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Tilray Inc TLRY

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-10-21T17:48:49.405Z

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

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 · 2026-10-21T17:48:27.639320788Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-21T17:48:49.033421+00:00

Share price$2.99
1D-2.0%
$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$0.07$0.17$0.27$0.38$0.48$2.04$2.48$2.92$3.36$3.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TLRY spot · $2.99TLRY PRICE$0.45$0.39$0.32$0.26$0.19$0.13$0.08$0.14$0.20$0.26$0.32$0.38$0.44$0.36$0.31$0.27$0.22$0.18$0.13$0.08
PutsExpensive5.32×
CallsExpensive5.03×
SkewBearish+60.19 pp
Implied moveBearish±$0.16
TiltBullish39.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.11720.6%119.5%1.93592.2%47.4%
25Δ5.58611.8%99.6%2.10509.4%40.1%
30Δ5.05503.1%79.6%2.28426.6%32.8%
35Δ4.52394.3%59.6%2.45343.7%25.5%
40Δ3.98285.6%39.6%2.62260.9%18.2%
45Δ3.45176.8%19.7%2.79178.0%10.9%
50Δ2.9987.1%2.6%2.9795.2%3.6%
55Δ2.92105.4%2.4%
60Δ2.86123.7%2.3%
65Δ2.79141.9%2.1%
70Δ2.73160.2%1.9%
75Δ2.66178.5%1.7%
80Δ2.60196.8%1.5%

20Δ

Calls
Pseudo strike
6.11
IV
720.6%
B/E move
119.5%
Puts
Pseudo strike
1.93
IV
592.2%
B/E move
47.4%

25Δ

Calls
Pseudo strike
5.58
IV
611.8%
B/E move
99.6%
Puts
Pseudo strike
2.10
IV
509.4%
B/E move
40.1%

30Δ

Calls
Pseudo strike
5.05
IV
503.1%
B/E move
79.6%
Puts
Pseudo strike
2.28
IV
426.6%
B/E move
32.8%

35Δ

Calls
Pseudo strike
4.52
IV
394.3%
B/E move
59.6%
Puts
Pseudo strike
2.45
IV
343.7%
B/E move
25.5%

40Δ

Calls
Pseudo strike
3.98
IV
285.6%
B/E move
39.6%
Puts
Pseudo strike
2.62
IV
260.9%
B/E move
18.2%

45Δ

Calls
Pseudo strike
3.45
IV
176.8%
B/E move
19.7%
Puts
Pseudo strike
2.79
IV
178.0%
B/E move
10.9%

50Δ

Calls
Pseudo strike
2.99
IV
87.1%
B/E move
2.6%
Puts
Pseudo strike
2.97
IV
95.2%
B/E move
3.6%

55Δ

Calls
Pseudo strike
2.92
IV
105.4%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.86
IV
123.7%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.79
IV
141.9%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.73
IV
160.2%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.66
IV
178.5%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.60
IV
196.8%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

TLRY254.99255.24255.502026-10-20: 255.24%Oct 20Oct 20
Table
DateIV
255.24%