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Tejon Ranch Co. TRC

INDUSTRIALS · CONGLOMERATES
i

Market dataready · fetched 2026-11-13T01:31:35.460Z

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 · 2026-11-13T00:00:00.000428116Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:31:35.133414+00:00

Share price$17.29
1D-2.9%
AH$17.05$17.25$17.46$17.66$17.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRC
Sold putSold callAH

Tejon Ranch Co. options

Live interpolated TRC call and put midpoint premiums by absolute delta.Tejon Ranch Co.$0.94$1.23$1.51$1.80$2.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ 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 P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICETRC PRICE$1.01$1.04$1.07$1.21$1.37$1.53$1.68$1.84$2.00$0.97$0.97$1.01$1.05$1.09$1.13
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.17288.9%29.5%
25Δ14.58223.3%21.3%
30Δ15.38189.1%16.9%
35Δ15.92168.1%14.0%
40Δ19.21165.6%16.9%16.45147.1%11.2%
45Δ18.41142.2%12.5%16.99126.1%8.3%
50Δ17.62118.8%8.1%
55Δ17.24110.9%6.7%
60Δ16.94105.6%5.9%
65Δ16.63100.3%5.0%
70Δ16.3395.1%4.2%
75Δ16.0289.8%3.3%
80Δ15.7284.6%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.17
IV
288.9%
B/E move
29.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.58
IV
223.3%
B/E move
21.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.38
IV
189.1%
B/E move
16.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.92
IV
168.1%
B/E move
14.0%

40Δ

Calls
Pseudo strike
19.21
IV
165.6%
B/E move
16.9%
Puts
Pseudo strike
16.45
IV
147.1%
B/E move
11.2%

45Δ

Calls
Pseudo strike
18.41
IV
142.2%
B/E move
12.5%
Puts
Pseudo strike
16.99
IV
126.1%
B/E move
8.3%

50Δ

Calls
Pseudo strike
17.62
IV
118.8%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
17.24
IV
110.9%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
16.94
IV
105.6%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
16.63
IV
100.3%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
16.33
IV
95.1%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
16.02
IV
89.8%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.72
IV
84.6%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend79.87%
Daily EOD
TRC51.4%85.7%120.1%2026-10-19: 99.64%2026-10-20: 86.26%2026-10-21: 56.10%2026-10-22: 56.98%2026-10-23: 66.93%2026-10-26: 84.21%2026-10-27: 115.32%2026-10-28: 77.57%2026-10-29: 60.74%2026-10-30: 79.87%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
99.64%
86.26%
56.10%
56.98%
66.93%
84.21%
115.32%
77.57%
60.74%
79.87%