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Tilray Inc TLRY

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-10-21T16:58:22.200Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:58:20.447421974Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-21T16:58:21.787416+00:00

Share price$3.00
1D-1.8%
$2.95$2.98$3.01$3.04$3.075:30 AM6:30 AM9:00 AM1:00 PMTLRY
Sold putSold call

Tilray Inc options

Live interpolated TLRY call and put midpoint premiums by absolute delta.Tilray Inc$0.00$0.91$1.82$2.73$3.63$1.96$2.42$2.89$3.35$3.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TLRY spot · $3.00TLRY PRICE$0.46$0.39$0.33$0.26$0.20$0.13$0.07$0.12$0.18$0.24$0.30$0.36$0.42$0.36$0.31$0.26$0.21$0.17$0.12$0.10$0.65$1.19$1.74$2.28$2.83$3.37
PutsExpensive5.68×
CallsExpensive4.80×
SkewBearish+93.45 pp
Implied moveBearish±$0.17
TiltBearish59.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.16729.3%120.9%1.94587.9%47.0%
25Δ5.63620.7%101.2%2.12502.8%39.5%
30Δ5.11512.2%81.5%2.30417.8%32.0%
35Δ4.58403.6%61.8%2.48332.8%24.5%
40Δ4.06295.0%42.1%2.65247.8%17.0%
45Δ3.53186.4%22.4%2.83162.8%9.5%
50Δ3.0177.8%2.7%3.0387.2%2.3%
55Δ2.9493.3%2.2%3.57182.6%2.5%
60Δ2.87111.1%2.0%4.11278.1%2.6%
65Δ2.81128.9%1.8%4.65373.5%2.7%
70Δ2.74146.6%1.6%5.19468.9%2.8%
75Δ2.68164.4%1.5%5.73564.3%2.9%
80Δ2.61182.2%1.3%6.27659.8%3.0%

20Δ

Calls
Pseudo strike
6.16
IV
729.3%
B/E move
120.9%
Puts
Pseudo strike
1.94
IV
587.9%
B/E move
47.0%

25Δ

Calls
Pseudo strike
5.63
IV
620.7%
B/E move
101.2%
Puts
Pseudo strike
2.12
IV
502.8%
B/E move
39.5%

30Δ

Calls
Pseudo strike
5.11
IV
512.2%
B/E move
81.5%
Puts
Pseudo strike
2.30
IV
417.8%
B/E move
32.0%

35Δ

Calls
Pseudo strike
4.58
IV
403.6%
B/E move
61.8%
Puts
Pseudo strike
2.48
IV
332.8%
B/E move
24.5%

40Δ

Calls
Pseudo strike
4.06
IV
295.0%
B/E move
42.1%
Puts
Pseudo strike
2.65
IV
247.8%
B/E move
17.0%

45Δ

Calls
Pseudo strike
3.53
IV
186.4%
B/E move
22.4%
Puts
Pseudo strike
2.83
IV
162.8%
B/E move
9.5%

50Δ

Calls
Pseudo strike
3.01
IV
77.8%
B/E move
2.7%
Puts
Pseudo strike
3.03
IV
87.2%
B/E move
2.3%

55Δ

Calls
Pseudo strike
2.94
IV
93.3%
B/E move
2.2%
Puts
Pseudo strike
3.57
IV
182.6%
B/E move
2.5%

60Δ

Calls
Pseudo strike
2.87
IV
111.1%
B/E move
2.0%
Puts
Pseudo strike
4.11
IV
278.1%
B/E move
2.6%

65Δ

Calls
Pseudo strike
2.81
IV
128.9%
B/E move
1.8%
Puts
Pseudo strike
4.65
IV
373.5%
B/E move
2.7%

70Δ

Calls
Pseudo strike
2.74
IV
146.6%
B/E move
1.6%
Puts
Pseudo strike
5.19
IV
468.9%
B/E move
2.8%

75Δ

Calls
Pseudo strike
2.68
IV
164.4%
B/E move
1.5%
Puts
Pseudo strike
5.73
IV
564.3%
B/E move
2.9%

80Δ

Calls
Pseudo strike
2.61
IV
182.2%
B/E move
1.3%
Puts
Pseudo strike
6.27
IV
659.8%
B/E move
3.0%

Options history

No recorded observations