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Teekay Tankers Ltd. TNK

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Market datapartial · fetched 2026-11-13T02:12:59.694Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T00:00:00.003324187Z

FundamentalsAlpha Vantage · unavailable

Share price$88.50
1D-0.6%
AH$86$87$88$89$905:30 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.$0.55$2.74$4.92$7.11$9.30$78.74$83.76$88.79$93.82$98.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TNK spot · $88.50TNK PRICE$0.79$0.97$1.27$1.57$1.88$2.20$2.58$2.97$3.36$3.76$4.15$4.56$5.13$0.97$1.27$1.50$1.98$2.45$2.92$3.40$3.75$4.59$5.51$6.43$7.21$8.67
PutsExpensive1.08×
CallsCheap0.76×
SkewBearish+11.38 pp
Implied moveBearish±$5.97
TiltBearish18.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.3355.6%8.6%82.1262.1%8.3%
25Δ93.3549.1%6.6%83.5861.5%7.0%
30Δ92.4349.8%5.9%85.0157.6%5.6%
35Δ91.5150.5%5.2%85.9958.5%5.1%
40Δ90.6051.3%4.5%86.9859.4%4.5%
45Δ89.7051.7%3.8%87.9660.3%3.9%
50Δ88.8551.4%3.3%88.9461.2%3.3%
55Δ88.0650.0%2.9%89.8758.1%2.7%
60Δ87.2848.6%2.4%91.0559.2%2.3%
65Δ86.4947.2%2.0%92.2861.1%2.0%
70Δ85.7045.8%1.5%93.5163.0%1.6%
75Δ84.9144.4%1.1%94.6361.9%1.2%
80Δ84.0943.3%0.8%96.3762.7%0.9%

20Δ

Calls
Pseudo strike
95.33
IV
55.6%
B/E move
8.6%
Puts
Pseudo strike
82.12
IV
62.1%
B/E move
8.3%

25Δ

Calls
Pseudo strike
93.35
IV
49.1%
B/E move
6.6%
Puts
Pseudo strike
83.58
IV
61.5%
B/E move
7.0%

30Δ

Calls
Pseudo strike
92.43
IV
49.8%
B/E move
5.9%
Puts
Pseudo strike
85.01
IV
57.6%
B/E move
5.6%

35Δ

Calls
Pseudo strike
91.51
IV
50.5%
B/E move
5.2%
Puts
Pseudo strike
85.99
IV
58.5%
B/E move
5.1%

40Δ

Calls
Pseudo strike
90.60
IV
51.3%
B/E move
4.5%
Puts
Pseudo strike
86.98
IV
59.4%
B/E move
4.5%

45Δ

Calls
Pseudo strike
89.70
IV
51.7%
B/E move
3.8%
Puts
Pseudo strike
87.96
IV
60.3%
B/E move
3.9%

50Δ

Calls
Pseudo strike
88.85
IV
51.4%
B/E move
3.3%
Puts
Pseudo strike
88.94
IV
61.2%
B/E move
3.3%

55Δ

Calls
Pseudo strike
88.06
IV
50.0%
B/E move
2.9%
Puts
Pseudo strike
89.87
IV
58.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
87.28
IV
48.6%
B/E move
2.4%
Puts
Pseudo strike
91.05
IV
59.2%
B/E move
2.3%

65Δ

Calls
Pseudo strike
86.49
IV
47.2%
B/E move
2.0%
Puts
Pseudo strike
92.28
IV
61.1%
B/E move
2.0%

70Δ

Calls
Pseudo strike
85.70
IV
45.8%
B/E move
1.5%
Puts
Pseudo strike
93.51
IV
63.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
84.91
IV
44.4%
B/E move
1.1%
Puts
Pseudo strike
94.63
IV
61.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
84.09
IV
43.3%
B/E move
0.8%
Puts
Pseudo strike
96.37
IV
62.7%
B/E move
0.9%

Options history

IV · four-Friday blend55.86%
Daily EOD
TNK48.8%52.6%56.4%2026-10-19: 50.59%2026-10-20: 50.25%2026-10-21: 49.58%2026-10-22: 49.33%2026-10-23: 51.12%2026-10-26: 54.47%2026-10-27: 54.51%2026-10-28: 54.76%2026-10-29: 55.74%2026-10-30: 55.86%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
50.59%
50.25%
49.58%
49.33%
51.12%
54.47%
54.51%
54.76%
55.74%
55.86%