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Thomson Reuters Corporation Common Shares TRI

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Market datapartial · fetched 2026-10-22T23:29:54.890Z

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 · 2026-10-22T20:23:27.318592269Z

FundamentalsAlpha Vantage · unavailable

Share price$123.94
1D+6.8%
AH$115$118$120$122$1255:30 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$0.99$6.99$13.00$19.01$25.02$87.81$102.22$116.62$131.03$145.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRI spot · $123.94TRI PRICE$1.64$2.16$2.81$3.55$4.28$4.99$5.70$6.66$7.67$8.87$10.59$12.22$13.31$2.70$3.56$4.35$5.10$6.05$7.29$8.74$10.55$12.41$14.30$16.52$19.08$23.28
PutsExpensive1.43×
CallsFair0.98×
SkewBearish+13.52 pp
Implied moveBearish±$14.43
TiltBearish22.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ139.2544.2%13.7%108.8762.3%14.3%
25Δ136.3143.9%11.7%112.0562.3%12.5%
30Δ133.8344.3%10.2%115.4059.8%10.4%
35Δ131.7345.4%9.1%118.2956.7%8.7%
40Δ129.6246.1%8.0%120.9955.0%7.3%
45Δ127.4745.1%6.9%123.4255.4%6.3%
50Δ125.3144.0%5.7%125.9556.1%5.4%
55Δ123.3443.9%4.9%128.6657.7%4.7%
60Δ121.4143.8%4.1%131.4358.3%4.0%
65Δ119.3544.3%3.5%134.2658.2%3.2%
70Δ117.0046.0%2.9%137.3257.8%2.5%
75Δ114.7346.9%2.4%140.6757.8%1.9%
80Δ112.9343.7%1.9%145.5160.1%1.4%

20Δ

Calls
Pseudo strike
139.25
IV
44.2%
B/E move
13.7%
Puts
Pseudo strike
108.87
IV
62.3%
B/E move
14.3%

25Δ

Calls
Pseudo strike
136.31
IV
43.9%
B/E move
11.7%
Puts
Pseudo strike
112.05
IV
62.3%
B/E move
12.5%

30Δ

Calls
Pseudo strike
133.83
IV
44.3%
B/E move
10.2%
Puts
Pseudo strike
115.40
IV
59.8%
B/E move
10.4%

35Δ

Calls
Pseudo strike
131.73
IV
45.4%
B/E move
9.1%
Puts
Pseudo strike
118.29
IV
56.7%
B/E move
8.7%

40Δ

Calls
Pseudo strike
129.62
IV
46.1%
B/E move
8.0%
Puts
Pseudo strike
120.99
IV
55.0%
B/E move
7.3%

45Δ

Calls
Pseudo strike
127.47
IV
45.1%
B/E move
6.9%
Puts
Pseudo strike
123.42
IV
55.4%
B/E move
6.3%

50Δ

Calls
Pseudo strike
125.31
IV
44.0%
B/E move
5.7%
Puts
Pseudo strike
125.95
IV
56.1%
B/E move
5.4%

55Δ

Calls
Pseudo strike
123.34
IV
43.9%
B/E move
4.9%
Puts
Pseudo strike
128.66
IV
57.7%
B/E move
4.7%

60Δ

Calls
Pseudo strike
121.41
IV
43.8%
B/E move
4.1%
Puts
Pseudo strike
131.43
IV
58.3%
B/E move
4.0%

65Δ

Calls
Pseudo strike
119.35
IV
44.3%
B/E move
3.5%
Puts
Pseudo strike
134.26
IV
58.2%
B/E move
3.2%

70Δ

Calls
Pseudo strike
117.00
IV
46.0%
B/E move
2.9%
Puts
Pseudo strike
137.32
IV
57.8%
B/E move
2.5%

75Δ

Calls
Pseudo strike
114.73
IV
46.9%
B/E move
2.4%
Puts
Pseudo strike
140.67
IV
57.8%
B/E move
1.9%

80Δ

Calls
Pseudo strike
112.93
IV
43.7%
B/E move
1.9%
Puts
Pseudo strike
145.51
IV
60.1%
B/E move
1.4%

Options history

No recorded observations