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Tejon Ranch Co. TRC

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Market datapartial · fetched 2026-10-22T17:13:00.489Z

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 · 2026-10-22T17:06:12.852946017Z

FundamentalsAlpha Vantage · unavailable

Share price$16.41
1D+2.0%
$16.06$16.18$16.31$16.43$16.555:30 AM6:30 AM9:00 AM1:00 PMTRC
Sold putSold call

Tejon Ranch Co. options

Live interpolated TRC call and put midpoint premiums by absolute delta.Tejon Ranch Co.$1.25$1.93$2.62$3.31$4.00$10.04$12.92$15.81$18.70$21.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRC spot · $16.41TRC PRICE$1.61$1.76$1.91$2.07$2.22$2.66$3.13$1.32$1.51$1.60$1.69$1.78$1.87$1.96$2.05$2.33$2.70$3.07$3.43$3.80
PutsExpensive4.59×
CallsExpensive3.44×
SkewBearish+25.74 pp
Implied moveBearish±$3.57
TiltBearish30.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.26181.9%33.3%
25Δ12.98178.8%30.1%
30Δ13.69162.9%26.3%
35Δ14.41147.1%22.5%
40Δ15.13131.3%18.6%
45Δ15.85115.4%14.8%
50Δ17.27103.8%15.1%16.5799.6%11.0%
55Δ16.7197.5%12.6%17.2983.8%7.1%
60Δ16.1591.2%10.1%17.8677.9%5.4%
65Δ15.5984.9%7.6%18.3876.4%4.4%
70Δ15.0378.6%5.1%18.9074.8%3.5%
75Δ14.4278.7%4.1%19.4173.2%2.6%
80Δ13.8179.3%3.2%19.9371.7%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.26
IV
181.9%
B/E move
33.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.98
IV
178.8%
B/E move
30.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.69
IV
162.9%
B/E move
26.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.41
IV
147.1%
B/E move
22.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.13
IV
131.3%
B/E move
18.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.85
IV
115.4%
B/E move
14.8%

50Δ

Calls
Pseudo strike
17.27
IV
103.8%
B/E move
15.1%
Puts
Pseudo strike
16.57
IV
99.6%
B/E move
11.0%

55Δ

Calls
Pseudo strike
16.71
IV
97.5%
B/E move
12.6%
Puts
Pseudo strike
17.29
IV
83.8%
B/E move
7.1%

60Δ

Calls
Pseudo strike
16.15
IV
91.2%
B/E move
10.1%
Puts
Pseudo strike
17.86
IV
77.9%
B/E move
5.4%

65Δ

Calls
Pseudo strike
15.59
IV
84.9%
B/E move
7.6%
Puts
Pseudo strike
18.38
IV
76.4%
B/E move
4.4%

70Δ

Calls
Pseudo strike
15.03
IV
78.6%
B/E move
5.1%
Puts
Pseudo strike
18.90
IV
74.8%
B/E move
3.5%

75Δ

Calls
Pseudo strike
14.42
IV
78.7%
B/E move
4.1%
Puts
Pseudo strike
19.41
IV
73.2%
B/E move
2.6%

80Δ

Calls
Pseudo strike
13.81
IV
79.3%
B/E move
3.2%
Puts
Pseudo strike
19.93
IV
71.7%
B/E move
1.7%

Options history

No recorded observations