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Travel + Leisure Co. TNL

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Market datapartial · fetched 2026-10-22T18:43:20.733Z

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 · 2026-10-22T18:42:41.556723702Z

FundamentalsAlpha Vantage · unavailable

Share price$67.07
1D-0.4%
$66.52$66.86$67.19$67.52$67.855:30 AM6:30 AM9:00 AM1:00 PMTNL
Sold putSold call

Travel + Leisure Co. options

Live interpolated TNL call and put midpoint premiums by absolute delta.Travel + Leisure Co.$0.86$2.76$4.66$6.56$8.46$57.21$62.28$67.35$72.42$77.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TNL spot · $67.07TNL PRICE$1.32$1.28$1.37$1.62$1.93$2.30$2.66$3.45$4.33$4.96$5.32$5.67$7.62$1.07$1.39$1.77$2.16$2.57$2.99$3.40$3.77$4.15$4.73$5.63$6.62$7.91
PutsExpensive1.26×
CallsExpensive1.33×
SkewBullish-2.96 pp
Implied moveBearish±$6.06
TiltBearish4.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.4374.2%26.4%60.6447.1%11.2%
25Δ76.3752.7%15.8%62.1246.1%9.5%
30Δ71.9240.2%9.3%63.3845.4%8.1%
35Δ70.6438.6%7.7%64.5744.9%6.9%
40Δ69.5337.7%6.6%65.6744.1%5.9%
45Δ68.6037.6%5.7%66.7243.0%5.0%
50Δ67.6637.5%4.9%67.7241.7%4.1%
55Δ66.6241.2%4.5%68.6039.8%3.3%
60Δ65.5645.6%4.2%69.4737.8%2.6%
65Δ64.5946.3%3.7%70.4636.9%2.0%
70Δ63.7143.0%2.9%71.6237.8%1.6%
75Δ62.8339.7%2.1%72.8838.7%1.2%
80Δ60.6846.8%1.8%74.4239.5%0.8%

20Δ

Calls
Pseudo strike
83.43
IV
74.2%
B/E move
26.4%
Puts
Pseudo strike
60.64
IV
47.1%
B/E move
11.2%

25Δ

Calls
Pseudo strike
76.37
IV
52.7%
B/E move
15.8%
Puts
Pseudo strike
62.12
IV
46.1%
B/E move
9.5%

30Δ

Calls
Pseudo strike
71.92
IV
40.2%
B/E move
9.3%
Puts
Pseudo strike
63.38
IV
45.4%
B/E move
8.1%

35Δ

Calls
Pseudo strike
70.64
IV
38.6%
B/E move
7.7%
Puts
Pseudo strike
64.57
IV
44.9%
B/E move
6.9%

40Δ

Calls
Pseudo strike
69.53
IV
37.7%
B/E move
6.6%
Puts
Pseudo strike
65.67
IV
44.1%
B/E move
5.9%

45Δ

Calls
Pseudo strike
68.60
IV
37.6%
B/E move
5.7%
Puts
Pseudo strike
66.72
IV
43.0%
B/E move
5.0%

50Δ

Calls
Pseudo strike
67.66
IV
37.5%
B/E move
4.9%
Puts
Pseudo strike
67.72
IV
41.7%
B/E move
4.1%

55Δ

Calls
Pseudo strike
66.62
IV
41.2%
B/E move
4.5%
Puts
Pseudo strike
68.60
IV
39.8%
B/E move
3.3%

60Δ

Calls
Pseudo strike
65.56
IV
45.6%
B/E move
4.2%
Puts
Pseudo strike
69.47
IV
37.8%
B/E move
2.6%

65Δ

Calls
Pseudo strike
64.59
IV
46.3%
B/E move
3.7%
Puts
Pseudo strike
70.46
IV
36.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
63.71
IV
43.0%
B/E move
2.9%
Puts
Pseudo strike
71.62
IV
37.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
62.83
IV
39.7%
B/E move
2.1%
Puts
Pseudo strike
72.88
IV
38.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
60.68
IV
46.8%
B/E move
1.8%
Puts
Pseudo strike
74.42
IV
39.5%
B/E move
0.8%

Options history

No recorded observations