IntraAlpha
Create free account Start free

Teekay Tankers Ltd. TNK

i

Market datapartial · fetched 2026-10-23T04:10:39.654Z

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$5.80$10.59$15.38$20.17$76.67$85.99$95.30$104.61$113.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TNK spot · $95.31TNK PRICE$1.53$2.00$2.51$3.12$3.70$4.37$4.96$5.66$6.96$7.86$8.87$10.13$11.35$1.80$2.22$2.75$3.65$4.60$5.32$6.42$7.58$9.15$11.15$12.89$15.06$18.79
PutsExpensive1.10×
CallsFair1.00×
SkewBearish+3.52 pp
Implied moveBearish±$11.38
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ110.1855.7%17.2%84.8556.4%12.9%
25Δ107.1854.5%14.6%87.4552.6%10.6%
30Δ104.5153.8%12.3%89.7050.6%8.8%
35Δ102.4954.0%10.8%91.4052.7%7.9%
40Δ100.3653.3%9.2%93.1155.0%7.1%
45Δ98.4953.1%7.9%94.8754.1%6.0%
50Δ96.6651.2%6.6%96.7554.6%5.2%
55Δ94.8450.3%5.4%98.6355.4%4.5%
60Δ93.1053.8%5.0%100.8357.1%3.8%
65Δ91.3552.7%4.1%103.3759.8%3.2%
70Δ89.5552.2%3.3%105.7559.8%2.6%
75Δ87.6751.5%2.6%108.5160.2%2.0%
80Δ85.8350.1%2.0%112.7163.6%1.5%

20Δ

Calls
Pseudo strike
110.18
IV
55.7%
B/E move
17.2%
Puts
Pseudo strike
84.85
IV
56.4%
B/E move
12.9%

25Δ

Calls
Pseudo strike
107.18
IV
54.5%
B/E move
14.6%
Puts
Pseudo strike
87.45
IV
52.6%
B/E move
10.6%

30Δ

Calls
Pseudo strike
104.51
IV
53.8%
B/E move
12.3%
Puts
Pseudo strike
89.70
IV
50.6%
B/E move
8.8%

35Δ

Calls
Pseudo strike
102.49
IV
54.0%
B/E move
10.8%
Puts
Pseudo strike
91.40
IV
52.7%
B/E move
7.9%

40Δ

Calls
Pseudo strike
100.36
IV
53.3%
B/E move
9.2%
Puts
Pseudo strike
93.11
IV
55.0%
B/E move
7.1%

45Δ

Calls
Pseudo strike
98.49
IV
53.1%
B/E move
7.9%
Puts
Pseudo strike
94.87
IV
54.1%
B/E move
6.0%

50Δ

Calls
Pseudo strike
96.66
IV
51.2%
B/E move
6.6%
Puts
Pseudo strike
96.75
IV
54.6%
B/E move
5.2%

55Δ

Calls
Pseudo strike
94.84
IV
50.3%
B/E move
5.4%
Puts
Pseudo strike
98.63
IV
55.4%
B/E move
4.5%

60Δ

Calls
Pseudo strike
93.10
IV
53.8%
B/E move
5.0%
Puts
Pseudo strike
100.83
IV
57.1%
B/E move
3.8%

65Δ

Calls
Pseudo strike
91.35
IV
52.7%
B/E move
4.1%
Puts
Pseudo strike
103.37
IV
59.8%
B/E move
3.2%

70Δ

Calls
Pseudo strike
89.55
IV
52.2%
B/E move
3.3%
Puts
Pseudo strike
105.75
IV
59.8%
B/E move
2.6%

75Δ

Calls
Pseudo strike
87.67
IV
51.5%
B/E move
2.6%
Puts
Pseudo strike
108.51
IV
60.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
85.83
IV
50.1%
B/E move
2.0%
Puts
Pseudo strike
112.71
IV
63.6%
B/E move
1.5%

Options history

No recorded observations