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Tootsie Roll Industries, Inc. TR

CONSUMER DEFENSIVE · CONFECTIONERS
i

Market dataready · fetched 2026-11-12T02:02:01.279Z

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 · 2026-11-12T00:00:00.001661993Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:02:00.541560+00:00

Share price$38.60
1D-0.3%
AH$38.49$38.64$38.79$38.94$39.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTR
Sold putSold callAH

Tootsie Roll Industries, Inc. options

Live interpolated TR call and put midpoint premiums by absolute delta.Tootsie Roll Industries, Inc.$0.24$1.60$2.95$4.30$5.65$36.18$37.73$39.28$40.83$42.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TR spot · $38.60TR PRICE$0.39$0.44$0.49$0.64$0.84$1.03$1.22$1.42$1.61$1.80$2.79$4.03$5.26$0.44$0.62$0.80$0.98$1.16$1.35$1.53$1.71$1.95$2.40$2.86
Puts——
CallsExpensive1.55×
Skew——
Implied moveBullish±$2.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.2162.2%10.4%
25Δ41.2353.4%8.0%
30Δ40.2544.6%5.5%37.6533.8%3.6%
35Δ39.7343.2%4.6%37.9534.8%3.3%
40Δ39.3844.3%4.2%38.2635.8%3.0%
45Δ39.0245.5%3.8%38.5636.9%2.7%
50Δ38.6646.6%3.3%38.8637.9%2.3%
55Δ38.3047.7%2.9%39.1639.0%2.0%
60Δ37.9448.8%2.5%39.4640.0%1.7%
65Δ37.5950.0%2.0%39.7641.0%1.4%
70Δ36.4958.0%1.8%40.1141.9%1.1%
75Δ35.1568.3%1.5%40.6642.0%0.9%
80Δ33.8278.6%1.2%41.2042.1%0.7%

20Δ

Calls
Pseudo strike
42.21
IV
62.2%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
41.23
IV
53.4%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
40.25
IV
44.6%
B/E move
5.5%
Puts
Pseudo strike
37.65
IV
33.8%
B/E move
3.6%

35Δ

Calls
Pseudo strike
39.73
IV
43.2%
B/E move
4.6%
Puts
Pseudo strike
37.95
IV
34.8%
B/E move
3.3%

40Δ

Calls
Pseudo strike
39.38
IV
44.3%
B/E move
4.2%
Puts
Pseudo strike
38.26
IV
35.8%
B/E move
3.0%

45Δ

Calls
Pseudo strike
39.02
IV
45.5%
B/E move
3.8%
Puts
Pseudo strike
38.56
IV
36.9%
B/E move
2.7%

50Δ

Calls
Pseudo strike
38.66
IV
46.6%
B/E move
3.3%
Puts
Pseudo strike
38.86
IV
37.9%
B/E move
2.3%

55Δ

Calls
Pseudo strike
38.30
IV
47.7%
B/E move
2.9%
Puts
Pseudo strike
39.16
IV
39.0%
B/E move
2.0%

60Δ

Calls
Pseudo strike
37.94
IV
48.8%
B/E move
2.5%
Puts
Pseudo strike
39.46
IV
40.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
37.59
IV
50.0%
B/E move
2.0%
Puts
Pseudo strike
39.76
IV
41.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
36.49
IV
58.0%
B/E move
1.8%
Puts
Pseudo strike
40.11
IV
41.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
35.15
IV
68.3%
B/E move
1.5%
Puts
Pseudo strike
40.66
IV
42.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
33.82
IV
78.6%
B/E move
1.2%
Puts
Pseudo strike
41.20
IV
42.1%
B/E move
0.7%

Options history

IV · four-Friday blend33.16%
Daily EOD
TR26.9%31.1%35.2%2026-10-20: 27.47%2026-10-21: 29.92%2026-10-22: 30.92%2026-10-23: 32.88%2026-10-26: 31.33%2026-10-27: 32.18%2026-10-28: 34.66%2026-10-29: 30.76%2026-10-30: 33.16%Oct 20Oct 26Oct 30
9 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
27.47%
29.92%
30.92%
32.88%
31.33%
32.18%
34.66%
30.76%
33.16%