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TC Energy Corporation TRP

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Market datapartial · fetched 2026-10-22T23:22:30.310Z

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 · 2026-10-22T23:00:00.001450523Z

FundamentalsAlpha Vantage · unavailable

Share price$61.98
1D-0.9%
AH$60.94$61.38$61.81$62.25$62.685:30 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$0.42$1.61$2.81$4.00$5.19$56.46$59.27$62.07$64.88$67.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRP spot · $61.98TRP PRICE$1.03$0.55$0.69$0.84$0.99$1.13$1.45$1.92$2.39$2.85$3.38$4.12$4.85$0.82$0.82$0.88$1.13$1.37$1.61$1.85$2.09$2.32$2.55$2.78$3.01$3.97
PutsExpensive1.08×
CallsExpensive1.24×
SkewBullish-1.05 pp
Implied moveBearish±$3.31
TiltBalanced1.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.7758.4%19.1%56.7341.0%9.8%
25Δ64.9221.6%5.6%58.6831.2%6.6%
30Δ64.3721.1%5.0%60.0225.5%4.6%
35Δ63.8320.6%4.3%60.6025.5%4.0%
40Δ63.2920.1%3.7%61.1725.4%3.5%
45Δ62.7519.6%3.1%61.7525.3%3.0%
50Δ62.1820.5%2.7%62.3225.2%2.4%
55Δ61.6022.6%2.5%62.8224.4%2.0%
60Δ61.0224.6%2.3%63.2723.2%1.7%
65Δ60.4426.6%2.1%63.7222.1%1.3%
70Δ59.7728.4%1.9%64.1821.0%0.9%
75Δ58.8529.6%1.6%64.6319.8%0.6%
80Δ57.9430.7%1.3%65.7721.4%0.3%

20Δ

Calls
Pseudo strike
72.77
IV
58.4%
B/E move
19.1%
Puts
Pseudo strike
56.73
IV
41.0%
B/E move
9.8%

25Δ

Calls
Pseudo strike
64.92
IV
21.6%
B/E move
5.6%
Puts
Pseudo strike
58.68
IV
31.2%
B/E move
6.6%

30Δ

Calls
Pseudo strike
64.37
IV
21.1%
B/E move
5.0%
Puts
Pseudo strike
60.02
IV
25.5%
B/E move
4.6%

35Δ

Calls
Pseudo strike
63.83
IV
20.6%
B/E move
4.3%
Puts
Pseudo strike
60.60
IV
25.5%
B/E move
4.0%

40Δ

Calls
Pseudo strike
63.29
IV
20.1%
B/E move
3.7%
Puts
Pseudo strike
61.17
IV
25.4%
B/E move
3.5%

45Δ

Calls
Pseudo strike
62.75
IV
19.6%
B/E move
3.1%
Puts
Pseudo strike
61.75
IV
25.3%
B/E move
3.0%

50Δ

Calls
Pseudo strike
62.18
IV
20.5%
B/E move
2.7%
Puts
Pseudo strike
62.32
IV
25.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
61.60
IV
22.6%
B/E move
2.5%
Puts
Pseudo strike
62.82
IV
24.4%
B/E move
2.0%

60Δ

Calls
Pseudo strike
61.02
IV
24.6%
B/E move
2.3%
Puts
Pseudo strike
63.27
IV
23.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
60.44
IV
26.6%
B/E move
2.1%
Puts
Pseudo strike
63.72
IV
22.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
59.77
IV
28.4%
B/E move
1.9%
Puts
Pseudo strike
64.18
IV
21.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
58.85
IV
29.6%
B/E move
1.6%
Puts
Pseudo strike
64.63
IV
19.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
57.94
IV
30.7%
B/E move
1.3%
Puts
Pseudo strike
65.77
IV
21.4%
B/E move
0.3%

Options history

No recorded observations