IntraAlpha
Create free account Start free

TC Energy Corporation TRP

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-11-12T02:45:45.838Z

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 · 2026-11-12T00:00:00.001265257Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:45:31.618374+00:00

Share price$64.30
1D+0.9%
AH$63.27$63.56$63.86$64.16$64.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRP
Sold putSold callAH

TC Energy Corporation options

Live interpolated TRP call and put midpoint premiums by absolute delta.TC Energy Corporation$0.07$1.91$3.75$5.59$7.43$59.22$62.00$64.77$67.54$70.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TRP spot · $64.30TRP PRICE$0.28$0.35$0.43$0.51$0.61$0.77$0.93$1.09$1.25$1.41$1.57$1.73$1.90$0.27$0.54$0.84$1.13$1.43$1.73$2.02$2.34$2.72$3.10$3.47$6.90
Puts——
CallsCheap0.42×
Skew——
Implied moveBearish±$2.95
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.7624.2%4.3%62.4023.6%3.4%
25Δ66.3023.4%3.7%62.8426.5%3.1%
30Δ65.8322.6%3.1%63.2130.1%3.0%
35Δ65.3721.8%2.5%63.5933.7%2.9%
40Δ64.9421.1%1.9%63.9637.3%2.7%
45Δ64.6720.9%1.8%64.3440.9%2.6%
50Δ64.3920.6%1.6%64.7144.6%2.5%
55Δ64.1120.4%1.4%65.1547.1%2.3%
60Δ63.8320.2%1.2%65.7646.3%2.0%
65Δ63.5620.0%1.0%66.3745.6%1.6%
70Δ63.2819.7%0.9%66.9844.8%1.2%
75Δ63.0019.5%0.7%
80Δ62.7219.3%0.5%70.5865.1%1.0%

20Δ

Calls
Pseudo strike
66.76
IV
24.2%
B/E move
4.3%
Puts
Pseudo strike
62.40
IV
23.6%
B/E move
3.4%

25Δ

Calls
Pseudo strike
66.30
IV
23.4%
B/E move
3.7%
Puts
Pseudo strike
62.84
IV
26.5%
B/E move
3.1%

30Δ

Calls
Pseudo strike
65.83
IV
22.6%
B/E move
3.1%
Puts
Pseudo strike
63.21
IV
30.1%
B/E move
3.0%

35Δ

Calls
Pseudo strike
65.37
IV
21.8%
B/E move
2.5%
Puts
Pseudo strike
63.59
IV
33.7%
B/E move
2.9%

40Δ

Calls
Pseudo strike
64.94
IV
21.1%
B/E move
1.9%
Puts
Pseudo strike
63.96
IV
37.3%
B/E move
2.7%

45Δ

Calls
Pseudo strike
64.67
IV
20.9%
B/E move
1.8%
Puts
Pseudo strike
64.34
IV
40.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
64.39
IV
20.6%
B/E move
1.6%
Puts
Pseudo strike
64.71
IV
44.6%
B/E move
2.5%

55Δ

Calls
Pseudo strike
64.11
IV
20.4%
B/E move
1.4%
Puts
Pseudo strike
65.15
IV
47.1%
B/E move
2.3%

60Δ

Calls
Pseudo strike
63.83
IV
20.2%
B/E move
1.2%
Puts
Pseudo strike
65.76
IV
46.3%
B/E move
2.0%

65Δ

Calls
Pseudo strike
63.56
IV
20.0%
B/E move
1.0%
Puts
Pseudo strike
66.37
IV
45.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
63.28
IV
19.7%
B/E move
0.9%
Puts
Pseudo strike
66.98
IV
44.8%
B/E move
1.2%

75Δ

Calls
Pseudo strike
63.00
IV
19.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
62.72
IV
19.3%
B/E move
0.5%
Puts
Pseudo strike
70.58
IV
65.1%
B/E move
1.0%

Options history

IV · four-Friday blend22.70%
Daily EOD
TRP21.3%23.2%25.1%2026-10-19: 23.55%2026-10-20: 23.65%2026-10-21: 21.58%2026-10-22: 23.26%2026-10-23: 23.64%2026-10-26: 23.40%2026-10-27: 24.54%2026-10-28: 24.81%2026-10-29: 24.32%2026-10-30: 22.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.55%
23.65%
21.58%
23.26%
23.64%
23.40%
24.54%
24.81%
24.32%
22.70%