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Telesat Corporation Class A Common Shares and Class B Variable Voting Shares TSAT

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Market datapartial · fetched 2026-11-12T15:18:52.780Z

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: 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 · 2026-11-12T15:18:45.37313046Z

FundamentalsAlpha Vantage · unavailable

Share price$45.59
1D-2.7%
$44.90$45.59$46.29$46.99$47.685:30 AM6:30 AM9:00 AM1:00 PMTSAT
Sold putSold call

Telesat Corporation Class A Common Shares and Class B Variable Voting Shares options

Live interpolated TSAT call and put midpoint premiums by absolute delta.Telesat Corporation Class A Common Shares and Class B Variable Voting Shares$0.58$2.37$4.17$5.96$7.76$33.64$39.15$44.65$50.16$55.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TSAT spot · $45.59TSAT PRICE$0.77$0.97$1.22$1.67$2.13$2.59$3.04$3.50$4.10$4.78$5.46$6.14$7.24$0.85$1.02$1.19$1.36$1.53$1.95$2.66$3.37$4.08$4.79$5.49
Puts——
CallsFair1.04×
Skew——
Implied moveBullish±$5.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.50110.5%19.1%40.32105.1%13.4%
25Δ51.56103.9%15.2%41.3597.8%11.5%
30Δ49.8299.6%11.9%42.3890.5%9.7%
35Δ48.92104.3%11.0%43.4183.2%7.8%
40Δ48.01109.0%10.0%44.4475.9%5.9%
45Δ47.11113.6%9.0%45.4174.4%4.7%
50Δ46.20118.3%8.0%46.3279.6%4.2%
55Δ45.30123.0%7.0%47.2284.9%3.8%
60Δ44.26124.4%6.1%48.1290.2%3.4%
65Δ43.14124.2%5.1%49.0395.5%3.0%
70Δ42.03123.9%4.2%49.93100.8%2.5%
75Δ40.92123.7%3.2%
80Δ39.44129.8%2.4%

20Δ

Calls
Pseudo strike
53.50
IV
110.5%
B/E move
19.1%
Puts
Pseudo strike
40.32
IV
105.1%
B/E move
13.4%

25Δ

Calls
Pseudo strike
51.56
IV
103.9%
B/E move
15.2%
Puts
Pseudo strike
41.35
IV
97.8%
B/E move
11.5%

30Δ

Calls
Pseudo strike
49.82
IV
99.6%
B/E move
11.9%
Puts
Pseudo strike
42.38
IV
90.5%
B/E move
9.7%

35Δ

Calls
Pseudo strike
48.92
IV
104.3%
B/E move
11.0%
Puts
Pseudo strike
43.41
IV
83.2%
B/E move
7.8%

40Δ

Calls
Pseudo strike
48.01
IV
109.0%
B/E move
10.0%
Puts
Pseudo strike
44.44
IV
75.9%
B/E move
5.9%

45Δ

Calls
Pseudo strike
47.11
IV
113.6%
B/E move
9.0%
Puts
Pseudo strike
45.41
IV
74.4%
B/E move
4.7%

50Δ

Calls
Pseudo strike
46.20
IV
118.3%
B/E move
8.0%
Puts
Pseudo strike
46.32
IV
79.6%
B/E move
4.2%

55Δ

Calls
Pseudo strike
45.30
IV
123.0%
B/E move
7.0%
Puts
Pseudo strike
47.22
IV
84.9%
B/E move
3.8%

60Δ

Calls
Pseudo strike
44.26
IV
124.4%
B/E move
6.1%
Puts
Pseudo strike
48.12
IV
90.2%
B/E move
3.4%

65Δ

Calls
Pseudo strike
43.14
IV
124.2%
B/E move
5.1%
Puts
Pseudo strike
49.03
IV
95.5%
B/E move
3.0%

70Δ

Calls
Pseudo strike
42.03
IV
123.9%
B/E move
4.2%
Puts
Pseudo strike
49.93
IV
100.8%
B/E move
2.5%

75Δ

Calls
Pseudo strike
40.92
IV
123.7%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
39.44
IV
129.8%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend100.66%
Daily EOD
TSAT74.6%90.2%105.9%2026-10-19: 76.75%2026-10-20: 85.84%2026-10-21: 89.20%2026-10-22: 100.17%2026-10-23: 100.84%2026-10-26: 103.73%2026-10-27: 98.53%2026-10-28: 103.00%2026-10-29: 96.01%2026-10-30: 100.66%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
76.75%
85.84%
89.20%
100.17%
100.84%
103.73%
98.53%
103.00%
96.01%
100.66%