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TRONOX LIMITED CL A ORDINARY SHARES TROX

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Market datapartial · fetched 2026-10-23T17:32:01.307Z

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 · 2026-10-23T17:31:58.225030219Z

FundamentalsAlpha Vantage · unavailable

Share price$3.44
1D+1.9%
$3.25$3.31$3.38$3.44$3.515:30 AM6:30 AM9:00 AM1:00 PMTROX
Sold putSold call

TRONOX LIMITED CL A ORDINARY SHARES options

Live interpolated TROX call and put midpoint premiums by absolute delta.TRONOX LIMITED CL A ORDINARY SHARES$0.00$3.46$6.93$10.39$13.86$1.21$2.37$3.52$4.68$5.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TROX spot · $3.44TROX PRICE$0.10$0.12$0.14$0.29$0.48$0.68$0.87$1.06$1.26$1.45$1.64$1.84$2.03$0.10$0.33$0.72$1.10$1.48$1.87$2.25$2.64$3.02$3.41$3.79$1.74$12.84
PutsExpensive2.46×
CallsExpensive3.13×
SkewBullish-18.29 pp
Implied moveBearish±$3.12
TiltBearish49.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.92132.8%75.4%2.77108.6%22.2%
25Δ5.08113.1%51.3%3.2486.9%15.2%
30Δ4.2393.4%27.3%3.65107.1%14.5%
35Δ3.83108.3%19.9%4.06127.3%13.8%
40Δ3.59135.8%18.6%4.47147.5%13.2%
45Δ3.35163.4%17.4%4.87167.7%12.5%
50Δ3.12191.0%16.1%5.28187.8%11.8%
55Δ2.88218.6%14.8%5.69208.0%11.2%
60Δ2.65246.2%13.6%6.10228.2%10.5%
65Δ2.41273.8%12.3%6.50248.4%9.8%
70Δ2.17301.4%11.1%6.91268.6%9.2%
75Δ1.94329.0%9.8%5.02151.8%4.7%
80Δ1.70356.6%8.5%16.06387.8%6.2%

20Δ

Calls
Pseudo strike
5.92
IV
132.8%
B/E move
75.4%
Puts
Pseudo strike
2.77
IV
108.6%
B/E move
22.2%

25Δ

Calls
Pseudo strike
5.08
IV
113.1%
B/E move
51.3%
Puts
Pseudo strike
3.24
IV
86.9%
B/E move
15.2%

30Δ

Calls
Pseudo strike
4.23
IV
93.4%
B/E move
27.3%
Puts
Pseudo strike
3.65
IV
107.1%
B/E move
14.5%

35Δ

Calls
Pseudo strike
3.83
IV
108.3%
B/E move
19.9%
Puts
Pseudo strike
4.06
IV
127.3%
B/E move
13.8%

40Δ

Calls
Pseudo strike
3.59
IV
135.8%
B/E move
18.6%
Puts
Pseudo strike
4.47
IV
147.5%
B/E move
13.2%

45Δ

Calls
Pseudo strike
3.35
IV
163.4%
B/E move
17.4%
Puts
Pseudo strike
4.87
IV
167.7%
B/E move
12.5%

50Δ

Calls
Pseudo strike
3.12
IV
191.0%
B/E move
16.1%
Puts
Pseudo strike
5.28
IV
187.8%
B/E move
11.8%

55Δ

Calls
Pseudo strike
2.88
IV
218.6%
B/E move
14.8%
Puts
Pseudo strike
5.69
IV
208.0%
B/E move
11.2%

60Δ

Calls
Pseudo strike
2.65
IV
246.2%
B/E move
13.6%
Puts
Pseudo strike
6.10
IV
228.2%
B/E move
10.5%

65Δ

Calls
Pseudo strike
2.41
IV
273.8%
B/E move
12.3%
Puts
Pseudo strike
6.50
IV
248.4%
B/E move
9.8%

70Δ

Calls
Pseudo strike
2.17
IV
301.4%
B/E move
11.1%
Puts
Pseudo strike
6.91
IV
268.6%
B/E move
9.2%

75Δ

Calls
Pseudo strike
1.94
IV
329.0%
B/E move
9.8%
Puts
Pseudo strike
5.02
IV
151.8%
B/E move
4.7%

80Δ

Calls
Pseudo strike
1.70
IV
356.6%
B/E move
8.5%
Puts
Pseudo strike
16.06
IV
387.8%
B/E move
6.2%

Options history

No recorded observations