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TransUnion TRU

i

Market dataready · fetched 2026-11-12T03:14:56.691Z

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 · 2026-11-12T00:00:00.002455642Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:14:56.328059+00:00

Share price$81.96
1D+0.4%
AH$80.20$80.78$81.36$81.94$82.535:30 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$0.36$3.02$5.69$8.35$11.01$72.30$77.08$81.86$86.64$91.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRU spot · $81.96TRU PRICE$0.65$0.83$1.00$1.30$1.63$1.95$2.29$2.63$2.98$3.33$4.01$4.75$5.68$0.94$1.23$1.57$1.93$2.28$2.61$2.94$3.43$3.97$4.51$5.50$6.49$10.24
PutsCheap0.95×
CallsCheap0.75×
SkewBearish+13.33 pp
Implied moveBearish±$5.22
TiltBearish18.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.5146.8%7.6%75.8462.3%8.6%
25Δ86.3344.5%6.3%77.2560.7%7.2%
30Δ85.1642.3%5.1%78.3860.3%6.3%
35Δ84.3943.1%4.6%79.4460.0%5.4%
40Δ83.6944.4%4.1%80.4458.8%4.6%
45Δ82.9845.7%3.6%81.3856.5%3.9%
50Δ82.2746.3%3.2%82.3254.1%3.1%
55Δ81.5445.4%2.7%83.2253.5%2.6%
60Δ80.8244.5%2.2%84.1253.3%2.2%
65Δ80.0943.7%1.8%85.0253.1%1.8%
70Δ79.1744.9%1.5%86.2555.0%1.5%
75Δ78.2246.4%1.2%87.4957.0%1.2%
80Δ77.0848.2%1.0%91.2774.9%1.1%

20Δ

Calls
Pseudo strike
87.51
IV
46.8%
B/E move
7.6%
Puts
Pseudo strike
75.84
IV
62.3%
B/E move
8.6%

25Δ

Calls
Pseudo strike
86.33
IV
44.5%
B/E move
6.3%
Puts
Pseudo strike
77.25
IV
60.7%
B/E move
7.2%

30Δ

Calls
Pseudo strike
85.16
IV
42.3%
B/E move
5.1%
Puts
Pseudo strike
78.38
IV
60.3%
B/E move
6.3%

35Δ

Calls
Pseudo strike
84.39
IV
43.1%
B/E move
4.6%
Puts
Pseudo strike
79.44
IV
60.0%
B/E move
5.4%

40Δ

Calls
Pseudo strike
83.69
IV
44.4%
B/E move
4.1%
Puts
Pseudo strike
80.44
IV
58.8%
B/E move
4.6%

45Δ

Calls
Pseudo strike
82.98
IV
45.7%
B/E move
3.6%
Puts
Pseudo strike
81.38
IV
56.5%
B/E move
3.9%

50Δ

Calls
Pseudo strike
82.27
IV
46.3%
B/E move
3.2%
Puts
Pseudo strike
82.32
IV
54.1%
B/E move
3.1%

55Δ

Calls
Pseudo strike
81.54
IV
45.4%
B/E move
2.7%
Puts
Pseudo strike
83.22
IV
53.5%
B/E move
2.6%

60Δ

Calls
Pseudo strike
80.82
IV
44.5%
B/E move
2.2%
Puts
Pseudo strike
84.12
IV
53.3%
B/E move
2.2%

65Δ

Calls
Pseudo strike
80.09
IV
43.7%
B/E move
1.8%
Puts
Pseudo strike
85.02
IV
53.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
79.17
IV
44.9%
B/E move
1.5%
Puts
Pseudo strike
86.25
IV
55.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
78.22
IV
46.4%
B/E move
1.2%
Puts
Pseudo strike
87.49
IV
57.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
77.08
IV
48.2%
B/E move
1.0%
Puts
Pseudo strike
91.27
IV
74.9%
B/E move
1.1%

Options history

IV · four-Friday blend46.79%
Daily EOD
TRU44.7%46.7%48.8%2026-10-19: 48.52%2026-10-20: 47.60%2026-10-21: 46.32%2026-10-22: 46.75%2026-10-23: 47.09%2026-10-26: 47.04%2026-10-27: 47.44%2026-10-28: 45.87%2026-10-29: 44.94%2026-10-30: 46.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.52%
47.60%
46.32%
46.75%
47.09%
47.04%
47.44%
45.87%
44.94%
46.79%