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The Travelers Companies, Inc. TRV

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Market datapartial · fetched 2026-10-22T20:56:10.928Z

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 · 2026-10-22T20:35:05.053889794Z

FundamentalsAlpha Vantage · unavailable

Share price$405.44
1D+1.2%
AH$400$402$404$406$4085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRV
Sold putSold callAH

The Travelers Companies, Inc. options

Live interpolated TRV call and put midpoint premiums by absolute delta.The Travelers Companies, Inc.$2.09$9.08$16.06$23.05$30.03$342.56$370.76$398.96$427.16$455.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRV spot · $405.44TRV PRICE$2.84$3.86$4.89$6.10$7.45$8.80$10.64$12.69$14.73$17.08$19.48$22.61$28.02$3.21$4.12$5.37$6.64$7.96$9.49$11.01$12.68$14.78$16.87$19.37$22.74$26.18
PutsCheap0.68×
CallsCheap0.71×
SkewBullish-1.15 pp
Implied moveBalanced±$21.66
TiltBalanced0.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ430.4323.0%6.9%384.4124.3%6.0%
25Δ426.0723.0%6.0%389.8423.4%4.9%
30Δ421.8623.1%5.3%393.5523.4%4.3%
35Δ418.0423.2%4.6%397.2123.4%3.7%
40Δ414.5423.3%4.1%400.8023.4%3.1%
45Δ411.0323.5%3.6%404.1523.2%2.7%
50Δ407.5123.9%3.1%407.5023.0%2.2%
55Δ403.9924.5%2.8%410.8722.7%1.8%
60Δ400.4725.0%2.4%414.2722.6%1.5%
65Δ396.6925.0%2.1%417.6822.4%1.1%
70Δ392.8924.8%1.7%421.3822.4%0.8%
75Δ388.4825.2%1.4%425.7322.6%0.6%
80Δ382.1927.1%1.2%430.1422.7%0.4%

20Δ

Calls
Pseudo strike
430.43
IV
23.0%
B/E move
6.9%
Puts
Pseudo strike
384.41
IV
24.3%
B/E move
6.0%

25Δ

Calls
Pseudo strike
426.07
IV
23.0%
B/E move
6.0%
Puts
Pseudo strike
389.84
IV
23.4%
B/E move
4.9%

30Δ

Calls
Pseudo strike
421.86
IV
23.1%
B/E move
5.3%
Puts
Pseudo strike
393.55
IV
23.4%
B/E move
4.3%

35Δ

Calls
Pseudo strike
418.04
IV
23.2%
B/E move
4.6%
Puts
Pseudo strike
397.21
IV
23.4%
B/E move
3.7%

40Δ

Calls
Pseudo strike
414.54
IV
23.3%
B/E move
4.1%
Puts
Pseudo strike
400.80
IV
23.4%
B/E move
3.1%

45Δ

Calls
Pseudo strike
411.03
IV
23.5%
B/E move
3.6%
Puts
Pseudo strike
404.15
IV
23.2%
B/E move
2.7%

50Δ

Calls
Pseudo strike
407.51
IV
23.9%
B/E move
3.1%
Puts
Pseudo strike
407.50
IV
23.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
403.99
IV
24.5%
B/E move
2.8%
Puts
Pseudo strike
410.87
IV
22.7%
B/E move
1.8%

60Δ

Calls
Pseudo strike
400.47
IV
25.0%
B/E move
2.4%
Puts
Pseudo strike
414.27
IV
22.6%
B/E move
1.5%

65Δ

Calls
Pseudo strike
396.69
IV
25.0%
B/E move
2.1%
Puts
Pseudo strike
417.68
IV
22.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
392.89
IV
24.8%
B/E move
1.7%
Puts
Pseudo strike
421.38
IV
22.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
388.48
IV
25.2%
B/E move
1.4%
Puts
Pseudo strike
425.73
IV
22.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
382.19
IV
27.1%
B/E move
1.2%
Puts
Pseudo strike
430.14
IV
22.7%
B/E move
0.4%

Options history

No recorded observations