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Tootsie Roll Industries Inc TR

CONSUMER DEFENSIVE · CONFECTIONERS
i

Market dataready · fetched 2026-10-22T22:43:35.598Z

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 · 2026-10-22T22:30:00.000872868Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:43:35.170241+00:00

Share price$37.19
1D+1.9%
AH$36.44$36.66$36.88$37.10$37.325:30 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$0.47$1.20$1.92$2.64$3.36$32.53$35.25$37.97$40.69$43.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TR spot · $37.19TR PRICE$1.07$0.81$1.03$1.24$1.22$1.18$1.23$1.71$2.19$2.67$3.16$1.12$0.55$0.71$0.86$1.02$1.17$1.33$1.59$1.87$2.15$2.43$2.71$3.00
PutsFair1.02×
CallsExpensive1.43×
SkewBullish-14.90 pp
Implied moveBearish±$2.55
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.99104.9%37.3%31.2486.7%19.0%
25Δ42.0855.9%15.3%35.1533.1%7.0%
30Δ41.0755.1%13.2%35.6032.5%6.2%
35Δ40.0654.4%11.1%36.0631.8%5.4%
40Δ39.1646.0%8.6%36.5231.2%4.5%
45Δ38.2637.1%6.0%36.9730.6%3.7%
50Δ37.4130.3%3.9%37.4329.9%2.9%
55Δ36.8334.2%3.6%37.8629.6%2.5%
60Δ36.2638.0%3.4%38.2929.3%2.1%
65Δ35.6941.9%3.1%38.7128.9%1.7%
70Δ35.1145.7%2.9%39.1428.6%1.3%
75Δ39.5728.3%0.9%
80Δ39.9928.0%0.5%

20Δ

Calls
Pseudo strike
49.99
IV
104.9%
B/E move
37.3%
Puts
Pseudo strike
31.24
IV
86.7%
B/E move
19.0%

25Δ

Calls
Pseudo strike
42.08
IV
55.9%
B/E move
15.3%
Puts
Pseudo strike
35.15
IV
33.1%
B/E move
7.0%

30Δ

Calls
Pseudo strike
41.07
IV
55.1%
B/E move
13.2%
Puts
Pseudo strike
35.60
IV
32.5%
B/E move
6.2%

35Δ

Calls
Pseudo strike
40.06
IV
54.4%
B/E move
11.1%
Puts
Pseudo strike
36.06
IV
31.8%
B/E move
5.4%

40Δ

Calls
Pseudo strike
39.16
IV
46.0%
B/E move
8.6%
Puts
Pseudo strike
36.52
IV
31.2%
B/E move
4.5%

45Δ

Calls
Pseudo strike
38.26
IV
37.1%
B/E move
6.0%
Puts
Pseudo strike
36.97
IV
30.6%
B/E move
3.7%

50Δ

Calls
Pseudo strike
37.41
IV
30.3%
B/E move
3.9%
Puts
Pseudo strike
37.43
IV
29.9%
B/E move
2.9%

55Δ

Calls
Pseudo strike
36.83
IV
34.2%
B/E move
3.6%
Puts
Pseudo strike
37.86
IV
29.6%
B/E move
2.5%

60Δ

Calls
Pseudo strike
36.26
IV
38.0%
B/E move
3.4%
Puts
Pseudo strike
38.29
IV
29.3%
B/E move
2.1%

65Δ

Calls
Pseudo strike
35.69
IV
41.9%
B/E move
3.1%
Puts
Pseudo strike
38.71
IV
28.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
35.11
IV
45.7%
B/E move
2.9%
Puts
Pseudo strike
39.14
IV
28.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.57
IV
28.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.99
IV
28.0%
B/E move
0.5%

Options history

No recorded observations