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The Travelers Companies, Inc. TRV

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Market datapartial · fetched 2026-10-22T16:37:54.780Z

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 · 2026-10-22T16:37:50.535795662Z

FundamentalsAlpha Vantage · unavailable

Share price$405.83
1D+1.4%
$400$402$403$405$4075:30 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.$1.91$9.44$16.97$24.50$32.02$342.48$370.89$399.31$427.72$456.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRV spot · $405.83TRV PRICE$2.73$3.83$4.94$6.10$7.34$8.59$10.09$11.74$13.39$15.57$18.15$20.72$24.99$3.30$4.31$5.45$6.62$7.91$9.43$10.94$12.71$14.90$17.09$20.30$24.54$29.85
PutsCheap0.69×
CallsCheap0.67×
SkewBearish+0.77 pp
Implied moveBearish±$21.03
TiltBearish6.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ429.5821.8%6.5%384.4424.7%6.1%
25Δ425.8922.4%5.9%389.5324.4%5.1%
30Δ422.2023.0%5.3%393.5723.9%4.4%
35Δ418.5523.3%4.6%397.5123.5%3.7%
40Δ414.9523.1%4.1%401.2323.2%3.1%
45Δ411.3522.9%3.5%404.5623.0%2.6%
50Δ407.9522.7%3.0%407.9022.8%2.2%
55Δ404.6822.6%2.6%411.2922.7%1.8%
60Δ401.4022.5%2.2%414.7622.7%1.5%
65Δ397.8722.6%1.9%418.2422.7%1.2%
70Δ394.1322.8%1.6%422.5423.3%0.9%
75Δ390.4023.1%1.3%427.6924.3%0.7%
80Δ385.1923.8%1.1%433.8925.4%0.4%

20Δ

Calls
Pseudo strike
429.58
IV
21.8%
B/E move
6.5%
Puts
Pseudo strike
384.44
IV
24.7%
B/E move
6.1%

25Δ

Calls
Pseudo strike
425.89
IV
22.4%
B/E move
5.9%
Puts
Pseudo strike
389.53
IV
24.4%
B/E move
5.1%

30Δ

Calls
Pseudo strike
422.20
IV
23.0%
B/E move
5.3%
Puts
Pseudo strike
393.57
IV
23.9%
B/E move
4.4%

35Δ

Calls
Pseudo strike
418.55
IV
23.3%
B/E move
4.6%
Puts
Pseudo strike
397.51
IV
23.5%
B/E move
3.7%

40Δ

Calls
Pseudo strike
414.95
IV
23.1%
B/E move
4.1%
Puts
Pseudo strike
401.23
IV
23.2%
B/E move
3.1%

45Δ

Calls
Pseudo strike
411.35
IV
22.9%
B/E move
3.5%
Puts
Pseudo strike
404.56
IV
23.0%
B/E move
2.6%

50Δ

Calls
Pseudo strike
407.95
IV
22.7%
B/E move
3.0%
Puts
Pseudo strike
407.90
IV
22.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
404.68
IV
22.6%
B/E move
2.6%
Puts
Pseudo strike
411.29
IV
22.7%
B/E move
1.8%

60Δ

Calls
Pseudo strike
401.40
IV
22.5%
B/E move
2.2%
Puts
Pseudo strike
414.76
IV
22.7%
B/E move
1.5%

65Δ

Calls
Pseudo strike
397.87
IV
22.6%
B/E move
1.9%
Puts
Pseudo strike
418.24
IV
22.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
394.13
IV
22.8%
B/E move
1.6%
Puts
Pseudo strike
422.54
IV
23.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
390.40
IV
23.1%
B/E move
1.3%
Puts
Pseudo strike
427.69
IV
24.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
385.19
IV
23.8%
B/E move
1.1%
Puts
Pseudo strike
433.89
IV
25.4%
B/E move
0.4%

Options history

No recorded observations