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The Travelers Companies, Inc. TRV

i

Market dataready · fetched 2026-11-13T18:10:07.069Z

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 · 2026-11-13T18:10:02.327525304Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T18:10:06.314153+00:00

Share price$402.50
1D-0.3%
$402$403$404$405$4065:30 AM6:30 AM9:00 AM1:00 PMTRV
Sold putSold call

The Travelers Companies, Inc. options

Live interpolated TRV call and put midpoint premiums by absolute delta.The Travelers Companies, Inc.$1.14$4.75$8.36$11.97$15.58$373.80$388.23$402.65$417.07$431.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRV spot · $402.50TRV PRICE$1.53$1.98$2.44$3.19$3.95$4.70$5.45$6.20$7.09$8.53$9.97$11.41$12.85$1.60$2.14$2.69$3.23$3.77$4.69$5.68$6.67$7.66$8.65$9.64$12.08$14.54
PutsCheap0.58×
CallsCheap0.57×
SkewNeutral+0.01 pp
Implied moveBearish±$11.13
TiltBearish2.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ415.4924.4%3.6%391.2824.6%3.2%
25Δ412.6623.9%3.0%393.3824.3%2.8%
30Δ409.9023.3%2.4%395.4823.9%2.4%
35Δ408.1923.4%2.2%397.5823.6%2.0%
40Δ406.4923.5%2.0%399.6823.2%1.6%
45Δ404.7823.6%1.7%401.4523.2%1.4%
50Δ403.0823.7%1.5%403.1523.3%1.2%
55Δ401.3723.8%1.3%404.8623.4%1.1%
60Δ399.6023.9%1.0%406.5723.4%0.9%
65Δ397.5923.9%0.9%408.2723.5%0.7%
70Δ395.5723.9%0.8%409.9823.6%0.5%
75Δ393.5624.0%0.6%412.8824.3%0.4%
80Δ391.5424.0%0.5%415.7925.1%0.3%

20Δ

Calls
Pseudo strike
415.49
IV
24.4%
B/E move
3.6%
Puts
Pseudo strike
391.28
IV
24.6%
B/E move
3.2%

25Δ

Calls
Pseudo strike
412.66
IV
23.9%
B/E move
3.0%
Puts
Pseudo strike
393.38
IV
24.3%
B/E move
2.8%

30Δ

Calls
Pseudo strike
409.90
IV
23.3%
B/E move
2.4%
Puts
Pseudo strike
395.48
IV
23.9%
B/E move
2.4%

35Δ

Calls
Pseudo strike
408.19
IV
23.4%
B/E move
2.2%
Puts
Pseudo strike
397.58
IV
23.6%
B/E move
2.0%

40Δ

Calls
Pseudo strike
406.49
IV
23.5%
B/E move
2.0%
Puts
Pseudo strike
399.68
IV
23.2%
B/E move
1.6%

45Δ

Calls
Pseudo strike
404.78
IV
23.6%
B/E move
1.7%
Puts
Pseudo strike
401.45
IV
23.2%
B/E move
1.4%

50Δ

Calls
Pseudo strike
403.08
IV
23.7%
B/E move
1.5%
Puts
Pseudo strike
403.15
IV
23.3%
B/E move
1.2%

55Δ

Calls
Pseudo strike
401.37
IV
23.8%
B/E move
1.3%
Puts
Pseudo strike
404.86
IV
23.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
399.60
IV
23.9%
B/E move
1.0%
Puts
Pseudo strike
406.57
IV
23.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
397.59
IV
23.9%
B/E move
0.9%
Puts
Pseudo strike
408.27
IV
23.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
395.57
IV
23.9%
B/E move
0.8%
Puts
Pseudo strike
409.98
IV
23.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
393.56
IV
24.0%
B/E move
0.6%
Puts
Pseudo strike
412.88
IV
24.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
391.54
IV
24.0%
B/E move
0.5%
Puts
Pseudo strike
415.79
IV
25.1%
B/E move
0.3%

Options history

IV · four-Friday blend24.15%
Daily close
TRV20.9%30.6%40.2%2026-08-17: 22.90%2026-08-18: 23.27%2026-08-21: 22.79%2026-08-24: 22.73%2026-08-25: 23.23%2026-08-26: 23.19%2026-08-27: 22.54%2026-08-28: 22.87%2026-08-31: 22.93%2026-09-01: 23.00%2026-09-02: 22.48%2026-09-03: 22.48%2026-09-04: 22.25%2026-09-08: 23.59%2026-09-09: 23.54%2026-09-10: 22.86%2026-09-11: 22.83%2026-09-14: 24.37%2026-09-15: 25.30%2026-09-18: 24.52%2026-09-21: 24.65%2026-09-22: 24.59%2026-09-23: 24.94%2026-09-24: 25.59%2026-09-25: 24.59%2026-09-28: 25.17%2026-09-29: 24.78%2026-09-30: 25.49%2026-10-01: 25.12%2026-10-02: 25.16%2026-10-05: 24.87%2026-10-06: 25.49%2026-10-07: 25.48%2026-10-08: 26.15%2026-10-09: 26.02%2026-10-12: 28.24%2026-10-13: 29.64%2026-10-14: 31.41%2026-10-15: 38.90%2026-10-16: 22.58%2026-10-19: 22.40%2026-10-20: 22.59%2026-10-21: 22.71%2026-10-22: 23.20%2026-10-23: 23.87%2026-10-26: 23.90%2026-10-27: 23.42%2026-10-28: 23.45%2026-10-29: 23.32%2026-10-30: 24.15%Aug 17Sep 25Oct 30
50 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
22.90%
23.27%
22.79%
22.73%
23.23%
23.19%
22.54%
22.87%
22.93%
23.00%
22.48%
22.48%
22.25%
23.59%
23.54%
22.86%
22.83%
24.37%
25.30%
24.52%
24.65%
24.59%
24.94%
25.59%
24.59%
25.17%
24.78%
25.49%
25.12%
25.16%
24.87%
25.49%
25.48%
26.15%
26.02%
28.24%
29.64%
31.41%
38.90%
22.58%
22.40%
22.59%
22.71%
23.20%
23.87%
23.90%
23.42%
23.45%
23.32%
24.15%