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Travel + Leisure Co. TNL

CONSUMER CYCLICAL · TRAVEL SERVICES
i

Market dataready · fetched 2026-11-12T16:42:13.905Z

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 · 2026-11-12T16:42:09.115168968Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:42:13.129617+00:00

Share price$79.14
1D+2.8%
$76.73$77.71$78.69$79.67$80.655:30 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.$0.50$2.08$3.66$5.24$6.82$71.84$75.42$78.99$82.57$86.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TNL spot · $79.14TNL PRICE$0.67$0.85$1.03$1.21$1.42$1.70$1.98$2.27$2.55$3.51$4.87$6.36$1.24$1.30$1.36$1.41$1.57$1.77$1.96$2.16
Puts——
Calls——
Skew——
Implied moveBearish±$3.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.37144.3%20.2%
25Δ82.5539.6%5.2%72.0186.9%10.6%
30Δ81.8538.7%4.5%75.8158.7%5.9%
35Δ81.1837.9%3.9%77.1449.1%4.3%
40Δ80.5037.2%3.3%77.9644.9%3.5%
45Δ79.8636.6%2.7%78.6042.7%2.9%
50Δ79.3236.4%2.4%79.2440.4%2.4%
55Δ78.7836.3%2.1%79.8738.2%1.8%
60Δ78.2436.1%1.7%
65Δ77.7036.0%1.4%
70Δ76.6442.6%1.3%
75Δ75.2853.0%1.3%
80Δ73.6560.4%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.37
IV
144.3%
B/E move
20.2%

25Δ

Calls
Pseudo strike
82.55
IV
39.6%
B/E move
5.2%
Puts
Pseudo strike
72.01
IV
86.9%
B/E move
10.6%

30Δ

Calls
Pseudo strike
81.85
IV
38.7%
B/E move
4.5%
Puts
Pseudo strike
75.81
IV
58.7%
B/E move
5.9%

35Δ

Calls
Pseudo strike
81.18
IV
37.9%
B/E move
3.9%
Puts
Pseudo strike
77.14
IV
49.1%
B/E move
4.3%

40Δ

Calls
Pseudo strike
80.50
IV
37.2%
B/E move
3.3%
Puts
Pseudo strike
77.96
IV
44.9%
B/E move
3.5%

45Δ

Calls
Pseudo strike
79.86
IV
36.6%
B/E move
2.7%
Puts
Pseudo strike
78.60
IV
42.7%
B/E move
2.9%

50Δ

Calls
Pseudo strike
79.32
IV
36.4%
B/E move
2.4%
Puts
Pseudo strike
79.24
IV
40.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
78.78
IV
36.3%
B/E move
2.1%
Puts
Pseudo strike
79.87
IV
38.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
78.24
IV
36.1%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
77.70
IV
36.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
76.64
IV
42.6%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
75.28
IV
53.0%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
73.65
IV
60.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.56%
Daily EOD
TNL33.2%36.0%38.8%2026-10-19: 36.03%2026-10-20: 36.33%2026-10-21: 34.86%2026-10-22: 35.84%2026-10-23: 37.39%2026-10-26: 38.40%2026-10-27: 33.97%2026-10-28: 33.55%2026-10-29: 33.62%2026-10-30: 33.56%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.03%
36.33%
34.86%
35.84%
37.39%
38.40%
33.97%
33.55%
33.62%
33.56%