
B/E move
1.2%

Options history

IV · four-Friday blend278.77%
Daily close
TLRY63.9%213.7%363.6%2026-08-17: 93.34%2026-08-18: 84.55%2026-08-21: 133.65%2026-08-24: 197.72%2026-08-25: 90.89%2026-08-28: 155.90%2026-08-31: 180.55%2026-09-01: 117.04%2026-09-02: 162.29%2026-09-04: 163.33%2026-09-11: 135.80%2026-09-15: 84.95%2026-09-18: 214.86%2026-09-25: 159.32%2026-09-28: 99.98%2026-09-29: 199.68%2026-10-02: 106.81%2026-10-05: 197.30%2026-10-06: 114.61%2026-10-07: 214.81%2026-10-09: 272.45%2026-10-16: 342.94%2026-10-19: 254.30%2026-10-20: 273.47%2026-10-23: 340.88%2026-10-30: 278.77%Aug 17Sep 18Oct 30
26 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
93.34%
84.55%
133.65%
197.72%
90.89%
155.90%
180.55%
117.04%
162.29%
163.33%
135.80%
84.95%
214.86%
159.32%
99.98%
199.68%
106.81%
197.30%
114.61%
214.81%
272.45%
342.94%
254.30%
273.47%
340.88%
278.77%