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Trupanion, Inc. Common Stock TRUP

i

Market dataready · fetched 2026-11-11T14:40:11.712Z

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 · 2026-11-11T14:39:01.271200946Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:40:11.260404+00:00

Share price$34.13
1D+0.7%
$33.87$33.94$34.01$34.08$34.155:30 AM6:30 AM9:00 AM1:00 PMTRUP
Sold putSold call

Trupanion, Inc. Common Stock options

Live interpolated TRUP call and put midpoint premiums by absolute delta.Trupanion, Inc. Common Stock$0.28$1.68$3.09$4.49$5.90$20.88$26.65$32.42$38.19$43.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRUP spot · $34.13TRUP PRICE$0.43$0.55$0.71$0.88$1.04$1.20$1.38$1.56$1.74$1.93$2.11$2.47$3.03$0.45$0.51$0.65$0.86$1.06$1.27$1.47$1.68$2.05$2.66$3.28$3.89$5.49
PutsCheap0.33×
CallsCheap0.48×
SkewNeutral+0.22 pp
Implied moveBearish±$2.86
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.2176.7%13.2%31.0173.1%10.5%
25Δ37.1371.0%10.4%32.0062.3%7.7%
30Δ36.5671.0%9.2%32.7057.3%6.1%
35Δ35.9870.9%8.0%33.1158.2%5.5%
40Δ35.4170.9%6.8%33.5259.0%4.9%
45Δ34.8870.2%5.7%33.9459.8%4.3%
50Δ34.4467.8%5.0%34.3560.6%3.7%
55Δ34.0165.4%4.2%34.7661.4%3.1%
60Δ33.5863.1%3.5%35.2964.0%2.6%
65Δ33.1560.7%2.8%36.0269.1%2.3%
70Δ32.7258.3%2.1%36.7474.2%2.0%
75Δ32.1857.9%1.5%37.4679.3%1.6%
80Δ31.5159.6%1.2%39.1888.1%1.3%

20Δ

Calls
Pseudo strike
38.21
IV
76.7%
B/E move
13.2%
Puts
Pseudo strike
31.01
IV
73.1%
B/E move
10.5%

25Δ

Calls
Pseudo strike
37.13
IV
71.0%
B/E move
10.4%
Puts
Pseudo strike
32.00
IV
62.3%
B/E move
7.7%

30Δ

Calls
Pseudo strike
36.56
IV
71.0%
B/E move
9.2%
Puts
Pseudo strike
32.70
IV
57.3%
B/E move
6.1%

35Δ

Calls
Pseudo strike
35.98
IV
70.9%
B/E move
8.0%
Puts
Pseudo strike
33.11
IV
58.2%
B/E move
5.5%

40Δ

Calls
Pseudo strike
35.41
IV
70.9%
B/E move
6.8%
Puts
Pseudo strike
33.52
IV
59.0%
B/E move
4.9%

45Δ

Calls
Pseudo strike
34.88
IV
70.2%
B/E move
5.7%
Puts
Pseudo strike
33.94
IV
59.8%
B/E move
4.3%

50Δ

Calls
Pseudo strike
34.44
IV
67.8%
B/E move
5.0%
Puts
Pseudo strike
34.35
IV
60.6%
B/E move
3.7%

55Δ

Calls
Pseudo strike
34.01
IV
65.4%
B/E move
4.2%
Puts
Pseudo strike
34.76
IV
61.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
33.58
IV
63.1%
B/E move
3.5%
Puts
Pseudo strike
35.29
IV
64.0%
B/E move
2.6%

65Δ

Calls
Pseudo strike
33.15
IV
60.7%
B/E move
2.8%
Puts
Pseudo strike
36.02
IV
69.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
32.72
IV
58.3%
B/E move
2.1%
Puts
Pseudo strike
36.74
IV
74.2%
B/E move
2.0%

75Δ

Calls
Pseudo strike
32.18
IV
57.9%
B/E move
1.5%
Puts
Pseudo strike
37.46
IV
79.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
31.51
IV
59.6%
B/E move
1.2%
Puts
Pseudo strike
39.18
IV
88.1%
B/E move
1.3%

Options history

IV · four-Friday blend60.83%
Daily EOD
TRUP52.3%58.9%65.5%2026-10-19: 60.87%2026-10-20: 56.41%2026-10-21: 58.82%2026-10-22: 53.18%2026-10-23: 55.13%2026-10-26: 59.31%2026-10-27: 60.73%2026-10-28: 64.56%2026-10-29: 61.06%2026-10-30: 60.83%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
60.87%
56.41%
58.82%
53.18%
55.13%
59.31%
60.73%
64.56%
61.06%
60.83%