IntraAlpha
Create free account Start free

Tractor Supply Company Common Stock TSCO

i

Market datapartial · fetched 2026-11-07T12:20:07.032Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T21:00:02.671779766Z

FundamentalsAlpha Vantage · unavailable

Share price$36.35
1D+3.3%
AH$35.07$35.48$35.89$36.31$36.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSCO
Sold putSold callAH

Tractor Supply Company Common Stock options

Live interpolated TSCO call and put midpoint premiums by absolute delta.Tractor Supply Company Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICETSCO PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend40.60%
Daily close
TSCO28.8%53.6%78.3%2026-08-10: 35.39%2026-08-11: 41.64%2026-08-12: 42.09%2026-08-13: 41.25%2026-08-14: 33.18%2026-08-17: 40.79%2026-08-18: 41.12%2026-08-19: 36.02%2026-08-20: 39.94%2026-08-21: 35.62%2026-08-24: 37.30%2026-08-25: 48.19%2026-08-26: 48.45%2026-08-27: 49.78%2026-08-28: 32.26%2026-08-31: 37.45%2026-09-01: 39.13%2026-09-02: 38.01%2026-09-03: 39.44%2026-09-04: 33.67%2026-09-08: 42.09%2026-09-09: 41.33%2026-09-10: 41.99%2026-09-11: 35.49%2026-09-14: 36.54%2026-09-15: 39.67%2026-09-16: 42.98%2026-09-17: 45.68%2026-09-21: 38.13%2026-09-22: 37.86%2026-09-23: 39.49%2026-09-24: 45.05%2026-09-25: 39.81%2026-09-28: 44.06%2026-09-29: 41.05%2026-09-30: 41.20%2026-10-01: 45.41%2026-10-02: 41.67%2026-10-05: 43.96%2026-10-06: 51.63%2026-10-07: 49.10%2026-10-08: 45.28%2026-10-09: 47.85%2026-10-12: 53.09%2026-10-13: 51.83%2026-10-14: 55.15%2026-10-15: 60.69%2026-10-16: 57.76%2026-10-19: 70.59%2026-10-20: 72.67%2026-10-21: 74.91%2026-10-22: 46.75%2026-10-23: 35.98%2026-10-26: 41.30%2026-10-27: 49.75%2026-10-28: 48.31%2026-10-29: 49.21%2026-10-30: 40.60%Aug 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
35.39%
41.64%
42.09%
41.25%
33.18%
40.79%
41.12%
36.02%
39.94%
35.62%
37.30%
48.19%
48.45%
49.78%
32.26%
37.45%
39.13%
38.01%
39.44%
33.67%
42.09%
41.33%
41.99%
35.49%
36.54%
39.67%
42.98%
45.68%
38.13%
37.86%
39.49%
45.05%
39.81%
44.06%
41.05%
41.20%
45.41%
41.67%
43.96%
51.63%
49.10%
45.28%
47.85%
53.09%
51.83%
55.15%
60.69%
57.76%
70.59%
72.67%
74.91%
46.75%
35.98%
41.30%
49.75%
48.31%
49.21%
40.60%