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Trustmark Corporation Common Stock TRMK

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Market datapartial · fetched 2026-11-12T03:17:26.726Z

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 · 2026-11-11T21:00:01.4931564Z

FundamentalsAlpha Vantage · unavailable

Share price$45.56
1D+0.8%
AH$44.81$45.02$45.22$45.42$45.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRMK
Sold putSold callAH

Trustmark Corporation Common Stock options

Live interpolated TRMK call and put midpoint premiums by absolute delta.Trustmark Corporation Common Stock$0.41$2.30$4.18$6.06$7.95$40.42$43.19$45.95$48.71$51.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRMK spot · $45.56TRMK PRICE$0.68$0.80$0.92$1.04$1.15$1.27$1.39$1.51$1.75$2.48$3.20$3.93$4.65$0.62$0.67$0.72$0.77$0.82$1.63$2.46$3.28$4.11$4.93$5.75$6.58$7.40
PutsExpensive1.71×
CallsExpensive1.70×
SkewBullish-11.07 pp
Implied moveBearish±$3.85
TiltBearish23.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.94102.8%19.9%40.8582.6%11.7%
25Δ52.7995.4%17.6%41.8871.9%9.5%
30Δ51.6488.1%15.4%42.9161.2%7.4%
35Δ50.5080.7%13.1%43.9550.4%5.2%
40Δ49.3573.4%10.8%44.9839.7%3.1%
45Δ48.2066.0%8.6%45.9343.0%2.8%
50Δ47.0558.7%6.3%46.8746.6%2.5%
55Δ45.9051.4%4.1%47.8250.2%2.3%
60Δ44.8246.5%2.2%48.7653.8%2.0%
65Δ43.9851.1%2.0%49.7057.4%1.7%
70Δ43.1455.6%1.7%50.6561.0%1.5%
75Δ42.3060.2%1.5%51.5964.6%1.2%
80Δ41.4564.7%1.2%52.5468.2%0.9%

20Δ

Calls
Pseudo strike
53.94
IV
102.8%
B/E move
19.9%
Puts
Pseudo strike
40.85
IV
82.6%
B/E move
11.7%

25Δ

Calls
Pseudo strike
52.79
IV
95.4%
B/E move
17.6%
Puts
Pseudo strike
41.88
IV
71.9%
B/E move
9.5%

30Δ

Calls
Pseudo strike
51.64
IV
88.1%
B/E move
15.4%
Puts
Pseudo strike
42.91
IV
61.2%
B/E move
7.4%

35Δ

Calls
Pseudo strike
50.50
IV
80.7%
B/E move
13.1%
Puts
Pseudo strike
43.95
IV
50.4%
B/E move
5.2%

40Δ

Calls
Pseudo strike
49.35
IV
73.4%
B/E move
10.8%
Puts
Pseudo strike
44.98
IV
39.7%
B/E move
3.1%

45Δ

Calls
Pseudo strike
48.20
IV
66.0%
B/E move
8.6%
Puts
Pseudo strike
45.93
IV
43.0%
B/E move
2.8%

50Δ

Calls
Pseudo strike
47.05
IV
58.7%
B/E move
6.3%
Puts
Pseudo strike
46.87
IV
46.6%
B/E move
2.5%

55Δ

Calls
Pseudo strike
45.90
IV
51.4%
B/E move
4.1%
Puts
Pseudo strike
47.82
IV
50.2%
B/E move
2.3%

60Δ

Calls
Pseudo strike
44.82
IV
46.5%
B/E move
2.2%
Puts
Pseudo strike
48.76
IV
53.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
43.98
IV
51.1%
B/E move
2.0%
Puts
Pseudo strike
49.70
IV
57.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
43.14
IV
55.6%
B/E move
1.7%
Puts
Pseudo strike
50.65
IV
61.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
42.30
IV
60.2%
B/E move
1.5%
Puts
Pseudo strike
51.59
IV
64.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
41.45
IV
64.7%
B/E move
1.2%
Puts
Pseudo strike
52.54
IV
68.2%
B/E move
0.9%

Options history

IV · four-Friday blend29.41%
Daily EOD
TRMK27.2%29.8%32.5%2026-10-19: 27.53%2026-10-20: 30.34%2026-10-21: 29.05%2026-10-22: 28.93%2026-10-23: 30.71%2026-10-26: 30.91%2026-10-27: 32.13%2026-10-28: 31.99%2026-10-29: 29.51%2026-10-30: 29.41%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.53%
30.34%
29.05%
28.93%
30.71%
30.91%
32.13%
31.99%
29.51%
29.41%