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TripAdvisor Inc TRIP

CONSUMER CYCLICAL · TRAVEL SERVICES
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Market dataready · fetched 2026-10-15T21:02:24.320Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:29:15.659242124Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:02:23.301742+00:00

Share price$9.38
1D+5.3%
AH$8.87$9.02$9.18$9.34$9.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRIP
Sold putSold callAH

TripAdvisor Inc options

Live interpolated TRIP call and put midpoint premiums by absolute delta.TripAdvisor Inc$0.00$0.98$1.96$2.95$3.93$7.98$8.86$9.75$10.64$11.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $9.38OPTION PRICELive TRIP spot · $9.38TRIP PRICE$0.38$0.35$0.15$0.41$0.48$0.55$0.63$0.70$0.78$0.85$0.92$1.00$1.11$0.09$0.10$0.18$0.27$0.36$0.45$0.54$0.63$0.72$0.81$0.53$1.42$3.64
PutsExpensive5.37×
CallsExpensive3.84×
SkewBullish-153.98 pp
Implied moveBullish±$1.16
TiltBearish7.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.35794.1%57.0%8.74163.9%7.8%
25Δ11.92564.1%30.8%8.97134.3%5.4%
30Δ10.19211.4%10.2%9.10142.1%4.8%
35Δ10.41396.4%15.3%9.22155.4%4.5%
40Δ10.19381.6%13.7%9.34168.7%4.2%
45Δ9.97366.8%12.2%9.46182.0%3.9%
50Δ9.75352.0%10.6%9.58195.3%3.6%
55Δ9.53337.2%9.1%9.70208.6%3.2%
60Δ9.31322.4%7.5%9.82221.9%2.9%
65Δ9.09307.6%6.0%9.94235.2%2.6%
70Δ8.87292.8%4.4%9.77149.8%1.5%
75Δ8.65278.0%2.9%10.59312.6%2.2%
80Δ8.43267.3%1.7%12.74600.5%3.0%

20Δ

Calls
Pseudo strike
14.35
IV
794.1%
B/E move
57.0%
Puts
Pseudo strike
8.74
IV
163.9%
B/E move
7.8%

25Δ

Calls
Pseudo strike
11.92
IV
564.1%
B/E move
30.8%
Puts
Pseudo strike
8.97
IV
134.3%
B/E move
5.4%

30Δ

Calls
Pseudo strike
10.19
IV
211.4%
B/E move
10.2%
Puts
Pseudo strike
9.10
IV
142.1%
B/E move
4.8%

35Δ

Calls
Pseudo strike
10.41
IV
396.4%
B/E move
15.3%
Puts
Pseudo strike
9.22
IV
155.4%
B/E move
4.5%

40Δ

Calls
Pseudo strike
10.19
IV
381.6%
B/E move
13.7%
Puts
Pseudo strike
9.34
IV
168.7%
B/E move
4.2%

45Δ

Calls
Pseudo strike
9.97
IV
366.8%
B/E move
12.2%
Puts
Pseudo strike
9.46
IV
182.0%
B/E move
3.9%

50Δ

Calls
Pseudo strike
9.75
IV
352.0%
B/E move
10.6%
Puts
Pseudo strike
9.58
IV
195.3%
B/E move
3.6%

55Δ

Calls
Pseudo strike
9.53
IV
337.2%
B/E move
9.1%
Puts
Pseudo strike
9.70
IV
208.6%
B/E move
3.2%

60Δ

Calls
Pseudo strike
9.31
IV
322.4%
B/E move
7.5%
Puts
Pseudo strike
9.82
IV
221.9%
B/E move
2.9%

65Δ

Calls
Pseudo strike
9.09
IV
307.6%
B/E move
6.0%
Puts
Pseudo strike
9.94
IV
235.2%
B/E move
2.6%

70Δ

Calls
Pseudo strike
8.87
IV
292.8%
B/E move
4.4%
Puts
Pseudo strike
9.77
IV
149.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
8.65
IV
278.0%
B/E move
2.9%
Puts
Pseudo strike
10.59
IV
312.6%
B/E move
2.2%

80Δ

Calls
Pseudo strike
8.43
IV
267.3%
B/E move
1.7%
Puts
Pseudo strike
12.74
IV
600.5%
B/E move
3.0%