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Travel + Leisure Co. TNL

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Market datapartial · fetched 2026-10-22T20:52:14.494Z

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 · 2026-10-22T20:35:00.051172594Z

FundamentalsAlpha Vantage · unavailable

Share price$67.32
1D-0.0%
AH$66.52$66.86$67.19$67.52$67.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTNL
Sold putSold callAH

Travel + Leisure Co. options

Live interpolated TNL call and put midpoint premiums by absolute delta.Travel + Leisure Co.$0.84$3.15$5.46$7.77$10.07$57.08$62.07$67.05$72.03$77.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TNL spot · $67.32TNL PRICE$1.23$1.14$1.34$1.59$1.87$2.23$2.59$3.21$4.05$4.80$5.14$5.48$5.90$1.09$1.43$1.82$2.22$2.65$3.09$3.52$3.93$4.34$5.20$6.12$7.42$9.41
PutsExpensive1.32×
CallsExpensive1.22×
SkewBearish+2.88 pp
Implied moveBearish±$6.11
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.4064.4%21.3%60.7648.0%11.4%
25Δ73.9042.9%11.5%62.2847.0%9.6%
30Δ72.0639.2%9.0%63.5446.5%8.3%
35Δ70.8237.6%7.6%64.7646.1%7.1%
40Δ69.6936.4%6.3%65.8845.2%6.1%
45Δ68.7936.3%5.5%66.9844.3%5.1%
50Δ67.9036.2%4.7%67.9942.9%4.2%
55Δ66.9238.2%4.2%68.9341.1%3.4%
60Δ65.8841.9%3.9%69.8739.3%2.7%
65Δ64.8844.5%3.5%71.0540.0%2.2%
70Δ64.0741.3%2.8%72.2741.1%1.7%
75Δ63.2738.0%2.1%73.8342.5%1.3%
80Δ62.4035.3%1.5%76.0645.7%1.0%

20Δ

Calls
Pseudo strike
80.40
IV
64.4%
B/E move
21.3%
Puts
Pseudo strike
60.76
IV
48.0%
B/E move
11.4%

25Δ

Calls
Pseudo strike
73.90
IV
42.9%
B/E move
11.5%
Puts
Pseudo strike
62.28
IV
47.0%
B/E move
9.6%

30Δ

Calls
Pseudo strike
72.06
IV
39.2%
B/E move
9.0%
Puts
Pseudo strike
63.54
IV
46.5%
B/E move
8.3%

35Δ

Calls
Pseudo strike
70.82
IV
37.6%
B/E move
7.6%
Puts
Pseudo strike
64.76
IV
46.1%
B/E move
7.1%

40Δ

Calls
Pseudo strike
69.69
IV
36.4%
B/E move
6.3%
Puts
Pseudo strike
65.88
IV
45.2%
B/E move
6.1%

45Δ

Calls
Pseudo strike
68.79
IV
36.3%
B/E move
5.5%
Puts
Pseudo strike
66.98
IV
44.3%
B/E move
5.1%

50Δ

Calls
Pseudo strike
67.90
IV
36.2%
B/E move
4.7%
Puts
Pseudo strike
67.99
IV
42.9%
B/E move
4.2%

55Δ

Calls
Pseudo strike
66.92
IV
38.2%
B/E move
4.2%
Puts
Pseudo strike
68.93
IV
41.1%
B/E move
3.4%

60Δ

Calls
Pseudo strike
65.88
IV
41.9%
B/E move
3.9%
Puts
Pseudo strike
69.87
IV
39.3%
B/E move
2.7%

65Δ

Calls
Pseudo strike
64.88
IV
44.5%
B/E move
3.5%
Puts
Pseudo strike
71.05
IV
40.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
64.07
IV
41.3%
B/E move
2.8%
Puts
Pseudo strike
72.27
IV
41.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
63.27
IV
38.0%
B/E move
2.1%
Puts
Pseudo strike
73.83
IV
42.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
62.40
IV
35.3%
B/E move
1.5%
Puts
Pseudo strike
76.06
IV
45.7%
B/E move
1.0%

Options history

No recorded observations