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Tejon Ranch Co. TRC

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Market datapartial · fetched 2026-10-23T15:45:47.827Z

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 · 2026-10-23T15:41:56.525542044Z

FundamentalsAlpha Vantage · unavailable

Share price$16.48
1D-0.3%
$16.43$16.48$16.53$16.57$16.625:30 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.$1.27$1.82$2.36$2.90$3.44$10.20$13.03$15.87$18.71$21.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRC spot · $16.48TRC PRICE$1.60$1.73$1.86$1.99$2.13$2.55$3.15$1.33$1.51$1.61$1.70$1.79$1.88$1.97$2.07$2.30$2.54$2.79$3.04$3.28
PutsExpensive4.31×
CallsExpensive3.33×
SkewBearish+26.30 pp
Implied moveBearish±$3.57
TiltBearish29.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.28186.7%33.5%
25Δ13.01182.1%30.2%
30Δ13.75165.8%26.3%
35Δ14.49149.4%22.4%
40Δ15.22133.0%18.5%
45Δ15.96116.6%14.6%
50Δ17.31104.1%14.8%16.70100.3%10.6%
55Δ16.7897.1%12.4%17.4383.9%6.7%
60Δ16.2590.1%10.0%17.8678.8%5.5%
65Δ15.7283.1%7.5%18.2674.8%4.6%
70Δ15.1976.0%5.1%18.6570.8%3.7%
75Δ14.5476.6%3.8%19.0566.8%2.8%
80Δ13.8381.4%3.0%19.4562.8%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.28
IV
186.7%
B/E move
33.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.01
IV
182.1%
B/E move
30.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.75
IV
165.8%
B/E move
26.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.49
IV
149.4%
B/E move
22.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.22
IV
133.0%
B/E move
18.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.96
IV
116.6%
B/E move
14.6%

50Δ

Calls
Pseudo strike
17.31
IV
104.1%
B/E move
14.8%
Puts
Pseudo strike
16.70
IV
100.3%
B/E move
10.6%

55Δ

Calls
Pseudo strike
16.78
IV
97.1%
B/E move
12.4%
Puts
Pseudo strike
17.43
IV
83.9%
B/E move
6.7%

60Δ

Calls
Pseudo strike
16.25
IV
90.1%
B/E move
10.0%
Puts
Pseudo strike
17.86
IV
78.8%
B/E move
5.5%

65Δ

Calls
Pseudo strike
15.72
IV
83.1%
B/E move
7.5%
Puts
Pseudo strike
18.26
IV
74.8%
B/E move
4.6%

70Δ

Calls
Pseudo strike
15.19
IV
76.0%
B/E move
5.1%
Puts
Pseudo strike
18.65
IV
70.8%
B/E move
3.7%

75Δ

Calls
Pseudo strike
14.54
IV
76.6%
B/E move
3.8%
Puts
Pseudo strike
19.05
IV
66.8%
B/E move
2.8%

80Δ

Calls
Pseudo strike
13.83
IV
81.4%
B/E move
3.0%
Puts
Pseudo strike
19.45
IV
62.8%
B/E move
1.9%

Options history

No recorded observations