TC Energy Corp TRP
ENERGY · OIL & GAS MIDSTREAMi
Market dataready · fetched 2026-10-24T05:34:00.961Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T23:00:00.001293334Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T05:34:01.104005+00:00
Share price$62.40
1D-0.3%
Sold putSold callAH
TC Energy Corp options
PutsExpensive1.12×
CallsExpensive1.22×
SkewBullish-0.57 pp
Implied moveBullish±$3.57
TiltBearish7.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 72.17 | 55.6% | 17.2% | 55.79 | 53.7% | 12.3% |
| 25Δ | 66.83 | 30.1% | 8.2% | 59.78 | 26.0% | 5.3% |
| 30Δ | 64.68 | 22.4% | 4.9% | 60.52 | 24.4% | 4.4% |
| 35Δ | 64.19 | 23.9% | 4.5% | 61.07 | 24.2% | 3.8% |
| 40Δ | 63.70 | 25.4% | 4.2% | 61.63 | 24.1% | 3.2% |
| 45Δ | 63.21 | 26.8% | 3.9% | 62.18 | 24.0% | 2.7% |
| 50Δ | 62.72 | 28.3% | 3.5% | 62.71 | 23.7% | 2.2% |
| 55Δ | 62.26 | 27.9% | 3.1% | 63.19 | 23.1% | 1.9% |
| 60Δ | 61.83 | 26.0% | 2.7% | 63.68 | 22.6% | 1.5% |
| 65Δ | 61.39 | 24.1% | 2.2% | 64.17 | 22.1% | 1.2% |
| 70Δ | 60.96 | 22.3% | 1.8% | 64.66 | 21.6% | 0.8% |
| 75Δ | 60.53 | 20.4% | 1.3% | 65.68 | 23.6% | 0.6% |
| 80Δ | 60.10 | 18.5% | 0.9% | 67.94 | 31.4% | 0.5% |
20Δ
- Pseudo strike
- 72.17
- IV
- 55.6%
- B/E move
- 17.2%
- Pseudo strike
- 55.79
- IV
- 53.7%
- B/E move
- 12.3%
25Δ
- Pseudo strike
- 66.83
- IV
- 30.1%
- B/E move
- 8.2%
- Pseudo strike
- 59.78
- IV
- 26.0%
- B/E move
- 5.3%
30Δ
- Pseudo strike
- 64.68
- IV
- 22.4%
- B/E move
- 4.9%
- Pseudo strike
- 60.52
- IV
- 24.4%
- B/E move
- 4.4%
35Δ
- Pseudo strike
- 64.19
- IV
- 23.9%
- B/E move
- 4.5%
- Pseudo strike
- 61.07
- IV
- 24.2%
- B/E move
- 3.8%
40Δ
- Pseudo strike
- 63.70
- IV
- 25.4%
- B/E move
- 4.2%
- Pseudo strike
- 61.63
- IV
- 24.1%
- B/E move
- 3.2%
45Δ
- Pseudo strike
- 63.21
- IV
- 26.8%
- B/E move
- 3.9%
- Pseudo strike
- 62.18
- IV
- 24.0%
- B/E move
- 2.7%
50Δ
- Pseudo strike
- 62.72
- IV
- 28.3%
- B/E move
- 3.5%
- Pseudo strike
- 62.71
- IV
- 23.7%
- B/E move
- 2.2%
55Δ
- Pseudo strike
- 62.26
- IV
- 27.9%
- B/E move
- 3.1%
- Pseudo strike
- 63.19
- IV
- 23.1%
- B/E move
- 1.9%
60Δ
- Pseudo strike
- 61.83
- IV
- 26.0%
- B/E move
- 2.7%
- Pseudo strike
- 63.68
- IV
- 22.6%
- B/E move
- 1.5%
65Δ
- Pseudo strike
- 61.39
- IV
- 24.1%
- B/E move
- 2.2%
- Pseudo strike
- 64.17
- IV
- 22.1%
- B/E move
- 1.2%
70Δ
- Pseudo strike
- 60.96
- IV
- 22.3%
- B/E move
- 1.8%
- Pseudo strike
- 64.66
- IV
- 21.6%
- B/E move
- 0.8%
75Δ
- Pseudo strike
- 60.53
- IV
- 20.4%
- B/E move
- 1.3%
- Pseudo strike
- 65.68
- IV
- 23.6%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 60.10
- IV
- 18.5%
- B/E move
- 0.9%
- Pseudo strike
- 67.94
- IV
- 31.4%
- B/E move
- 0.5%
Options history
No recorded observations