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TransUnion TRU

i

Market datapartial · fetched 2026-10-22T21:26:43.598Z

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 · 2026-10-22T20:10:00.002435551Z

FundamentalsAlpha Vantage · unavailable

Share price$83.46
1D+3.7%
AH$80$81$82$83$845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRU
Sold putSold callAH

TransUnion options

Live interpolated TRU call and put midpoint premiums by absolute delta.TransUnion$0.86$4.19$7.53$10.87$14.20$53.18$65.66$78.13$90.60$103.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRU spot · $83.46TRU PRICE$1.22$1.53$1.85$2.54$3.23$3.93$4.61$5.18$5.81$6.48$7.90$9.38$11.07$1.73$2.30$2.86$3.46$4.04$4.72$5.58$6.56$7.55$8.55$9.93$11.44$13.24
PutsFair0.96×
CallsCheap0.80×
SkewBearish+4.37 pp
Implied moveBearish±$10.19
TiltBearish11.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.0649.4%15.4%73.5860.3%13.9%
25Δ92.5446.7%12.7%75.7559.8%12.0%
30Δ90.0343.9%10.1%77.8458.3%10.2%
35Δ88.7046.6%9.3%79.7156.9%8.6%
40Δ87.3949.2%8.6%81.4354.9%7.3%
45Δ86.0751.9%7.8%83.0953.6%6.1%
50Δ84.7153.8%7.0%84.6953.8%5.2%
55Δ83.1151.9%5.8%86.3253.4%4.4%
60Δ81.6150.3%4.7%87.9652.8%3.7%
65Δ80.1648.7%3.8%89.5952.2%2.9%
70Δ78.3251.9%3.3%91.4951.9%2.3%
75Δ76.3854.1%2.8%93.4851.6%1.7%
80Δ74.2155.8%2.2%95.7351.6%1.2%

20Δ

Calls
Pseudo strike
95.06
IV
49.4%
B/E move
15.4%
Puts
Pseudo strike
73.58
IV
60.3%
B/E move
13.9%

25Δ

Calls
Pseudo strike
92.54
IV
46.7%
B/E move
12.7%
Puts
Pseudo strike
75.75
IV
59.8%
B/E move
12.0%

30Δ

Calls
Pseudo strike
90.03
IV
43.9%
B/E move
10.1%
Puts
Pseudo strike
77.84
IV
58.3%
B/E move
10.2%

35Δ

Calls
Pseudo strike
88.70
IV
46.6%
B/E move
9.3%
Puts
Pseudo strike
79.71
IV
56.9%
B/E move
8.6%

40Δ

Calls
Pseudo strike
87.39
IV
49.2%
B/E move
8.6%
Puts
Pseudo strike
81.43
IV
54.9%
B/E move
7.3%

45Δ

Calls
Pseudo strike
86.07
IV
51.9%
B/E move
7.8%
Puts
Pseudo strike
83.09
IV
53.6%
B/E move
6.1%

50Δ

Calls
Pseudo strike
84.71
IV
53.8%
B/E move
7.0%
Puts
Pseudo strike
84.69
IV
53.8%
B/E move
5.2%

55Δ

Calls
Pseudo strike
83.11
IV
51.9%
B/E move
5.8%
Puts
Pseudo strike
86.32
IV
53.4%
B/E move
4.4%

60Δ

Calls
Pseudo strike
81.61
IV
50.3%
B/E move
4.7%
Puts
Pseudo strike
87.96
IV
52.8%
B/E move
3.7%

65Δ

Calls
Pseudo strike
80.16
IV
48.7%
B/E move
3.8%
Puts
Pseudo strike
89.59
IV
52.2%
B/E move
2.9%

70Δ

Calls
Pseudo strike
78.32
IV
51.9%
B/E move
3.3%
Puts
Pseudo strike
91.49
IV
51.9%
B/E move
2.3%

75Δ

Calls
Pseudo strike
76.38
IV
54.1%
B/E move
2.8%
Puts
Pseudo strike
93.48
IV
51.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
74.21
IV
55.8%
B/E move
2.2%
Puts
Pseudo strike
95.73
IV
51.6%
B/E move
1.2%

Options history

No recorded observations