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Trustmark Corporation TRMK

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-23T00:22:22.176Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:09.576092206Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:21:50.418243+00:00

Share price$46.35
1D+1.7%
AH$45.50$45.76$46.02$46.28$46.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRMK
Sold putSold callAH

Trustmark Corporation options

Live interpolated TRMK call and put midpoint premiums by absolute delta.Trustmark Corporation$0.94$1.78$2.62$3.45$4.29$39.71$43.07$46.42$49.78$53.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRMK spot · $46.35TRMK PRICE$1.07$1.12$1.21$1.32$1.45$1.58$1.71$1.84$1.97$2.10$2.42$3.24$4.05$1.03$1.16$1.28$1.41$1.64$1.92$2.20$2.49$2.77$3.05$3.33$3.61$3.89
PutsExpensive1.93×
CallsExpensive1.79×
SkewBullish-1.10 pp
Implied moveBearish±$3.92
TiltBearish8.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.3683.0%28.2%40.3466.1%15.2%
25Δ53.7264.4%18.3%41.7458.7%12.4%
30Δ51.1953.8%13.1%43.1551.3%9.7%
35Δ49.6447.1%9.9%44.5543.9%6.9%
40Δ48.9544.0%8.7%45.3940.5%5.6%
45Δ48.2640.8%7.5%45.9639.1%5.0%
50Δ47.5737.6%6.3%46.5437.7%4.3%
55Δ46.8834.5%5.1%47.1136.2%3.7%
60Δ46.1931.3%3.9%47.6934.8%3.1%
65Δ45.5028.1%2.7%48.2633.4%2.5%
70Δ44.7426.2%1.7%48.8432.0%1.8%
75Δ43.7827.7%1.4%49.4130.5%1.2%
80Δ42.8229.1%1.1%49.9929.1%0.6%

20Δ

Calls
Pseudo strike
58.36
IV
83.0%
B/E move
28.2%
Puts
Pseudo strike
40.34
IV
66.1%
B/E move
15.2%

25Δ

Calls
Pseudo strike
53.72
IV
64.4%
B/E move
18.3%
Puts
Pseudo strike
41.74
IV
58.7%
B/E move
12.4%

30Δ

Calls
Pseudo strike
51.19
IV
53.8%
B/E move
13.1%
Puts
Pseudo strike
43.15
IV
51.3%
B/E move
9.7%

35Δ

Calls
Pseudo strike
49.64
IV
47.1%
B/E move
9.9%
Puts
Pseudo strike
44.55
IV
43.9%
B/E move
6.9%

40Δ

Calls
Pseudo strike
48.95
IV
44.0%
B/E move
8.7%
Puts
Pseudo strike
45.39
IV
40.5%
B/E move
5.6%

45Δ

Calls
Pseudo strike
48.26
IV
40.8%
B/E move
7.5%
Puts
Pseudo strike
45.96
IV
39.1%
B/E move
5.0%

50Δ

Calls
Pseudo strike
47.57
IV
37.6%
B/E move
6.3%
Puts
Pseudo strike
46.54
IV
37.7%
B/E move
4.3%

55Δ

Calls
Pseudo strike
46.88
IV
34.5%
B/E move
5.1%
Puts
Pseudo strike
47.11
IV
36.2%
B/E move
3.7%

60Δ

Calls
Pseudo strike
46.19
IV
31.3%
B/E move
3.9%
Puts
Pseudo strike
47.69
IV
34.8%
B/E move
3.1%

65Δ

Calls
Pseudo strike
45.50
IV
28.1%
B/E move
2.7%
Puts
Pseudo strike
48.26
IV
33.4%
B/E move
2.5%

70Δ

Calls
Pseudo strike
44.74
IV
26.2%
B/E move
1.7%
Puts
Pseudo strike
48.84
IV
32.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
43.78
IV
27.7%
B/E move
1.4%
Puts
Pseudo strike
49.41
IV
30.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
42.82
IV
29.1%
B/E move
1.1%
Puts
Pseudo strike
49.99
IV
29.1%
B/E move
0.6%

Options history

No recorded observations