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Titan America SA TTAM

BASIC MATERIALS · BUILDING MATERIALS
i

Market dataready · fetched 2026-11-12T15:05:32.039Z

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 · 2026-11-12T15:00:15.019381095Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T15:05:31.495895+00:00

Share price$11.45
1D+0.3%
$11.41$11.43$11.45$11.47$11.495:30 AM6:30 AM9:00 AM1:00 PMTTAM
Sold putSold call

Titan America SA options

Live interpolated TTAM call and put midpoint premiums by absolute delta.Titan America SA$0.30$0.98$1.66$2.34$3.02$8.46$10.41$12.36$14.31$16.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TTAM spot · $11.45TTAM PRICE$0.43$0.61$0.78$0.96$1.13$1.31$1.48$1.66$1.83$2.01$2.19$2.47$2.83$0.38$0.43$0.59$0.75$0.90$1.06$1.22$1.38$1.53
Puts——
CallsExpensive2.34×
Skew——
Implied moveBullish±$2.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.27256.2%54.6%9.30187.9%22.1%
25Δ16.57253.0%50.0%10.12144.6%15.4%
30Δ15.87249.8%45.4%10.44143.9%14.0%
35Δ15.17246.5%40.8%10.76143.2%12.5%
40Δ14.47243.3%36.2%11.08142.4%11.1%
45Δ13.77240.1%31.7%11.40141.7%9.7%
50Δ13.06236.8%27.1%11.72141.0%8.3%
55Δ12.36233.6%22.5%12.04140.3%6.8%
60Δ11.66230.4%17.9%12.36139.5%5.4%
65Δ10.96227.1%13.3%
70Δ10.26223.9%8.7%
75Δ9.68215.5%6.2%
80Δ9.18204.1%4.8%

20Δ

Calls
Pseudo strike
17.27
IV
256.2%
B/E move
54.6%
Puts
Pseudo strike
9.30
IV
187.9%
B/E move
22.1%

25Δ

Calls
Pseudo strike
16.57
IV
253.0%
B/E move
50.0%
Puts
Pseudo strike
10.12
IV
144.6%
B/E move
15.4%

30Δ

Calls
Pseudo strike
15.87
IV
249.8%
B/E move
45.4%
Puts
Pseudo strike
10.44
IV
143.9%
B/E move
14.0%

35Δ

Calls
Pseudo strike
15.17
IV
246.5%
B/E move
40.8%
Puts
Pseudo strike
10.76
IV
143.2%
B/E move
12.5%

40Δ

Calls
Pseudo strike
14.47
IV
243.3%
B/E move
36.2%
Puts
Pseudo strike
11.08
IV
142.4%
B/E move
11.1%

45Δ

Calls
Pseudo strike
13.77
IV
240.1%
B/E move
31.7%
Puts
Pseudo strike
11.40
IV
141.7%
B/E move
9.7%

50Δ

Calls
Pseudo strike
13.06
IV
236.8%
B/E move
27.1%
Puts
Pseudo strike
11.72
IV
141.0%
B/E move
8.3%

55Δ

Calls
Pseudo strike
12.36
IV
233.6%
B/E move
22.5%
Puts
Pseudo strike
12.04
IV
140.3%
B/E move
6.8%

60Δ

Calls
Pseudo strike
11.66
IV
230.4%
B/E move
17.9%
Puts
Pseudo strike
12.36
IV
139.5%
B/E move
5.4%

65Δ

Calls
Pseudo strike
10.96
IV
227.1%
B/E move
13.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.26
IV
223.9%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
9.68
IV
215.5%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.18
IV
204.1%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend77.19%
Daily EOD
TTAM46.2%62.8%79.5%2026-10-22: 48.50%2026-10-23: 55.08%2026-10-28: 77.19%Oct 22Oct 23Oct 28
3 observations2026-10-22 — 2026-10-28
Table
DateIV (%)
48.50%
55.08%
77.19%