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Titan America SA TTAM

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Market datapartial · fetched 2026-10-23T00:35:16.925Z

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 · 2026-10-22T23:00:00.00211804Z

FundamentalsAlpha Vantage · unavailable

Share price$13.77
1D-3.3%
AH$13.45$13.66$13.87$14.09$14.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTTAM
Sold putSold callAH

Titan America SA options

Live interpolated TTAM call and put midpoint premiums by absolute delta.Titan America SA$0.11$1.30$2.49$3.69$4.88$10.51$12.03$13.56$15.09$16.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TTAM spot · $13.77TTAM PRICE$0.38$0.24$0.37$0.53$0.69$0.84$1.00$1.16$1.32$1.47$1.63$1.88$2.43$0.42$0.46$0.57$0.72$0.87$1.02$1.17$1.32$1.47$1.62$2.48$3.51$4.53
PutsExpensive1.62×
CallsExpensive1.37×
SkewBearish+10.83 pp
Implied moveBearish±$2.17
TiltBearish18.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.3099.7%35.6%11.2495.5%21.4%
25Δ15.2144.6%12.2%12.1775.1%14.9%
30Δ14.7642.8%9.9%12.7167.2%11.9%
35Δ14.5045.4%9.2%13.0366.1%10.6%
40Δ14.2447.9%8.4%13.3464.9%9.4%
45Δ13.9950.4%7.7%13.6663.8%8.2%
50Δ13.7353.0%7.0%13.9862.6%7.0%
55Δ13.4755.5%6.2%14.3061.5%5.7%
60Δ13.2158.0%5.5%14.6260.3%4.5%
65Δ12.9560.6%4.8%14.9459.2%3.3%
70Δ12.7063.1%4.0%15.8865.6%2.7%
75Δ12.3566.0%3.3%16.9773.9%2.2%
80Δ11.7170.3%2.7%18.0782.3%1.7%

20Δ

Calls
Pseudo strike
18.30
IV
99.7%
B/E move
35.6%
Puts
Pseudo strike
11.24
IV
95.5%
B/E move
21.4%

25Δ

Calls
Pseudo strike
15.21
IV
44.6%
B/E move
12.2%
Puts
Pseudo strike
12.17
IV
75.1%
B/E move
14.9%

30Δ

Calls
Pseudo strike
14.76
IV
42.8%
B/E move
9.9%
Puts
Pseudo strike
12.71
IV
67.2%
B/E move
11.9%

35Δ

Calls
Pseudo strike
14.50
IV
45.4%
B/E move
9.2%
Puts
Pseudo strike
13.03
IV
66.1%
B/E move
10.6%

40Δ

Calls
Pseudo strike
14.24
IV
47.9%
B/E move
8.4%
Puts
Pseudo strike
13.34
IV
64.9%
B/E move
9.4%

45Δ

Calls
Pseudo strike
13.99
IV
50.4%
B/E move
7.7%
Puts
Pseudo strike
13.66
IV
63.8%
B/E move
8.2%

50Δ

Calls
Pseudo strike
13.73
IV
53.0%
B/E move
7.0%
Puts
Pseudo strike
13.98
IV
62.6%
B/E move
7.0%

55Δ

Calls
Pseudo strike
13.47
IV
55.5%
B/E move
6.2%
Puts
Pseudo strike
14.30
IV
61.5%
B/E move
5.7%

60Δ

Calls
Pseudo strike
13.21
IV
58.0%
B/E move
5.5%
Puts
Pseudo strike
14.62
IV
60.3%
B/E move
4.5%

65Δ

Calls
Pseudo strike
12.95
IV
60.6%
B/E move
4.8%
Puts
Pseudo strike
14.94
IV
59.2%
B/E move
3.3%

70Δ

Calls
Pseudo strike
12.70
IV
63.1%
B/E move
4.0%
Puts
Pseudo strike
15.88
IV
65.6%
B/E move
2.7%

75Δ

Calls
Pseudo strike
12.35
IV
66.0%
B/E move
3.3%
Puts
Pseudo strike
16.97
IV
73.9%
B/E move
2.2%

80Δ

Calls
Pseudo strike
11.71
IV
70.3%
B/E move
2.7%
Puts
Pseudo strike
18.07
IV
82.3%
B/E move
1.7%

Options history

No recorded observations