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Tejon Ranch Co. TRC

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Market datapartial · fetched 2026-10-23T04:25:49.000Z

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 · 2026-10-22T23:00:00.001279456Z

FundamentalsAlpha Vantage · unavailable

Share price$16.61
1D+3.2%
AH$16.04$16.23$16.43$16.63$16.825:30 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.$1.18$1.84$2.50$3.16$3.82$10.68$13.54$16.40$19.26$22.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRC spot · $16.61TRC PRICE$1.46$1.51$1.59$1.75$1.91$2.08$2.24$2.52$2.93$1.25$1.38$1.47$1.57$1.67$1.78$1.88$2.02$2.34$2.66$2.99$3.31$3.63
PutsExpensive3.88×
CallsExpensive3.70×
SkewBearish+9.21 pp
Implied moveBearish±$3.47
TiltBearish21.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.40180.1%32.9%
25Δ13.47161.2%27.2%
30Δ14.60136.2%20.9%
35Δ15.36120.7%17.0%
40Δ19.78135.2%27.9%15.91110.4%14.3%
45Δ18.50116.6%20.5%16.47100.1%11.6%
50Δ17.39100.9%14.2%17.0389.8%8.8%
55Δ16.8695.6%12.0%17.5780.6%6.4%
60Δ16.3390.3%9.8%18.0578.4%5.4%
65Δ15.8085.0%7.6%18.5376.2%4.5%
70Δ15.2779.6%5.4%19.0174.0%3.5%
75Δ14.7475.5%3.9%19.4971.8%2.6%
80Δ14.2072.5%3.1%19.9769.6%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.40
IV
180.1%
B/E move
32.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.47
IV
161.2%
B/E move
27.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.60
IV
136.2%
B/E move
20.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.36
IV
120.7%
B/E move
17.0%

40Δ

Calls
Pseudo strike
19.78
IV
135.2%
B/E move
27.9%
Puts
Pseudo strike
15.91
IV
110.4%
B/E move
14.3%

45Δ

Calls
Pseudo strike
18.50
IV
116.6%
B/E move
20.5%
Puts
Pseudo strike
16.47
IV
100.1%
B/E move
11.6%

50Δ

Calls
Pseudo strike
17.39
IV
100.9%
B/E move
14.2%
Puts
Pseudo strike
17.03
IV
89.8%
B/E move
8.8%

55Δ

Calls
Pseudo strike
16.86
IV
95.6%
B/E move
12.0%
Puts
Pseudo strike
17.57
IV
80.6%
B/E move
6.4%

60Δ

Calls
Pseudo strike
16.33
IV
90.3%
B/E move
9.8%
Puts
Pseudo strike
18.05
IV
78.4%
B/E move
5.4%

65Δ

Calls
Pseudo strike
15.80
IV
85.0%
B/E move
7.6%
Puts
Pseudo strike
18.53
IV
76.2%
B/E move
4.5%

70Δ

Calls
Pseudo strike
15.27
IV
79.6%
B/E move
5.4%
Puts
Pseudo strike
19.01
IV
74.0%
B/E move
3.5%

75Δ

Calls
Pseudo strike
14.74
IV
75.5%
B/E move
3.9%
Puts
Pseudo strike
19.49
IV
71.8%
B/E move
2.6%

80Δ

Calls
Pseudo strike
14.20
IV
72.5%
B/E move
3.1%
Puts
Pseudo strike
19.97
IV
69.6%
B/E move
1.6%

Options history

No recorded observations