IntraAlpha
Create free account Start free

TORM plc Class A Common Stock TRMD

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-11-12T02:59:57.803Z

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 · 2026-11-12T00:43:19.623111479Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:56:11.438447+00:00

Share price$35.63
1D+0.4%
AH$34.87$35.06$35.26$35.45$35.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRMD
Sold putSold callAH

TORM plc Class A Common Stock options

Live interpolated TRMD call and put midpoint premiums by absolute delta.TORM plc Class A Common Stock$0.03$1.79$3.56$5.32$7.08$30.63$33.68$36.73$39.78$42.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TRMD spot · $35.63TRMD PRICE$0.22$0.33$0.43$0.54$0.64$0.74$0.85$0.95$1.06$1.24$2.03$2.82$3.62$0.62$0.83$1.08$1.33$1.58$2.12$2.84$3.57$4.85$6.57
Puts——
CallsCheap0.58×
Skew——
Implied moveBearish±$3.69
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.5437.6%6.0%32.0187.3%11.9%
25Δ37.2237.0%5.4%32.7190.7%10.5%
30Δ36.9436.8%4.9%33.3890.5%9.3%
35Δ36.6636.5%4.4%34.0690.3%8.1%
40Δ36.3836.3%3.9%34.7490.1%6.9%
45Δ36.1036.0%3.4%35.5296.7%6.2%
50Δ35.8135.7%2.9%36.38107.6%5.9%
55Δ35.5335.5%2.4%37.23118.5%5.5%
60Δ35.2535.2%1.9%38.62135.2%5.2%
65Δ34.9136.4%1.5%40.44155.9%4.9%
70Δ34.1249.0%1.5%
75Δ33.3361.7%1.5%
80Δ32.5374.3%1.5%

20Δ

Calls
Pseudo strike
37.54
IV
37.6%
B/E move
6.0%
Puts
Pseudo strike
32.01
IV
87.3%
B/E move
11.9%

25Δ

Calls
Pseudo strike
37.22
IV
37.0%
B/E move
5.4%
Puts
Pseudo strike
32.71
IV
90.7%
B/E move
10.5%

30Δ

Calls
Pseudo strike
36.94
IV
36.8%
B/E move
4.9%
Puts
Pseudo strike
33.38
IV
90.5%
B/E move
9.3%

35Δ

Calls
Pseudo strike
36.66
IV
36.5%
B/E move
4.4%
Puts
Pseudo strike
34.06
IV
90.3%
B/E move
8.1%

40Δ

Calls
Pseudo strike
36.38
IV
36.3%
B/E move
3.9%
Puts
Pseudo strike
34.74
IV
90.1%
B/E move
6.9%

45Δ

Calls
Pseudo strike
36.10
IV
36.0%
B/E move
3.4%
Puts
Pseudo strike
35.52
IV
96.7%
B/E move
6.2%

50Δ

Calls
Pseudo strike
35.81
IV
35.7%
B/E move
2.9%
Puts
Pseudo strike
36.38
IV
107.6%
B/E move
5.9%

55Δ

Calls
Pseudo strike
35.53
IV
35.5%
B/E move
2.4%
Puts
Pseudo strike
37.23
IV
118.5%
B/E move
5.5%

60Δ

Calls
Pseudo strike
35.25
IV
35.2%
B/E move
1.9%
Puts
Pseudo strike
38.62
IV
135.2%
B/E move
5.2%

65Δ

Calls
Pseudo strike
34.91
IV
36.4%
B/E move
1.5%
Puts
Pseudo strike
40.44
IV
155.9%
B/E move
4.9%

70Δ

Calls
Pseudo strike
34.12
IV
49.0%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
33.33
IV
61.7%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
32.53
IV
74.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend55.03%
Daily EOD
TRMD48.4%52.3%56.2%2026-10-19: 48.91%2026-10-20: 51.40%2026-10-21: 52.81%2026-10-22: 53.24%2026-10-23: 54.07%2026-10-26: 54.05%2026-10-27: 55.63%2026-10-28: 53.68%2026-10-29: 52.86%2026-10-30: 55.03%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.91%
51.40%
52.81%
53.24%
54.07%
54.05%
55.63%
53.68%
52.86%
55.03%