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Tompkins Financial Corporation TMP

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Market datapartial · fetched 2026-10-22T21:03:32.773Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.001198349Z

FundamentalsAlpha Vantage · unavailable

Share price$100.78
1D+2.1%
AH$98.51$99.21$99.91$100.62$101.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTMP
Sold putSold callAH

Tompkins Financial Corporation options

Live interpolated TMP call and put midpoint premiums by absolute delta.Tompkins Financial Corporation$1.85$4.64$7.44$10.24$13.04$84.91$92.98$101.05$109.12$117.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TMP spot · $100.78TMP PRICE$2.45$2.45$2.15$2.36$2.60$2.87$3.13$3.40$3.97$4.80$5.63$6.46$7.47$2.35$2.46$2.53$2.78$3.03$3.40$4.07$4.74$5.41$6.18$7.81$9.44$12.23
PutsCheap0.89×
CallsCheap0.81×
SkewBearish+1.91 pp
Implied moveBearish±$7.20
TiltBearish14.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ128.3586.9%29.8%87.5068.2%15.5%
25Δ116.1263.5%17.7%92.0154.8%11.1%
30Δ108.7642.8%10.0%95.3644.0%7.9%
35Δ106.1737.7%7.7%97.0840.0%6.4%
40Δ104.3234.2%6.1%98.7935.9%5.0%
45Δ103.0731.8%5.1%100.3633.0%3.8%
50Δ101.8229.5%4.1%101.5532.8%3.3%
55Δ100.5827.2%3.2%102.7432.7%2.8%
60Δ99.3826.5%2.5%103.9432.5%2.2%
65Δ98.2227.2%2.2%105.2232.6%1.7%
70Δ97.0627.8%1.9%107.1634.5%1.4%
75Δ95.9028.5%1.6%109.0936.4%1.1%
80Δ94.5729.1%1.2%112.1640.3%0.8%

20Δ

Calls
Pseudo strike
128.35
IV
86.9%
B/E move
29.8%
Puts
Pseudo strike
87.50
IV
68.2%
B/E move
15.5%

25Δ

Calls
Pseudo strike
116.12
IV
63.5%
B/E move
17.7%
Puts
Pseudo strike
92.01
IV
54.8%
B/E move
11.1%

30Δ

Calls
Pseudo strike
108.76
IV
42.8%
B/E move
10.0%
Puts
Pseudo strike
95.36
IV
44.0%
B/E move
7.9%

35Δ

Calls
Pseudo strike
106.17
IV
37.7%
B/E move
7.7%
Puts
Pseudo strike
97.08
IV
40.0%
B/E move
6.4%

40Δ

Calls
Pseudo strike
104.32
IV
34.2%
B/E move
6.1%
Puts
Pseudo strike
98.79
IV
35.9%
B/E move
5.0%

45Δ

Calls
Pseudo strike
103.07
IV
31.8%
B/E move
5.1%
Puts
Pseudo strike
100.36
IV
33.0%
B/E move
3.8%

50Δ

Calls
Pseudo strike
101.82
IV
29.5%
B/E move
4.1%
Puts
Pseudo strike
101.55
IV
32.8%
B/E move
3.3%

55Δ

Calls
Pseudo strike
100.58
IV
27.2%
B/E move
3.2%
Puts
Pseudo strike
102.74
IV
32.7%
B/E move
2.8%

60Δ

Calls
Pseudo strike
99.38
IV
26.5%
B/E move
2.5%
Puts
Pseudo strike
103.94
IV
32.5%
B/E move
2.2%

65Δ

Calls
Pseudo strike
98.22
IV
27.2%
B/E move
2.2%
Puts
Pseudo strike
105.22
IV
32.6%
B/E move
1.7%

70Δ

Calls
Pseudo strike
97.06
IV
27.8%
B/E move
1.9%
Puts
Pseudo strike
107.16
IV
34.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
95.90
IV
28.5%
B/E move
1.6%
Puts
Pseudo strike
109.09
IV
36.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
94.57
IV
29.1%
B/E move
1.2%
Puts
Pseudo strike
112.16
IV
40.3%
B/E move
0.8%

Options history

No recorded observations