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Trex Company, Inc. TREX

i

Market dataready · fetched 2026-11-13T19:11:09.559Z

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 · 2026-11-13T19:10:59.036980449Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T19:11:08.747483+00:00

Share price$53.20
1D-0.9%
$52.35$52.71$53.07$53.43$53.805:30 AM6:30 AM9:00 AM1:00 PMTREX
Sold putSold call

Trex Company, Inc. options

Live interpolated TREX call and put midpoint premiums by absolute delta.Trex Company, Inc.$0.31$1.73$3.16$4.58$6.00$46.99$50.44$53.88$57.33$60.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TREX spot · $53.20TREX PRICE$0.46$0.63$0.79$0.96$1.09$1.22$1.35$1.48$1.61$2.00$2.41$2.83$3.25$0.73$0.97$1.21$1.45$1.70$1.88$2.01$2.13$2.25$2.37$2.94$4.26$5.59
PutsExpensive1.21×
CallsCheap0.90×
SkewBearish+15.70 pp
Implied moveBearish±$3.36
TiltBearish19.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.1356.5%8.3%48.7175.4%9.8%
25Δ56.4556.8%7.3%49.5575.2%8.7%
30Δ55.7657.1%6.3%50.3975.0%7.6%
35Δ55.0857.4%5.3%51.2274.8%6.4%
40Δ54.5654.7%4.6%52.0674.6%5.3%
45Δ54.0651.6%3.9%52.7371.9%4.4%
50Δ53.5648.5%3.2%53.2266.4%3.7%
55Δ53.0645.4%2.5%53.7161.0%3.0%
60Δ52.5642.3%1.8%54.2055.6%2.3%
65Δ52.0243.1%1.5%54.6950.1%1.6%
70Δ51.4744.4%1.3%55.5249.8%1.2%
75Δ50.9345.7%1.1%56.9358.2%1.0%
80Δ50.3947.1%0.8%58.3466.7%0.8%

20Δ

Calls
Pseudo strike
57.13
IV
56.5%
B/E move
8.3%
Puts
Pseudo strike
48.71
IV
75.4%
B/E move
9.8%

25Δ

Calls
Pseudo strike
56.45
IV
56.8%
B/E move
7.3%
Puts
Pseudo strike
49.55
IV
75.2%
B/E move
8.7%

30Δ

Calls
Pseudo strike
55.76
IV
57.1%
B/E move
6.3%
Puts
Pseudo strike
50.39
IV
75.0%
B/E move
7.6%

35Δ

Calls
Pseudo strike
55.08
IV
57.4%
B/E move
5.3%
Puts
Pseudo strike
51.22
IV
74.8%
B/E move
6.4%

40Δ

Calls
Pseudo strike
54.56
IV
54.7%
B/E move
4.6%
Puts
Pseudo strike
52.06
IV
74.6%
B/E move
5.3%

45Δ

Calls
Pseudo strike
54.06
IV
51.6%
B/E move
3.9%
Puts
Pseudo strike
52.73
IV
71.9%
B/E move
4.4%

50Δ

Calls
Pseudo strike
53.56
IV
48.5%
B/E move
3.2%
Puts
Pseudo strike
53.22
IV
66.4%
B/E move
3.7%

55Δ

Calls
Pseudo strike
53.06
IV
45.4%
B/E move
2.5%
Puts
Pseudo strike
53.71
IV
61.0%
B/E move
3.0%

60Δ

Calls
Pseudo strike
52.56
IV
42.3%
B/E move
1.8%
Puts
Pseudo strike
54.20
IV
55.6%
B/E move
2.3%

65Δ

Calls
Pseudo strike
52.02
IV
43.1%
B/E move
1.5%
Puts
Pseudo strike
54.69
IV
50.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
51.47
IV
44.4%
B/E move
1.3%
Puts
Pseudo strike
55.52
IV
49.8%
B/E move
1.2%

75Δ

Calls
Pseudo strike
50.93
IV
45.7%
B/E move
1.1%
Puts
Pseudo strike
56.93
IV
58.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
50.39
IV
47.1%
B/E move
0.8%
Puts
Pseudo strike
58.34
IV
66.7%
B/E move
0.8%

Options history

IV · four-Friday blend50.32%
Daily EOD
TREX47.5%49.9%52.2%2026-10-19: 49.59%2026-10-20: 47.86%2026-10-21: 47.86%2026-10-22: 49.90%2026-10-23: 50.27%2026-10-26: 50.24%2026-10-27: 50.52%2026-10-28: 51.90%2026-10-29: 49.95%2026-10-30: 50.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
49.59%
47.86%
47.86%
49.90%
50.27%
50.24%
50.52%
51.90%
49.95%
50.32%