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Travel + Leisure Co. TNL

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Market datapartial · fetched 2026-10-22T18:27:09.630Z

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 · 2026-10-22T18:26:14.035143493Z

FundamentalsAlpha Vantage · unavailable

Share price$67.30
1D-0.1%
$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$3.02$5.18$7.34$9.50$57.08$62.15$67.23$72.31$77.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TNL spot · $67.30TNL PRICE$1.32$1.28$1.34$1.59$1.88$2.23$2.58$3.24$4.11$4.87$5.19$5.51$6.12$1.09$1.42$1.81$2.22$2.64$3.08$3.50$3.90$4.29$5.13$6.07$7.34$8.88
PutsExpensive1.31×
CallsExpensive1.27×
SkewBearish+0.68 pp
Implied moveBearish±$6.08
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.6574.1%26.3%60.7447.9%11.4%
25Δ76.8253.1%16.1%62.2646.9%9.6%
30Δ72.0439.3%9.0%63.5346.4%8.3%
35Δ70.8037.7%7.6%64.7446.0%7.1%
40Δ69.6836.5%6.3%65.8645.1%6.1%
45Δ68.7736.3%5.5%66.9544.2%5.1%
50Δ67.8736.1%4.7%67.9642.7%4.2%
55Δ66.8838.5%4.2%68.8840.8%3.4%
60Δ65.8342.6%3.9%69.8138.9%2.6%
65Δ64.8345.2%3.6%70.9739.5%2.1%
70Δ64.0341.8%2.9%72.2040.7%1.7%
75Δ63.2238.4%2.1%73.7442.1%1.3%
80Δ62.1836.7%1.5%75.5343.9%1.0%

20Δ

Calls
Pseudo strike
83.65
IV
74.1%
B/E move
26.3%
Puts
Pseudo strike
60.74
IV
47.9%
B/E move
11.4%

25Δ

Calls
Pseudo strike
76.82
IV
53.1%
B/E move
16.1%
Puts
Pseudo strike
62.26
IV
46.9%
B/E move
9.6%

30Δ

Calls
Pseudo strike
72.04
IV
39.3%
B/E move
9.0%
Puts
Pseudo strike
63.53
IV
46.4%
B/E move
8.3%

35Δ

Calls
Pseudo strike
70.80
IV
37.7%
B/E move
7.6%
Puts
Pseudo strike
64.74
IV
46.0%
B/E move
7.1%

40Δ

Calls
Pseudo strike
69.68
IV
36.5%
B/E move
6.3%
Puts
Pseudo strike
65.86
IV
45.1%
B/E move
6.1%

45Δ

Calls
Pseudo strike
68.77
IV
36.3%
B/E move
5.5%
Puts
Pseudo strike
66.95
IV
44.2%
B/E move
5.1%

50Δ

Calls
Pseudo strike
67.87
IV
36.1%
B/E move
4.7%
Puts
Pseudo strike
67.96
IV
42.7%
B/E move
4.2%

55Δ

Calls
Pseudo strike
66.88
IV
38.5%
B/E move
4.2%
Puts
Pseudo strike
68.88
IV
40.8%
B/E move
3.4%

60Δ

Calls
Pseudo strike
65.83
IV
42.6%
B/E move
3.9%
Puts
Pseudo strike
69.81
IV
38.9%
B/E move
2.6%

65Δ

Calls
Pseudo strike
64.83
IV
45.2%
B/E move
3.6%
Puts
Pseudo strike
70.97
IV
39.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
64.03
IV
41.8%
B/E move
2.9%
Puts
Pseudo strike
72.20
IV
40.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
63.22
IV
38.4%
B/E move
2.1%
Puts
Pseudo strike
73.74
IV
42.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
62.18
IV
36.7%
B/E move
1.5%
Puts
Pseudo strike
75.53
IV
43.9%
B/E move
1.0%

Options history

No recorded observations