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TripAdvisor, Inc. Common Stock TRIP

CONSUMER CYCLICAL · TRAVEL SERVICES
i

Market dataready · fetched 2026-11-06T20:55:20.742Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T20:55:16.739437766Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T20:55:19.760604+00:00

Share price$7.00
1D-5.9%
$6.92$7.09$7.26$7.43$7.605:30 AM6:30 AM9:00 AM1:00 PMTRIP
Sold putSold call

TripAdvisor, Inc. Common Stock options

Live interpolated TRIP call and put midpoint premiums by absolute delta.TripAdvisor, Inc. Common Stock$0.15$0.47$0.78$1.09$1.40$4.17$5.88$7.59$9.29$11.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TRIP spot · $7.00TRIP PRICE$0.22$0.26$0.30$0.97$1.14$1.31$0.19$0.23$0.24$0.25$0.27$0.30$0.37$0.43$0.49$0.55$0.74
Puts——
Calls——
Skew——
Implied moveBalanced±$0.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ6.40108.8%11.1%
30Δ6.52114.0%10.0%
35Δ6.66102.1%8.3%
40Δ7.2680.6%6.9%6.7990.2%6.5%
45Δ7.1581.7%6.0%6.9378.3%4.8%
50Δ7.0582.9%5.2%7.0471.8%3.6%
55Δ7.1471.9%3.2%
60Δ7.2471.9%2.7%
65Δ7.3371.9%2.2%
70Δ6.38158.7%4.9%7.4371.9%1.7%
75Δ6.14159.7%4.0%7.6477.5%1.3%
80Δ5.90160.7%3.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.40
IV
108.8%
B/E move
11.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.52
IV
114.0%
B/E move
10.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.66
IV
102.1%
B/E move
8.3%

40Δ

Calls
Pseudo strike
7.26
IV
80.6%
B/E move
6.9%
Puts
Pseudo strike
6.79
IV
90.2%
B/E move
6.5%

45Δ

Calls
Pseudo strike
7.15
IV
81.7%
B/E move
6.0%
Puts
Pseudo strike
6.93
IV
78.3%
B/E move
4.8%

50Δ

Calls
Pseudo strike
7.05
IV
82.9%
B/E move
5.2%
Puts
Pseudo strike
7.04
IV
71.8%
B/E move
3.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.14
IV
71.9%
B/E move
3.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.24
IV
71.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.33
IV
71.9%
B/E move
2.2%

70Δ

Calls
Pseudo strike
6.38
IV
158.7%
B/E move
4.9%
Puts
Pseudo strike
7.43
IV
71.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
6.14
IV
159.7%
B/E move
4.0%
Puts
Pseudo strike
7.64
IV
77.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
5.90
IV
160.7%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend79.32%
Daily close
TRIP35.5%112.2%188.9%2026-08-10: 56.27%2026-08-11: 62.43%2026-08-12: 158.42%2026-08-13: 69.05%2026-08-14: 46.11%2026-08-17: 87.30%2026-08-18: 60.96%2026-08-19: 65.61%2026-08-20: 101.40%2026-08-21: 82.36%2026-08-24: 82.10%2026-08-25: 75.22%2026-08-27: 178.28%2026-08-28: 52.44%2026-08-31: 59.73%2026-09-01: 59.86%2026-09-02: 82.48%2026-09-04: 52.11%2026-09-08: 71.57%2026-09-09: 61.37%2026-09-10: 71.89%2026-09-11: 71.98%2026-09-14: 52.21%2026-09-15: 74.61%2026-09-16: 58.96%2026-09-17: 87.60%2026-09-18: 70.82%2026-09-22: 64.79%2026-09-23: 109.01%2026-09-24: 86.91%2026-09-25: 57.63%2026-09-28: 56.83%2026-09-29: 60.71%2026-09-30: 66.89%2026-10-01: 85.84%2026-10-02: 64.58%2026-10-05: 83.42%2026-10-06: 62.59%2026-10-07: 128.51%2026-10-08: 63.58%2026-10-09: 53.34%2026-10-12: 67.94%2026-10-13: 65.35%2026-10-14: 68.54%2026-10-15: 62.71%2026-10-16: 76.09%2026-10-19: 61.93%2026-10-20: 84.24%2026-10-21: 75.23%2026-10-22: 156.05%2026-10-23: 72.87%2026-10-26: 134.13%2026-10-27: 82.55%2026-10-28: 159.79%2026-10-29: 145.49%2026-10-30: 79.32%Aug 10Sep 22Oct 30
56 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
56.27%
62.43%
158.42%
69.05%
46.11%
87.30%
60.96%
65.61%
101.40%
82.36%
82.10%
75.22%
178.28%
52.44%
59.73%
59.86%
82.48%
52.11%
71.57%
61.37%
71.89%
71.98%
52.21%
74.61%
58.96%
87.60%
70.82%
64.79%
109.01%
86.91%
57.63%
56.83%
60.71%
66.89%
85.84%
64.58%
83.42%
62.59%
128.51%
63.58%
53.34%
67.94%
65.35%
68.54%
62.71%
76.09%
61.93%
84.24%
75.23%
156.05%
72.87%
134.13%
82.55%
159.79%
145.49%
79.32%