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Transcat, Inc. Common Stock TRNS

INDUSTRIALS · SPECIALTY BUSINESS SERVICES
i

Market dataready · fetched 2026-11-12T03:23:27.626Z

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 · 2026-11-11T21:00:00.501891042Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:23:27.199260+00:00

Share price$105.12
1D-1.9%
AH$104.80$105.55$106.31$107.06$107.815:30 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$0.52$1.90$3.27$4.65$6.02$83.30$94.40$105.50$116.59$127.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive TRNS spot · $105.11TRNS PRICE$0.67$0.91$1.23$1.54$1.86$2.17$2.49$2.97$3.64$4.30$4.96$5.63$0.82$1.10$1.41$1.71$2.02$2.33$2.74$3.26$3.77$4.29$4.80$5.32
Puts——
Calls——
Skew——
Implied moveBearish±$5.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ110.8336.4%6.1%99.5143.0%6.1%
25Δ109.6336.7%5.2%100.7142.0%5.2%
30Δ108.7937.1%4.7%101.6741.4%4.6%
35Δ107.9537.4%4.2%102.6240.8%4.0%
40Δ107.1137.7%3.7%103.5840.2%3.4%
45Δ106.2738.1%3.2%104.5439.6%2.8%
50Δ105.4338.4%2.7%105.4339.0%2.3%
55Δ104.5339.0%2.3%106.2738.6%2.0%
60Δ103.5739.8%2.0%107.1138.1%1.7%
65Δ102.6140.6%1.7%107.9537.6%1.4%
70Δ101.6541.4%1.4%108.7837.2%1.1%
75Δ100.6942.1%1.1%109.6236.7%0.8%
80Δ

20Δ

Calls
Pseudo strike
110.83
IV
36.4%
B/E move
6.1%
Puts
Pseudo strike
99.51
IV
43.0%
B/E move
6.1%

25Δ

Calls
Pseudo strike
109.63
IV
36.7%
B/E move
5.2%
Puts
Pseudo strike
100.71
IV
42.0%
B/E move
5.2%

30Δ

Calls
Pseudo strike
108.79
IV
37.1%
B/E move
4.7%
Puts
Pseudo strike
101.67
IV
41.4%
B/E move
4.6%

35Δ

Calls
Pseudo strike
107.95
IV
37.4%
B/E move
4.2%
Puts
Pseudo strike
102.62
IV
40.8%
B/E move
4.0%

40Δ

Calls
Pseudo strike
107.11
IV
37.7%
B/E move
3.7%
Puts
Pseudo strike
103.58
IV
40.2%
B/E move
3.4%

45Δ

Calls
Pseudo strike
106.27
IV
38.1%
B/E move
3.2%
Puts
Pseudo strike
104.54
IV
39.6%
B/E move
2.8%

50Δ

Calls
Pseudo strike
105.43
IV
38.4%
B/E move
2.7%
Puts
Pseudo strike
105.43
IV
39.0%
B/E move
2.3%

55Δ

Calls
Pseudo strike
104.53
IV
39.0%
B/E move
2.3%
Puts
Pseudo strike
106.27
IV
38.6%
B/E move
2.0%

60Δ

Calls
Pseudo strike
103.57
IV
39.8%
B/E move
2.0%
Puts
Pseudo strike
107.11
IV
38.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
102.61
IV
40.6%
B/E move
1.7%
Puts
Pseudo strike
107.95
IV
37.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
101.65
IV
41.4%
B/E move
1.4%
Puts
Pseudo strike
108.78
IV
37.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
100.69
IV
42.1%
B/E move
1.1%
Puts
Pseudo strike
109.62
IV
36.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend49.65%
Daily EOD
TRNS45.7%47.8%49.9%2026-10-19: 46.23%2026-10-20: 46.29%2026-10-21: 46.00%2026-10-22: 47.53%2026-10-23: 47.92%2026-10-26: 48.17%2026-10-27: 47.96%2026-10-28: 47.73%2026-10-29: 47.89%2026-10-30: 49.65%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.23%
46.29%
46.00%
47.53%
47.92%
48.17%
47.96%
47.73%
47.89%
49.65%