IntraAlpha
Create free account Start free

Thomson Reuters Corporation Common Shares TRI

i

Market datapartial · fetched 2026-11-12T03:12:25.320Z

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 · 2026-11-11T22:48:31.97870097Z

FundamentalsAlpha Vantage · unavailable

Share price$108.87
1D+0.6%
AH$107.38$107.92$108.45$108.98$109.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRI
Sold putSold callAH

Thomson Reuters Corporation Common Shares options

Live interpolated TRI call and put midpoint premiums by absolute delta.Thomson Reuters Corporation Common Shares$0.54$3.69$6.84$9.99$13.13$90.64$99.45$108.27$117.09$125.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRI spot · $108.87TRI PRICE$0.88$1.15$1.52$1.90$2.27$2.64$3.05$3.47$3.88$4.30$4.72$5.31$6.51$1.11$1.45$1.78$2.36$3.00$3.63$4.27$5.13$6.17$7.22$8.43$10.33$12.23
PutsCheap0.67×
CallsCheap0.66×
SkewBearish+14.45 pp
Implied moveBearish±$7.32
TiltBearish23.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ116.6847.7%8.0%101.4854.9%7.8%
25Δ114.7846.2%6.5%103.0853.6%6.6%
30Δ113.6646.4%5.8%104.6852.3%5.5%
35Δ112.5546.7%5.1%105.9453.3%4.9%
40Δ111.4446.9%4.4%107.1254.8%4.4%
45Δ110.3247.2%3.8%108.3056.4%3.9%
50Δ109.3546.1%3.2%109.4858.0%3.4%
55Δ108.4444.6%2.8%110.8359.4%2.9%
60Δ107.5343.1%2.3%112.3260.6%2.5%
65Δ106.6241.5%1.9%113.8161.9%2.1%
70Δ105.7240.0%1.4%115.4563.3%1.7%
75Δ104.6938.9%1.0%117.7165.8%1.4%
80Δ103.2739.5%0.8%119.9768.3%1.0%

20Δ

Calls
Pseudo strike
116.68
IV
47.7%
B/E move
8.0%
Puts
Pseudo strike
101.48
IV
54.9%
B/E move
7.8%

25Δ

Calls
Pseudo strike
114.78
IV
46.2%
B/E move
6.5%
Puts
Pseudo strike
103.08
IV
53.6%
B/E move
6.6%

30Δ

Calls
Pseudo strike
113.66
IV
46.4%
B/E move
5.8%
Puts
Pseudo strike
104.68
IV
52.3%
B/E move
5.5%

35Δ

Calls
Pseudo strike
112.55
IV
46.7%
B/E move
5.1%
Puts
Pseudo strike
105.94
IV
53.3%
B/E move
4.9%

40Δ

Calls
Pseudo strike
111.44
IV
46.9%
B/E move
4.4%
Puts
Pseudo strike
107.12
IV
54.8%
B/E move
4.4%

45Δ

Calls
Pseudo strike
110.32
IV
47.2%
B/E move
3.8%
Puts
Pseudo strike
108.30
IV
56.4%
B/E move
3.9%

50Δ

Calls
Pseudo strike
109.35
IV
46.1%
B/E move
3.2%
Puts
Pseudo strike
109.48
IV
58.0%
B/E move
3.4%

55Δ

Calls
Pseudo strike
108.44
IV
44.6%
B/E move
2.8%
Puts
Pseudo strike
110.83
IV
59.4%
B/E move
2.9%

60Δ

Calls
Pseudo strike
107.53
IV
43.1%
B/E move
2.3%
Puts
Pseudo strike
112.32
IV
60.6%
B/E move
2.5%

65Δ

Calls
Pseudo strike
106.62
IV
41.5%
B/E move
1.9%
Puts
Pseudo strike
113.81
IV
61.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
105.72
IV
40.0%
B/E move
1.4%
Puts
Pseudo strike
115.45
IV
63.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
104.69
IV
38.9%
B/E move
1.0%
Puts
Pseudo strike
117.71
IV
65.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
103.27
IV
39.5%
B/E move
0.8%
Puts
Pseudo strike
119.97
IV
68.3%
B/E move
1.0%

Options history

IV · four-Friday blend50.44%
Daily EOD
TRI44.9%47.9%50.8%2026-10-19: 46.60%2026-10-20: 46.05%2026-10-21: 45.33%2026-10-22: 45.68%2026-10-23: 46.47%2026-10-26: 47.14%2026-10-27: 46.94%2026-10-28: 49.18%2026-10-29: 48.43%2026-10-30: 50.44%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.60%
46.05%
45.33%
45.68%
46.47%
47.14%
46.94%
49.18%
48.43%
50.44%