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Trupanion, Inc. Common Stock TRUP

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Market datapartial · fetched 2026-10-22T20:08:19.893Z

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 · 2026-10-22T20:00:01.083175039Z

FundamentalsAlpha Vantage · unavailable

Share price$29.91
1D+3.5%
AH$28.26$28.73$29.21$29.68$30.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRUP
Sold putSold callAH

Trupanion, Inc. Common Stock options

Live interpolated TRUP call and put midpoint premiums by absolute delta.Trupanion, Inc. Common Stock$0.49$3.01$5.54$8.06$10.58$20.64$24.67$28.69$32.72$36.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRUP spot · $29.91TRUP PRICE$0.76$1.10$1.16$1.23$1.30$1.37$1.44$1.68$2.09$2.49$2.90$3.40$4.48$1.23$1.28$1.32$1.58$1.84$2.11$2.82$3.71$4.50$5.07$5.64$6.68$9.85
PutsExpensive1.84×
CallsExpensive1.27×
SkewBearish+18.80 pp
Implied moveBearish±$4.26
TiltBearish30.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.2689.2%30.4%23.70118.0%24.9%
25Δ38.28102.1%31.7%25.6095.8%18.7%
30Δ34.7981.2%20.2%27.4973.7%12.5%
35Δ33.0669.1%14.6%28.2670.9%10.8%
40Δ31.9760.7%11.2%29.0368.2%9.1%
45Δ31.1853.9%8.8%29.7965.5%7.4%
50Δ30.3947.2%6.4%30.7470.6%6.6%
55Δ29.7144.9%5.0%31.7678.4%6.2%
60Δ29.1447.2%4.4%32.7483.4%5.6%
65Δ28.5749.4%3.8%33.6280.7%4.5%
70Δ27.9951.6%3.3%34.5178.0%3.5%
75Δ27.3354.6%2.8%35.8278.9%2.6%
80Δ26.1462.4%2.4%39.0995.7%2.3%

20Δ

Calls
Pseudo strike
38.26
IV
89.2%
B/E move
30.4%
Puts
Pseudo strike
23.70
IV
118.0%
B/E move
24.9%

25Δ

Calls
Pseudo strike
38.28
IV
102.1%
B/E move
31.7%
Puts
Pseudo strike
25.60
IV
95.8%
B/E move
18.7%

30Δ

Calls
Pseudo strike
34.79
IV
81.2%
B/E move
20.2%
Puts
Pseudo strike
27.49
IV
73.7%
B/E move
12.5%

35Δ

Calls
Pseudo strike
33.06
IV
69.1%
B/E move
14.6%
Puts
Pseudo strike
28.26
IV
70.9%
B/E move
10.8%

40Δ

Calls
Pseudo strike
31.97
IV
60.7%
B/E move
11.2%
Puts
Pseudo strike
29.03
IV
68.2%
B/E move
9.1%

45Δ

Calls
Pseudo strike
31.18
IV
53.9%
B/E move
8.8%
Puts
Pseudo strike
29.79
IV
65.5%
B/E move
7.4%

50Δ

Calls
Pseudo strike
30.39
IV
47.2%
B/E move
6.4%
Puts
Pseudo strike
30.74
IV
70.6%
B/E move
6.6%

55Δ

Calls
Pseudo strike
29.71
IV
44.9%
B/E move
5.0%
Puts
Pseudo strike
31.76
IV
78.4%
B/E move
6.2%

60Δ

Calls
Pseudo strike
29.14
IV
47.2%
B/E move
4.4%
Puts
Pseudo strike
32.74
IV
83.4%
B/E move
5.6%

65Δ

Calls
Pseudo strike
28.57
IV
49.4%
B/E move
3.8%
Puts
Pseudo strike
33.62
IV
80.7%
B/E move
4.5%

70Δ

Calls
Pseudo strike
27.99
IV
51.6%
B/E move
3.3%
Puts
Pseudo strike
34.51
IV
78.0%
B/E move
3.5%

75Δ

Calls
Pseudo strike
27.33
IV
54.6%
B/E move
2.8%
Puts
Pseudo strike
35.82
IV
78.9%
B/E move
2.6%

80Δ

Calls
Pseudo strike
26.14
IV
62.4%
B/E move
2.4%
Puts
Pseudo strike
39.09
IV
95.7%
B/E move
2.3%

Options history

No recorded observations