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Turning Point Brands, Inc. TPB

i

Market dataready · fetched 2026-11-12T00:56:09.883Z

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 · 2026-11-12T00:00:00.002046526Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:56:09.453807+00:00

Share price$58.81
1D-4.5%
AH$58.54$59.36$60.18$61.00$61.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTPB
Sold putSold callAH

Turning Point Brands, Inc. options

Live interpolated TPB call and put midpoint premiums by absolute delta.Turning Point Brands, Inc.$0.44$1.57$2.70$3.83$4.96$35.49$45.57$55.66$65.74$75.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ 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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive TPB spot · $58.81TPB PRICE$0.59$0.79$0.98$1.18$1.37$1.70$2.19$2.68$3.17$3.66$4.14$4.63$0.56$0.79$1.01$1.24$1.46$1.69$1.91$2.14
Puts——
Calls——
Skew——
Implied moveBullish±$4.11
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.0156.7%9.9%55.1651.3%7.2%
25Δ63.1356.0%8.7%55.7850.6%6.5%
30Δ62.2455.3%7.5%56.4049.8%5.8%
35Δ61.3654.6%6.3%57.0249.1%5.1%
40Δ60.4753.9%5.2%57.6448.4%4.5%
45Δ59.6554.3%4.3%58.2647.7%3.8%
50Δ58.9156.1%3.9%58.8747.0%3.1%
55Δ58.1657.9%3.5%59.4946.3%2.5%
60Δ57.4259.6%3.0%
65Δ56.6761.4%2.6%
70Δ55.9363.1%2.1%
75Δ55.1864.9%1.7%
80Δ

20Δ

Calls
Pseudo strike
64.01
IV
56.7%
B/E move
9.9%
Puts
Pseudo strike
55.16
IV
51.3%
B/E move
7.2%

25Δ

Calls
Pseudo strike
63.13
IV
56.0%
B/E move
8.7%
Puts
Pseudo strike
55.78
IV
50.6%
B/E move
6.5%

30Δ

Calls
Pseudo strike
62.24
IV
55.3%
B/E move
7.5%
Puts
Pseudo strike
56.40
IV
49.8%
B/E move
5.8%

35Δ

Calls
Pseudo strike
61.36
IV
54.6%
B/E move
6.3%
Puts
Pseudo strike
57.02
IV
49.1%
B/E move
5.1%

40Δ

Calls
Pseudo strike
60.47
IV
53.9%
B/E move
5.2%
Puts
Pseudo strike
57.64
IV
48.4%
B/E move
4.5%

45Δ

Calls
Pseudo strike
59.65
IV
54.3%
B/E move
4.3%
Puts
Pseudo strike
58.26
IV
47.7%
B/E move
3.8%

50Δ

Calls
Pseudo strike
58.91
IV
56.1%
B/E move
3.9%
Puts
Pseudo strike
58.87
IV
47.0%
B/E move
3.1%

55Δ

Calls
Pseudo strike
58.16
IV
57.9%
B/E move
3.5%
Puts
Pseudo strike
59.49
IV
46.3%
B/E move
2.5%

60Δ

Calls
Pseudo strike
57.42
IV
59.6%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
56.67
IV
61.4%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
55.93
IV
63.1%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
55.18
IV
64.9%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend62.52%
Daily EOD
TPB58.9%61.8%64.8%2026-10-19: 59.73%2026-10-20: 59.84%2026-10-21: 59.29%2026-10-22: 61.05%2026-10-23: 61.61%2026-10-26: 64.40%2026-10-27: 62.66%2026-10-28: 62.07%2026-10-29: 62.86%2026-10-30: 62.52%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
59.73%
59.84%
59.29%
61.05%
61.61%
64.40%
62.66%
62.07%
62.86%
62.52%