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Transcat, Inc. Common Stock TRNS

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Market datapartial · fetched 2026-10-22T17:35:24.850Z

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 · 2026-10-22T17:19:12.452720645Z

FundamentalsAlpha Vantage · unavailable

Share price$81.96
1D-3.9%
$81.68$82.66$83.63$84.61$85.585:30 AM6:30 AM9:00 AM1:00 PMTRNS
Sold putSold call

Transcat, Inc. Common Stock options

Live interpolated TRNS call and put midpoint premiums by absolute delta.Transcat, Inc. Common Stock$0.93$4.28$7.64$10.99$14.34$66.04$74.07$82.09$90.12$98.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRNS spot · $81.96TRNS PRICE$1.29$1.74$2.19$2.77$3.36$3.97$4.77$5.57$6.38$7.59$8.81$10.24$12.12$1.70$2.20$2.80$3.42$4.04$4.86$5.68$6.50$7.60$8.72$9.85$11.60$13.38
PutsExpensive1.26×
CallsExpensive1.24×
SkewBullish-1.14 pp
Implied moveBearish±$10.45
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.4353.2%16.8%72.1360.1%14.1%
25Δ92.2453.5%14.7%74.5158.4%11.8%
30Δ90.0553.8%12.5%76.4257.5%10.2%
35Δ88.3154.3%11.1%78.2056.7%8.8%
40Δ86.5954.8%9.7%79.9855.9%7.3%
45Δ84.8755.3%8.4%81.5955.4%6.4%
50Δ83.2355.8%7.4%83.2054.9%5.4%
55Δ81.6056.4%6.4%84.8154.4%4.5%
60Δ79.9657.0%5.3%86.5154.0%3.7%
65Δ78.1158.2%4.6%88.2253.5%3.0%
70Δ76.2759.4%3.8%89.9353.0%2.3%
75Δ74.2560.7%3.1%92.1353.0%1.8%
80Δ71.8362.4%2.4%94.3552.9%1.2%

20Δ

Calls
Pseudo strike
94.43
IV
53.2%
B/E move
16.8%
Puts
Pseudo strike
72.13
IV
60.1%
B/E move
14.1%

25Δ

Calls
Pseudo strike
92.24
IV
53.5%
B/E move
14.7%
Puts
Pseudo strike
74.51
IV
58.4%
B/E move
11.8%

30Δ

Calls
Pseudo strike
90.05
IV
53.8%
B/E move
12.5%
Puts
Pseudo strike
76.42
IV
57.5%
B/E move
10.2%

35Δ

Calls
Pseudo strike
88.31
IV
54.3%
B/E move
11.1%
Puts
Pseudo strike
78.20
IV
56.7%
B/E move
8.8%

40Δ

Calls
Pseudo strike
86.59
IV
54.8%
B/E move
9.7%
Puts
Pseudo strike
79.98
IV
55.9%
B/E move
7.3%

45Δ

Calls
Pseudo strike
84.87
IV
55.3%
B/E move
8.4%
Puts
Pseudo strike
81.59
IV
55.4%
B/E move
6.4%

50Δ

Calls
Pseudo strike
83.23
IV
55.8%
B/E move
7.4%
Puts
Pseudo strike
83.20
IV
54.9%
B/E move
5.4%

55Δ

Calls
Pseudo strike
81.60
IV
56.4%
B/E move
6.4%
Puts
Pseudo strike
84.81
IV
54.4%
B/E move
4.5%

60Δ

Calls
Pseudo strike
79.96
IV
57.0%
B/E move
5.3%
Puts
Pseudo strike
86.51
IV
54.0%
B/E move
3.7%

65Δ

Calls
Pseudo strike
78.11
IV
58.2%
B/E move
4.6%
Puts
Pseudo strike
88.22
IV
53.5%
B/E move
3.0%

70Δ

Calls
Pseudo strike
76.27
IV
59.4%
B/E move
3.8%
Puts
Pseudo strike
89.93
IV
53.0%
B/E move
2.3%

75Δ

Calls
Pseudo strike
74.25
IV
60.7%
B/E move
3.1%
Puts
Pseudo strike
92.13
IV
53.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
71.83
IV
62.4%
B/E move
2.4%
Puts
Pseudo strike
94.35
IV
52.9%
B/E move
1.2%

Options history

No recorded observations