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Teekay Tankers Ltd. TNK

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Market datapartial · fetched 2026-10-23T17:38:36.245Z

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 · 2026-10-23T17:35:51.973524518Z

FundamentalsAlpha Vantage · unavailable

Share price$96.98
1D-0.1%
$96.08$96.79$97.50$98.21$98.925:30 AM6:30 AM9:00 AM1:00 PMTNK
Sold putSold call

Teekay Tankers Ltd. options

Live interpolated TNK call and put midpoint premiums by absolute delta.Teekay Tankers Ltd.$1.18$5.05$8.91$12.78$16.65$78.75$88.10$97.45$106.80$116.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TNK spot · $96.98TNK PRICE$1.60$2.13$2.69$3.19$3.97$4.79$5.65$6.81$7.66$8.60$10.15$11.60$13.67$1.70$2.30$3.30$3.94$4.42$5.35$6.40$7.50$9.20$10.44$11.58$13.21$15.53
PutsExpensive1.07×
CallsExpensive1.09×
SkewBullish-3.52 pp
Implied moveBearish±$12.04
TiltBearish7.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.5456.9%17.7%86.9652.0%12.1%
25Δ109.6557.4%15.3%89.0753.0%10.5%
30Δ107.0756.8%13.2%90.4459.1%10.2%
35Δ104.3254.7%10.9%92.6056.9%8.6%
40Δ102.3655.7%9.6%94.7353.0%6.9%
45Δ100.4857.3%8.5%96.5752.9%5.9%
50Δ98.5057.7%7.4%98.3953.8%5.1%
55Δ96.5259.8%6.5%100.2654.1%4.3%
60Δ94.6159.1%5.5%102.5356.3%3.8%
65Δ92.6056.9%4.3%104.4755.8%3.0%
70Δ90.4159.3%3.7%106.3353.3%2.3%
75Δ88.2259.1%2.9%108.5452.8%1.7%
80Δ85.5560.9%2.3%111.3553.0%1.2%

20Δ

Calls
Pseudo strike
112.54
IV
56.9%
B/E move
17.7%
Puts
Pseudo strike
86.96
IV
52.0%
B/E move
12.1%

25Δ

Calls
Pseudo strike
109.65
IV
57.4%
B/E move
15.3%
Puts
Pseudo strike
89.07
IV
53.0%
B/E move
10.5%

30Δ

Calls
Pseudo strike
107.07
IV
56.8%
B/E move
13.2%
Puts
Pseudo strike
90.44
IV
59.1%
B/E move
10.2%

35Δ

Calls
Pseudo strike
104.32
IV
54.7%
B/E move
10.9%
Puts
Pseudo strike
92.60
IV
56.9%
B/E move
8.6%

40Δ

Calls
Pseudo strike
102.36
IV
55.7%
B/E move
9.6%
Puts
Pseudo strike
94.73
IV
53.0%
B/E move
6.9%

45Δ

Calls
Pseudo strike
100.48
IV
57.3%
B/E move
8.5%
Puts
Pseudo strike
96.57
IV
52.9%
B/E move
5.9%

50Δ

Calls
Pseudo strike
98.50
IV
57.7%
B/E move
7.4%
Puts
Pseudo strike
98.39
IV
53.8%
B/E move
5.1%

55Δ

Calls
Pseudo strike
96.52
IV
59.8%
B/E move
6.5%
Puts
Pseudo strike
100.26
IV
54.1%
B/E move
4.3%

60Δ

Calls
Pseudo strike
94.61
IV
59.1%
B/E move
5.5%
Puts
Pseudo strike
102.53
IV
56.3%
B/E move
3.8%

65Δ

Calls
Pseudo strike
92.60
IV
56.9%
B/E move
4.3%
Puts
Pseudo strike
104.47
IV
55.8%
B/E move
3.0%

70Δ

Calls
Pseudo strike
90.41
IV
59.3%
B/E move
3.7%
Puts
Pseudo strike
106.33
IV
53.3%
B/E move
2.3%

75Δ

Calls
Pseudo strike
88.22
IV
59.1%
B/E move
2.9%
Puts
Pseudo strike
108.54
IV
52.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
85.55
IV
60.9%
B/E move
2.3%
Puts
Pseudo strike
111.35
IV
53.0%
B/E move
1.2%

Options history

No recorded observations