Torm PLC Class A TRMD
ENERGY · OIL & GAS MIDSTREAMi
Market dataready · fetched 2026-10-22T23:21:42.336Z
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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T22:48:43.23544221Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:21:40.689357+00:00
Share price$38.54
1D+1.9%
Sold putSold callAH
Torm PLC Class A options
PutsFair1.04×
CallsCheap0.88×
SkewBearish+5.36 pp
Implied moveBearish±$4.69
TiltBearish13.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 45.76 | 64.9% | 20.7% | 32.93 | 73.2% | 16.8% |
| 25Δ | 42.39 | 44.1% | 11.7% | 35.36 | 52.3% | 10.7% |
| 30Δ | 41.61 | 42.7% | 10.1% | 36.12 | 52.8% | 9.5% |
| 35Δ | 40.83 | 41.4% | 8.5% | 36.88 | 53.2% | 8.2% |
| 40Δ | 40.05 | 40.1% | 6.9% | 37.64 | 53.7% | 7.1% |
| 45Δ | 39.44 | 42.6% | 6.3% | 38.41 | 54.7% | 6.3% |
| 50Δ | 38.84 | 45.4% | 5.8% | 39.19 | 55.7% | 5.4% |
| 55Δ | 38.23 | 48.2% | 5.3% | 39.96 | 56.7% | 4.6% |
| 60Δ | 37.63 | 50.9% | 4.8% | 40.87 | 57.4% | 3.9% |
| 65Δ | 36.59 | 60.1% | 4.6% | 41.79 | 58.1% | 3.2% |
| 70Δ | 35.42 | 71.1% | 4.5% | 42.84 | 59.3% | 2.6% |
| 75Δ | 34.59 | 70.4% | 3.8% | 44.29 | 62.3% | 2.0% |
| 80Δ | 33.96 | 63.4% | 2.9% | 46.03 | 65.5% | 1.5% |
20Δ
- Pseudo strike
- 45.76
- IV
- 64.9%
- B/E move
- 20.7%
- Pseudo strike
- 32.93
- IV
- 73.2%
- B/E move
- 16.8%
25Δ
- Pseudo strike
- 42.39
- IV
- 44.1%
- B/E move
- 11.7%
- Pseudo strike
- 35.36
- IV
- 52.3%
- B/E move
- 10.7%
30Δ
- Pseudo strike
- 41.61
- IV
- 42.7%
- B/E move
- 10.1%
- Pseudo strike
- 36.12
- IV
- 52.8%
- B/E move
- 9.5%
35Δ
- Pseudo strike
- 40.83
- IV
- 41.4%
- B/E move
- 8.5%
- Pseudo strike
- 36.88
- IV
- 53.2%
- B/E move
- 8.2%
40Δ
- Pseudo strike
- 40.05
- IV
- 40.1%
- B/E move
- 6.9%
- Pseudo strike
- 37.64
- IV
- 53.7%
- B/E move
- 7.1%
45Δ
- Pseudo strike
- 39.44
- IV
- 42.6%
- B/E move
- 6.3%
- Pseudo strike
- 38.41
- IV
- 54.7%
- B/E move
- 6.3%
50Δ
- Pseudo strike
- 38.84
- IV
- 45.4%
- B/E move
- 5.8%
- Pseudo strike
- 39.19
- IV
- 55.7%
- B/E move
- 5.4%
55Δ
- Pseudo strike
- 38.23
- IV
- 48.2%
- B/E move
- 5.3%
- Pseudo strike
- 39.96
- IV
- 56.7%
- B/E move
- 4.6%
60Δ
- Pseudo strike
- 37.63
- IV
- 50.9%
- B/E move
- 4.8%
- Pseudo strike
- 40.87
- IV
- 57.4%
- B/E move
- 3.9%
65Δ
- Pseudo strike
- 36.59
- IV
- 60.1%
- B/E move
- 4.6%
- Pseudo strike
- 41.79
- IV
- 58.1%
- B/E move
- 3.2%
70Δ
- Pseudo strike
- 35.42
- IV
- 71.1%
- B/E move
- 4.5%
- Pseudo strike
- 42.84
- IV
- 59.3%
- B/E move
- 2.6%
75Δ
- Pseudo strike
- 34.59
- IV
- 70.4%
- B/E move
- 3.8%
- Pseudo strike
- 44.29
- IV
- 62.3%
- B/E move
- 2.0%
80Δ
- Pseudo strike
- 33.96
- IV
- 63.4%
- B/E move
- 2.9%
- Pseudo strike
- 46.03
- IV
- 65.5%
- B/E move
- 1.5%
Options history
No recorded observations