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Turning Point Brands, Inc. TPB

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Market datapartial · fetched 2026-10-22T23:45:58.951Z

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 · 2026-10-22T23:00:00.003682654Z

FundamentalsAlpha Vantage · unavailable

Share price$66.87
1D+2.9%
AH$64$65$67$68$695:30 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.$0.89$4.51$8.13$11.74$15.36$50.01$58.51$67.01$75.52$84.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TPB spot · $66.87TPB PRICE$1.28$1.84$2.39$2.98$3.61$4.25$5.04$5.87$6.70$7.70$8.71$9.96$12.07$1.88$2.33$3.07$3.89$4.70$5.42$6.14$6.87$8.20$9.52$10.97$12.63$14.32
PutsExpensive1.40×
CallsExpensive1.21×
SkewBullish-1.54 pp
Implied moveBearish±$11.18
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.6765.2%21.1%56.6980.4%18.0%
25Δ77.9368.6%19.3%59.4474.5%14.6%
30Δ76.1972.0%17.5%61.4274.3%12.7%
35Δ74.3874.4%15.7%63.2175.6%11.3%
40Δ72.4274.6%13.7%65.0076.8%9.8%
45Δ70.4574.8%11.7%66.6874.1%8.4%
50Δ68.6175.1%10.1%68.3571.3%7.0%
55Δ66.8175.5%8.7%70.0368.7%5.5%
60Δ65.0175.8%7.2%71.9369.0%4.7%
65Δ63.2175.1%6.0%73.8269.4%3.8%
70Δ61.4174.3%4.9%75.8169.2%3.0%
75Δ59.4474.6%3.8%77.9668.3%2.3%
80Δ56.8379.0%3.0%80.1467.3%1.6%

20Δ

Calls
Pseudo strike
79.67
IV
65.2%
B/E move
21.1%
Puts
Pseudo strike
56.69
IV
80.4%
B/E move
18.0%

25Δ

Calls
Pseudo strike
77.93
IV
68.6%
B/E move
19.3%
Puts
Pseudo strike
59.44
IV
74.5%
B/E move
14.6%

30Δ

Calls
Pseudo strike
76.19
IV
72.0%
B/E move
17.5%
Puts
Pseudo strike
61.42
IV
74.3%
B/E move
12.7%

35Δ

Calls
Pseudo strike
74.38
IV
74.4%
B/E move
15.7%
Puts
Pseudo strike
63.21
IV
75.6%
B/E move
11.3%

40Δ

Calls
Pseudo strike
72.42
IV
74.6%
B/E move
13.7%
Puts
Pseudo strike
65.00
IV
76.8%
B/E move
9.8%

45Δ

Calls
Pseudo strike
70.45
IV
74.8%
B/E move
11.7%
Puts
Pseudo strike
66.68
IV
74.1%
B/E move
8.4%

50Δ

Calls
Pseudo strike
68.61
IV
75.1%
B/E move
10.1%
Puts
Pseudo strike
68.35
IV
71.3%
B/E move
7.0%

55Δ

Calls
Pseudo strike
66.81
IV
75.5%
B/E move
8.7%
Puts
Pseudo strike
70.03
IV
68.7%
B/E move
5.5%

60Δ

Calls
Pseudo strike
65.01
IV
75.8%
B/E move
7.2%
Puts
Pseudo strike
71.93
IV
69.0%
B/E move
4.7%

65Δ

Calls
Pseudo strike
63.21
IV
75.1%
B/E move
6.0%
Puts
Pseudo strike
73.82
IV
69.4%
B/E move
3.8%

70Δ

Calls
Pseudo strike
61.41
IV
74.3%
B/E move
4.9%
Puts
Pseudo strike
75.81
IV
69.2%
B/E move
3.0%

75Δ

Calls
Pseudo strike
59.44
IV
74.6%
B/E move
3.8%
Puts
Pseudo strike
77.96
IV
68.3%
B/E move
2.3%

80Δ

Calls
Pseudo strike
56.83
IV
79.0%
B/E move
3.0%
Puts
Pseudo strike
80.14
IV
67.3%
B/E move
1.6%

Options history

No recorded observations