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Transcat, Inc. Common Stock TRNS

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Market datapartial · fetched 2026-10-22T21:28:10.135Z

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 · 2026-10-22T20:00:09.37651971Z

FundamentalsAlpha Vantage · unavailable

Share price$81.84
1D-4.1%
AH$81$82$83$84$865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRNS
Sold putSold callAH

Transcat, Inc. Common Stock options

Live interpolated TRNS call and put midpoint premiums by absolute delta.Transcat, Inc. Common Stock$1.36$4.75$8.15$11.55$14.95$65.57$73.91$82.26$90.60$98.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRNS spot · $81.84TRNS PRICE$2.13$2.14$2.18$2.74$3.30$3.91$4.67$5.44$6.24$7.39$8.55$9.87$11.69$1.72$2.24$2.83$3.46$4.09$4.92$5.77$6.62$7.79$9.01$10.28$12.13$13.97
PutsExpensive1.32×
CallsExpensive1.32×
SkewBullish-3.63 pp
Implied moveBearish±$10.45
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.8696.1%34.4%71.9260.9%14.2%
25Δ98.6674.2%23.2%74.2759.5%12.0%
30Δ89.8953.6%12.5%76.2458.4%10.3%
35Δ88.1453.8%11.1%78.0457.5%8.9%
40Δ86.3954.0%9.6%79.8456.6%7.4%
45Δ84.6754.2%8.2%81.4956.1%6.4%
50Δ83.0854.7%7.2%83.1255.7%5.5%
55Δ81.4855.1%6.2%84.7555.4%4.5%
60Δ79.8755.6%5.2%86.5255.2%3.8%
65Δ78.0956.5%4.4%88.3255.2%3.1%
70Δ76.3157.4%3.7%90.1655.1%2.4%
75Δ74.3958.4%3.0%92.4755.2%1.8%
80Δ72.0659.8%2.3%94.7855.3%1.3%

20Δ

Calls
Pseudo strike
107.86
IV
96.1%
B/E move
34.4%
Puts
Pseudo strike
71.92
IV
60.9%
B/E move
14.2%

25Δ

Calls
Pseudo strike
98.66
IV
74.2%
B/E move
23.2%
Puts
Pseudo strike
74.27
IV
59.5%
B/E move
12.0%

30Δ

Calls
Pseudo strike
89.89
IV
53.6%
B/E move
12.5%
Puts
Pseudo strike
76.24
IV
58.4%
B/E move
10.3%

35Δ

Calls
Pseudo strike
88.14
IV
53.8%
B/E move
11.1%
Puts
Pseudo strike
78.04
IV
57.5%
B/E move
8.9%

40Δ

Calls
Pseudo strike
86.39
IV
54.0%
B/E move
9.6%
Puts
Pseudo strike
79.84
IV
56.6%
B/E move
7.4%

45Δ

Calls
Pseudo strike
84.67
IV
54.2%
B/E move
8.2%
Puts
Pseudo strike
81.49
IV
56.1%
B/E move
6.4%

50Δ

Calls
Pseudo strike
83.08
IV
54.7%
B/E move
7.2%
Puts
Pseudo strike
83.12
IV
55.7%
B/E move
5.5%

55Δ

Calls
Pseudo strike
81.48
IV
55.1%
B/E move
6.2%
Puts
Pseudo strike
84.75
IV
55.4%
B/E move
4.5%

60Δ

Calls
Pseudo strike
79.87
IV
55.6%
B/E move
5.2%
Puts
Pseudo strike
86.52
IV
55.2%
B/E move
3.8%

65Δ

Calls
Pseudo strike
78.09
IV
56.5%
B/E move
4.4%
Puts
Pseudo strike
88.32
IV
55.2%
B/E move
3.1%

70Δ

Calls
Pseudo strike
76.31
IV
57.4%
B/E move
3.7%
Puts
Pseudo strike
90.16
IV
55.1%
B/E move
2.4%

75Δ

Calls
Pseudo strike
74.39
IV
58.4%
B/E move
3.0%
Puts
Pseudo strike
92.47
IV
55.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
72.06
IV
59.8%
B/E move
2.3%
Puts
Pseudo strike
94.78
IV
55.3%
B/E move
1.3%

Options history

No recorded observations