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

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Market datapartial · fetched 2026-10-22T22:00:20.794Z

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 · 2026-10-22T20:00:02.478746693Z

FundamentalsAlpha Vantage · unavailable

Share price$40.40
1D-0.1%
AH$38$39$40$41$425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSAT
Sold putSold callAH

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$0.96$4.67$8.37$12.07$15.77$23.43$31.90$40.37$48.84$57.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSAT spot · $40.40TSAT PRICE$1.36$1.66$2.03$2.38$2.73$3.51$4.32$5.13$6.06$7.22$8.38$10.16$12.28$2.41$3.00$3.61$4.24$4.87$5.66$6.54$7.42$8.66$10.17$11.68$13.19$14.70
PutsExpensive1.54×
CallsExpensive1.77×
SkewBearish+0.55 pp
Implied moveBearish±$10.86
TiltBearish17.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.41126.3%48.0%30.86152.3%29.6%
25Δ53.15113.7%35.7%33.34142.9%24.9%
30Δ49.95109.2%28.7%35.62134.5%20.8%
35Δ47.55103.4%23.6%37.48128.0%17.7%
40Δ45.1697.6%18.5%39.33121.6%14.7%
45Δ43.69103.1%16.8%41.04117.4%12.4%
50Δ42.30109.5%15.4%42.67114.6%10.6%
55Δ40.90115.8%13.9%44.30111.8%8.7%
60Δ39.35121.7%12.4%46.15110.7%7.2%
65Δ37.51126.8%10.7%48.16111.1%6.0%
70Δ35.67132.0%9.0%50.17111.0%4.7%
75Δ33.33142.8%7.6%52.13107.1%3.6%
80Δ30.70156.9%6.4%54.09103.1%2.5%

20Δ

Calls
Pseudo strike
58.41
IV
126.3%
B/E move
48.0%
Puts
Pseudo strike
30.86
IV
152.3%
B/E move
29.6%

25Δ

Calls
Pseudo strike
53.15
IV
113.7%
B/E move
35.7%
Puts
Pseudo strike
33.34
IV
142.9%
B/E move
24.9%

30Δ

Calls
Pseudo strike
49.95
IV
109.2%
B/E move
28.7%
Puts
Pseudo strike
35.62
IV
134.5%
B/E move
20.8%

35Δ

Calls
Pseudo strike
47.55
IV
103.4%
B/E move
23.6%
Puts
Pseudo strike
37.48
IV
128.0%
B/E move
17.7%

40Δ

Calls
Pseudo strike
45.16
IV
97.6%
B/E move
18.5%
Puts
Pseudo strike
39.33
IV
121.6%
B/E move
14.7%

45Δ

Calls
Pseudo strike
43.69
IV
103.1%
B/E move
16.8%
Puts
Pseudo strike
41.04
IV
117.4%
B/E move
12.4%

50Δ

Calls
Pseudo strike
42.30
IV
109.5%
B/E move
15.4%
Puts
Pseudo strike
42.67
IV
114.6%
B/E move
10.6%

55Δ

Calls
Pseudo strike
40.90
IV
115.8%
B/E move
13.9%
Puts
Pseudo strike
44.30
IV
111.8%
B/E move
8.7%

60Δ

Calls
Pseudo strike
39.35
IV
121.7%
B/E move
12.4%
Puts
Pseudo strike
46.15
IV
110.7%
B/E move
7.2%

65Δ

Calls
Pseudo strike
37.51
IV
126.8%
B/E move
10.7%
Puts
Pseudo strike
48.16
IV
111.1%
B/E move
6.0%

70Δ

Calls
Pseudo strike
35.67
IV
132.0%
B/E move
9.0%
Puts
Pseudo strike
50.17
IV
111.0%
B/E move
4.7%

75Δ

Calls
Pseudo strike
33.33
IV
142.8%
B/E move
7.6%
Puts
Pseudo strike
52.13
IV
107.1%
B/E move
3.6%

80Δ

Calls
Pseudo strike
30.70
IV
156.9%
B/E move
6.4%
Puts
Pseudo strike
54.09
IV
103.1%
B/E move
2.5%

Options history

No recorded observations