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Teekay Tankers Ltd. TNK

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Market datapartial · fetched 2026-10-23T02:22:06.724Z

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 · 2026-10-22T23:00:00.00405175Z

FundamentalsAlpha Vantage · unavailable

Share price$95.31
1D+1.4%
AH$93.63$94.20$94.78$95.35$95.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTNK
Sold putSold callAH

Teekay Tankers Ltd. options

Live interpolated TNK call and put midpoint premiums by absolute delta.Teekay Tankers Ltd.$1.01$5.82$10.62$15.43$20.24$76.92$86.17$95.41$104.65$113.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TNK spot · $95.31TNK PRICE$1.53$2.00$2.51$3.11$3.70$4.36$4.96$5.65$6.96$7.85$8.86$10.12$11.33$1.80$2.22$2.75$3.66$4.61$5.32$6.43$7.59$9.18$11.17$12.92$15.09$18.85
PutsFair1.02×
CallsFair0.98×
SkewBearish+3.58 pp
Implied moveBearish±$11.39
TiltBearish16.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ110.1954.7%17.2%84.8555.5%12.9%
25Δ107.1953.6%14.6%87.4651.7%10.6%
30Δ104.5252.8%12.3%89.7049.8%8.8%
35Δ102.4953.0%10.8%91.4151.9%7.9%
40Δ100.3752.4%9.2%93.1154.1%7.1%
45Δ98.4952.1%7.9%94.8853.2%6.0%
50Δ96.6750.3%6.6%96.7653.7%5.2%
55Δ94.8549.3%5.4%98.6554.5%4.5%
60Δ93.1152.8%5.0%100.8656.2%3.8%
65Δ91.3651.7%4.1%103.4058.9%3.2%
70Δ89.5651.2%3.3%105.7958.8%2.6%
75Δ87.6950.5%2.6%108.5559.2%1.9%
80Δ85.8649.1%2.0%112.7862.7%1.4%

20Δ

Calls
Pseudo strike
110.19
IV
54.7%
B/E move
17.2%
Puts
Pseudo strike
84.85
IV
55.5%
B/E move
12.9%

25Δ

Calls
Pseudo strike
107.19
IV
53.6%
B/E move
14.6%
Puts
Pseudo strike
87.46
IV
51.7%
B/E move
10.6%

30Δ

Calls
Pseudo strike
104.52
IV
52.8%
B/E move
12.3%
Puts
Pseudo strike
89.70
IV
49.8%
B/E move
8.8%

35Δ

Calls
Pseudo strike
102.49
IV
53.0%
B/E move
10.8%
Puts
Pseudo strike
91.41
IV
51.9%
B/E move
7.9%

40Δ

Calls
Pseudo strike
100.37
IV
52.4%
B/E move
9.2%
Puts
Pseudo strike
93.11
IV
54.1%
B/E move
7.1%

45Δ

Calls
Pseudo strike
98.49
IV
52.1%
B/E move
7.9%
Puts
Pseudo strike
94.88
IV
53.2%
B/E move
6.0%

50Δ

Calls
Pseudo strike
96.67
IV
50.3%
B/E move
6.6%
Puts
Pseudo strike
96.76
IV
53.7%
B/E move
5.2%

55Δ

Calls
Pseudo strike
94.85
IV
49.3%
B/E move
5.4%
Puts
Pseudo strike
98.65
IV
54.5%
B/E move
4.5%

60Δ

Calls
Pseudo strike
93.11
IV
52.8%
B/E move
5.0%
Puts
Pseudo strike
100.86
IV
56.2%
B/E move
3.8%

65Δ

Calls
Pseudo strike
91.36
IV
51.7%
B/E move
4.1%
Puts
Pseudo strike
103.40
IV
58.9%
B/E move
3.2%

70Δ

Calls
Pseudo strike
89.56
IV
51.2%
B/E move
3.3%
Puts
Pseudo strike
105.79
IV
58.8%
B/E move
2.6%

75Δ

Calls
Pseudo strike
87.69
IV
50.5%
B/E move
2.6%
Puts
Pseudo strike
108.55
IV
59.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
85.86
IV
49.1%
B/E move
2.0%
Puts
Pseudo strike
112.78
IV
62.7%
B/E move
1.4%

Options history

No recorded observations