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Travelzoo TZOO

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-10-23T04:45:19.704Z

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 · 2026-10-22T20:00:01.011969921Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T04:45:19.364600+00:00

Share price$5.09
1D-3.0%
AH$5.06$5.11$5.16$5.21$5.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTZOO
Sold putSold callAH

Travelzoo options

Live interpolated TZOO call and put midpoint premiums by absolute delta.Travelzoo$0.14$0.71$1.28$1.85$2.42$3.07$4.22$5.37$6.51$7.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TZOO spot · $5.09TZOO PRICE$0.21$0.26$0.33$0.41$0.48$0.56$0.63$0.71$0.81$1.11$1.41$1.71$2.01$0.25$0.28$0.30$0.33$0.36$0.53$0.78$1.03$1.27$1.52$1.77$2.01$2.26
PutsExpensive1.87×
CallsExpensive2.55×
SkewBullish-38.64 pp
Implied moveBearish±$1.41
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.44160.6%69.9%3.38183.6%38.4%
25Δ7.34143.3%49.4%3.75158.9%31.7%
30Δ7.00141.4%44.2%4.12134.2%25.0%
35Δ6.66139.5%38.9%4.49109.5%18.3%
40Δ6.32137.6%33.7%4.8784.8%11.6%
45Δ5.98135.7%28.5%5.1978.9%8.6%
50Δ5.64133.8%23.3%5.4883.6%7.7%
55Δ5.30132.0%18.1%5.7788.3%6.9%
60Δ4.96132.1%13.3%6.0693.1%6.0%
65Δ4.58147.3%11.7%6.3597.8%5.2%
70Δ4.20162.6%10.1%6.64102.5%4.3%
75Δ3.82177.8%8.6%6.93107.2%3.5%
80Δ3.44193.1%7.0%7.22111.9%2.6%

20Δ

Calls
Pseudo strike
8.44
IV
160.6%
B/E move
69.9%
Puts
Pseudo strike
3.38
IV
183.6%
B/E move
38.4%

25Δ

Calls
Pseudo strike
7.34
IV
143.3%
B/E move
49.4%
Puts
Pseudo strike
3.75
IV
158.9%
B/E move
31.7%

30Δ

Calls
Pseudo strike
7.00
IV
141.4%
B/E move
44.2%
Puts
Pseudo strike
4.12
IV
134.2%
B/E move
25.0%

35Δ

Calls
Pseudo strike
6.66
IV
139.5%
B/E move
38.9%
Puts
Pseudo strike
4.49
IV
109.5%
B/E move
18.3%

40Δ

Calls
Pseudo strike
6.32
IV
137.6%
B/E move
33.7%
Puts
Pseudo strike
4.87
IV
84.8%
B/E move
11.6%

45Δ

Calls
Pseudo strike
5.98
IV
135.7%
B/E move
28.5%
Puts
Pseudo strike
5.19
IV
78.9%
B/E move
8.6%

50Δ

Calls
Pseudo strike
5.64
IV
133.8%
B/E move
23.3%
Puts
Pseudo strike
5.48
IV
83.6%
B/E move
7.7%

55Δ

Calls
Pseudo strike
5.30
IV
132.0%
B/E move
18.1%
Puts
Pseudo strike
5.77
IV
88.3%
B/E move
6.9%

60Δ

Calls
Pseudo strike
4.96
IV
132.1%
B/E move
13.3%
Puts
Pseudo strike
6.06
IV
93.1%
B/E move
6.0%

65Δ

Calls
Pseudo strike
4.58
IV
147.3%
B/E move
11.7%
Puts
Pseudo strike
6.35
IV
97.8%
B/E move
5.2%

70Δ

Calls
Pseudo strike
4.20
IV
162.6%
B/E move
10.1%
Puts
Pseudo strike
6.64
IV
102.5%
B/E move
4.3%

75Δ

Calls
Pseudo strike
3.82
IV
177.8%
B/E move
8.6%
Puts
Pseudo strike
6.93
IV
107.2%
B/E move
3.5%

80Δ

Calls
Pseudo strike
3.44
IV
193.1%
B/E move
7.0%
Puts
Pseudo strike
7.22
IV
111.9%
B/E move
2.6%

Options history

No recorded observations