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Trex Company, Inc. TREX

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Market datapartial · fetched 2026-10-23T01:40:47.124Z

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 · 2026-10-22T23:00:00.001435482Z

FundamentalsAlpha Vantage · unavailable

Share price$51.07
1D+2.8%
AH$48.64$49.29$49.95$50.60$51.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTREX
Sold putSold callAH

Trex Company, Inc. options

Live interpolated TREX call and put midpoint premiums by absolute delta.Trex Company, Inc.$0.85$3.83$6.82$9.81$12.79$39.67$44.98$50.30$55.62$60.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TREX spot · $51.07TREX PRICE$1.17$1.28$1.38$1.60$1.99$2.38$2.71$3.01$3.32$4.08$4.85$5.32$5.60$1.39$1.60$1.80$2.28$2.76$3.50$4.32$4.94$5.49$6.43$7.93$9.42$11.93
PutsExpensive1.41×
CallsFair1.04×
SkewBearish+10.74 pp
Implied moveBearish±$7.03
TiltBearish24.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.3382.7%28.3%43.5378.3%17.5%
25Δ60.7870.1%21.5%45.7768.1%13.5%
30Δ57.2257.6%14.7%47.5659.9%10.4%
35Δ54.6550.2%10.1%48.6760.1%9.2%
40Δ53.7151.5%9.1%49.7860.4%7.9%
45Δ52.7852.9%8.0%50.9663.0%7.1%
50Δ51.8451.5%6.8%52.1666.0%6.3%
55Δ50.9149.0%5.6%53.2865.0%5.3%
60Δ49.9846.7%4.4%54.3762.3%4.3%
65Δ48.9449.3%3.8%55.7661.9%3.4%
70Δ47.9151.9%3.3%57.5664.4%2.8%
75Δ47.1449.9%2.7%59.3666.9%2.2%
80Δ46.5644.9%2.1%62.1671.3%1.7%

20Δ

Calls
Pseudo strike
64.33
IV
82.7%
B/E move
28.3%
Puts
Pseudo strike
43.53
IV
78.3%
B/E move
17.5%

25Δ

Calls
Pseudo strike
60.78
IV
70.1%
B/E move
21.5%
Puts
Pseudo strike
45.77
IV
68.1%
B/E move
13.5%

30Δ

Calls
Pseudo strike
57.22
IV
57.6%
B/E move
14.7%
Puts
Pseudo strike
47.56
IV
59.9%
B/E move
10.4%

35Δ

Calls
Pseudo strike
54.65
IV
50.2%
B/E move
10.1%
Puts
Pseudo strike
48.67
IV
60.1%
B/E move
9.2%

40Δ

Calls
Pseudo strike
53.71
IV
51.5%
B/E move
9.1%
Puts
Pseudo strike
49.78
IV
60.4%
B/E move
7.9%

45Δ

Calls
Pseudo strike
52.78
IV
52.9%
B/E move
8.0%
Puts
Pseudo strike
50.96
IV
63.0%
B/E move
7.1%

50Δ

Calls
Pseudo strike
51.84
IV
51.5%
B/E move
6.8%
Puts
Pseudo strike
52.16
IV
66.0%
B/E move
6.3%

55Δ

Calls
Pseudo strike
50.91
IV
49.0%
B/E move
5.6%
Puts
Pseudo strike
53.28
IV
65.0%
B/E move
5.3%

60Δ

Calls
Pseudo strike
49.98
IV
46.7%
B/E move
4.4%
Puts
Pseudo strike
54.37
IV
62.3%
B/E move
4.3%

65Δ

Calls
Pseudo strike
48.94
IV
49.3%
B/E move
3.8%
Puts
Pseudo strike
55.76
IV
61.9%
B/E move
3.4%

70Δ

Calls
Pseudo strike
47.91
IV
51.9%
B/E move
3.3%
Puts
Pseudo strike
57.56
IV
64.4%
B/E move
2.8%

75Δ

Calls
Pseudo strike
47.14
IV
49.9%
B/E move
2.7%
Puts
Pseudo strike
59.36
IV
66.9%
B/E move
2.2%

80Δ

Calls
Pseudo strike
46.56
IV
44.9%
B/E move
2.1%
Puts
Pseudo strike
62.16
IV
71.3%
B/E move
1.7%

Options history

No recorded observations