Trulieve Cannabis Corp. TRLV
i
Market datapartial · fetched 2026-11-13T16:26:01.091Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-13T16:25:14.632101845Z
FundamentalsAlpha Vantage · unavailable
Trulieve Cannabis Corp. options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 11.95 | 105.4% | 12.9% | 10.15 | 105.5% | 9.6% |
| 35Δ | 11.70 | 105.7% | 11.3% | 10.36 | 104.2% | 8.4% |
| 40Δ | 11.46 | 105.9% | 9.7% | 10.56 | 102.9% | 7.3% |
| 45Δ | 11.22 | 106.1% | 8.1% | 10.76 | 101.7% | 6.2% |
| 50Δ | 10.98 | 107.2% | 6.6% | 10.97 | 100.4% | 5.1% |
| 55Δ | 10.73 | 116.3% | 6.0% | 11.23 | 103.3% | 4.4% |
| 60Δ | 10.48 | 125.4% | 5.4% | 11.51 | 106.9% | 3.9% |
| 65Δ | 10.23 | 134.6% | 4.9% | 11.79 | 110.6% | 3.3% |
| 70Δ | 9.97 | 144.1% | 4.3% | 12.07 | 114.3% | 2.7% |
| 75Δ | 9.40 | 159.9% | 3.6% | 12.35 | 118.0% | 2.2% |
| 80Δ | 8.83 | 175.8% | 2.9% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 11.95
- IV
- 105.4%
- B/E move
- 12.9%
- Pseudo strike
- 10.15
- IV
- 105.5%
- B/E move
- 9.6%
35Δ
- Pseudo strike
- 11.70
- IV
- 105.7%
- B/E move
- 11.3%
- Pseudo strike
- 10.36
- IV
- 104.2%
- B/E move
- 8.4%
40Δ
- Pseudo strike
- 11.46
- IV
- 105.9%
- B/E move
- 9.7%
- Pseudo strike
- 10.56
- IV
- 102.9%
- B/E move
- 7.3%
45Δ
- Pseudo strike
- 11.22
- IV
- 106.1%
- B/E move
- 8.1%
- Pseudo strike
- 10.76
- IV
- 101.7%
- B/E move
- 6.2%
50Δ
- Pseudo strike
- 10.98
- IV
- 107.2%
- B/E move
- 6.6%
- Pseudo strike
- 10.97
- IV
- 100.4%
- B/E move
- 5.1%
55Δ
- Pseudo strike
- 10.73
- IV
- 116.3%
- B/E move
- 6.0%
- Pseudo strike
- 11.23
- IV
- 103.3%
- B/E move
- 4.4%
60Δ
- Pseudo strike
- 10.48
- IV
- 125.4%
- B/E move
- 5.4%
- Pseudo strike
- 11.51
- IV
- 106.9%
- B/E move
- 3.9%
65Δ
- Pseudo strike
- 10.23
- IV
- 134.6%
- B/E move
- 4.9%
- Pseudo strike
- 11.79
- IV
- 110.6%
- B/E move
- 3.3%
70Δ
- Pseudo strike
- 9.97
- IV
- 144.1%
- B/E move
- 4.3%
- Pseudo strike
- 12.07
- IV
- 114.3%
- B/E move
- 2.7%
75Δ
- Pseudo strike
- 9.40
- IV
- 159.9%
- B/E move
- 3.6%
- Pseudo strike
- 12.35
- IV
- 118.0%
- B/E move
- 2.2%
80Δ
- Pseudo strike
- 8.83
- IV
- 175.8%
- B/E move
- 2.9%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 93.72% | |
| 94.89% | |
| 93.15% | |
| 94.08% | |
| 99.87% | |
| 95.28% | |
| 105.60% | |
| 96.91% | |
| 100.29% | |
| 108.94% |
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