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Tronox Holdings PLC TROX

BASIC MATERIALS · CHEMICALS
i

Market dataready · fetched 2026-10-23T18:18:56.994Z

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 · 2026-10-23T18:18:31.718498732Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T18:14:34.409983+00:00

Share price$3.47
1D+2.7%
$3.25$3.31$3.38$3.44$3.515:30 AM6:30 AM9:00 AM1:00 PMTROX
Sold putSold call

Tronox Holdings PLC options

Live interpolated TROX call and put midpoint premiums by absolute delta.Tronox Holdings PLC$0.12$2.35$4.58$6.81$9.03$0.74$2.10$3.47$4.84$6.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TROX spot · $3.46TROX PRICE$0.36$0.39$0.42$0.45$0.49$0.52$0.55$0.58$0.62$0.65$0.80$1.24$0.41$0.43$0.46$0.49$0.52$0.55$0.57$0.60$0.63$0.66$4.49$8.39$7.28
PutsExpensive3.01×
CallsExpensive3.51×
SkewBullish-1.36 pp
Implied moveBearish±$1.09
TiltBearish56.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.21302.1%48.0%
25Δ13.91396.4%311.9%2.40279.6%43.4%
30Δ8.78323.8%164.5%2.58257.2%38.8%
35Δ8.12299.4%146.4%2.77234.7%34.3%
40Δ7.46275.1%128.2%2.95212.3%29.7%
45Δ6.79250.7%110.1%3.14189.8%25.1%
50Δ6.13226.3%91.9%3.33167.3%20.5%
55Δ5.47201.9%73.7%3.51144.9%16.0%
60Δ4.81177.5%55.6%3.70122.4%11.4%
65Δ4.14153.1%37.4%3.8999.9%6.8%
70Δ3.48128.7%19.3%7.61295.6%10.0%
75Δ2.87129.8%5.9%11.56356.2%8.5%
80Δ2.41199.2%5.4%10.54312.1%5.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.21
IV
302.1%
B/E move
48.0%

25Δ

Calls
Pseudo strike
13.91
IV
396.4%
B/E move
311.9%
Puts
Pseudo strike
2.40
IV
279.6%
B/E move
43.4%

30Δ

Calls
Pseudo strike
8.78
IV
323.8%
B/E move
164.5%
Puts
Pseudo strike
2.58
IV
257.2%
B/E move
38.8%

35Δ

Calls
Pseudo strike
8.12
IV
299.4%
B/E move
146.4%
Puts
Pseudo strike
2.77
IV
234.7%
B/E move
34.3%

40Δ

Calls
Pseudo strike
7.46
IV
275.1%
B/E move
128.2%
Puts
Pseudo strike
2.95
IV
212.3%
B/E move
29.7%

45Δ

Calls
Pseudo strike
6.79
IV
250.7%
B/E move
110.1%
Puts
Pseudo strike
3.14
IV
189.8%
B/E move
25.1%

50Δ

Calls
Pseudo strike
6.13
IV
226.3%
B/E move
91.9%
Puts
Pseudo strike
3.33
IV
167.3%
B/E move
20.5%

55Δ

Calls
Pseudo strike
5.47
IV
201.9%
B/E move
73.7%
Puts
Pseudo strike
3.51
IV
144.9%
B/E move
16.0%

60Δ

Calls
Pseudo strike
4.81
IV
177.5%
B/E move
55.6%
Puts
Pseudo strike
3.70
IV
122.4%
B/E move
11.4%

65Δ

Calls
Pseudo strike
4.14
IV
153.1%
B/E move
37.4%
Puts
Pseudo strike
3.89
IV
99.9%
B/E move
6.8%

70Δ

Calls
Pseudo strike
3.48
IV
128.7%
B/E move
19.3%
Puts
Pseudo strike
7.61
IV
295.6%
B/E move
10.0%

75Δ

Calls
Pseudo strike
2.87
IV
129.8%
B/E move
5.9%
Puts
Pseudo strike
11.56
IV
356.2%
B/E move
8.5%

80Δ

Calls
Pseudo strike
2.41
IV
199.2%
B/E move
5.4%
Puts
Pseudo strike
10.54
IV
312.1%
B/E move
5.8%

Options history

No recorded observations