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TRONOX LIMITED CL A ORDINARY SHARES TROX

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Market dataready · fetched 2026-11-13T02:53:43.671Z

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 · 2026-11-13T00:15:26.214981907Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:53:42.994796+00:00

Share price$2.62
1D-5.1%
AH$2.58$2.64$2.70$2.75$2.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTROX
Sold putSold callAH

TRONOX LIMITED CL A ORDINARY SHARES options

Live interpolated TROX call and put midpoint premiums by absolute delta.TRONOX LIMITED CL A ORDINARY SHARES$0.14$0.31$0.48$0.65$0.82$1.02$1.74$2.45$3.17$3.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TROX spot · $2.62TROX PRICE$0.16$0.20$0.27$0.35$0.42$0.49$0.56$0.63$0.70$0.77$0.17$0.19$0.21$0.22$0.24$0.26$0.28$0.29$0.31$0.33$0.35$0.36$0.38
PutsExpensive2.33×
Calls——
Skew——
Implied moveBullish±$0.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.33572.0%55.7%
25Δ1.46534.5%51.5%
30Δ1.59497.0%47.3%
35Δ3.19208.5%27.8%1.71459.5%43.1%
40Δ2.95207.3%20.4%1.84422.0%38.9%
45Δ2.83217.9%18.6%1.97384.5%34.7%
50Δ2.72228.5%16.8%2.10347.0%30.5%
55Δ2.60239.0%15.0%2.22309.5%26.3%
60Δ2.48249.6%13.2%2.35272.0%22.1%
65Δ2.36260.2%11.4%2.48234.5%17.9%
70Δ2.24270.7%9.6%2.61197.0%13.7%
75Δ2.12281.3%7.8%2.73159.5%9.5%
80Δ2.00291.9%6.0%2.86122.1%5.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.33
IV
572.0%
B/E move
55.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.46
IV
534.5%
B/E move
51.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.59
IV
497.0%
B/E move
47.3%

35Δ

Calls
Pseudo strike
3.19
IV
208.5%
B/E move
27.8%
Puts
Pseudo strike
1.71
IV
459.5%
B/E move
43.1%

40Δ

Calls
Pseudo strike
2.95
IV
207.3%
B/E move
20.4%
Puts
Pseudo strike
1.84
IV
422.0%
B/E move
38.9%

45Δ

Calls
Pseudo strike
2.83
IV
217.9%
B/E move
18.6%
Puts
Pseudo strike
1.97
IV
384.5%
B/E move
34.7%

50Δ

Calls
Pseudo strike
2.72
IV
228.5%
B/E move
16.8%
Puts
Pseudo strike
2.10
IV
347.0%
B/E move
30.5%

55Δ

Calls
Pseudo strike
2.60
IV
239.0%
B/E move
15.0%
Puts
Pseudo strike
2.22
IV
309.5%
B/E move
26.3%

60Δ

Calls
Pseudo strike
2.48
IV
249.6%
B/E move
13.2%
Puts
Pseudo strike
2.35
IV
272.0%
B/E move
22.1%

65Δ

Calls
Pseudo strike
2.36
IV
260.2%
B/E move
11.4%
Puts
Pseudo strike
2.48
IV
234.5%
B/E move
17.9%

70Δ

Calls
Pseudo strike
2.24
IV
270.7%
B/E move
9.6%
Puts
Pseudo strike
2.61
IV
197.0%
B/E move
13.7%

75Δ

Calls
Pseudo strike
2.12
IV
281.3%
B/E move
7.8%
Puts
Pseudo strike
2.73
IV
159.5%
B/E move
9.5%

80Δ

Calls
Pseudo strike
2.00
IV
291.9%
B/E move
6.0%
Puts
Pseudo strike
2.86
IV
122.1%
B/E move
5.3%

Options history

IV · four-Friday blend86.87%
Daily EOD
TROX78.8%94.0%109.3%2026-10-20: 86.53%2026-10-23: 80.90%2026-10-26: 87.04%2026-10-27: 96.31%2026-10-28: 107.18%2026-10-29: 93.07%2026-10-30: 86.87%Oct 20Oct 27Oct 30
7 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
86.53%
80.90%
87.04%
96.31%
107.18%
93.07%
86.87%