IntraAlpha
Create free account Start free

Travelzoo Common Stock TZOO

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
i

Market dataready · fetched 2026-11-12T16:44:35.999Z

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 · 2026-11-12T16:42:11.917413829Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:44:34.753058+00:00

Share price$5.20
1D-1.0%
$5.11$5.15$5.20$5.25$5.295:30 AM6:30 AM9:00 AM1:00 PMTZOO
Sold putSold call

Travelzoo Common Stock options

Live interpolated TZOO call and put midpoint premiums by absolute delta.Travelzoo Common Stock$0.25$0.30$0.34$0.39$0.44$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICETZOO PRICE$0.38$0.38$0.39$0.40$0.41$0.41$0.42$0.26$0.26$0.27$0.27
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.45369.4%38.7%
25Δ3.88299.4%30.4%
30Δ7.50318.8%51.4%4.32229.5%22.0%
35Δ7.12286.3%44.3%4.76159.5%13.7%
40Δ6.75253.8%37.2%
45Δ6.37221.3%30.2%
50Δ6.00188.8%23.1%
55Δ5.62156.3%16.0%
60Δ5.24123.8%8.9%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.45
IV
369.4%
B/E move
38.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.88
IV
299.4%
B/E move
30.4%

30Δ

Calls
Pseudo strike
7.50
IV
318.8%
B/E move
51.4%
Puts
Pseudo strike
4.32
IV
229.5%
B/E move
22.0%

35Δ

Calls
Pseudo strike
7.12
IV
286.3%
B/E move
44.3%
Puts
Pseudo strike
4.76
IV
159.5%
B/E move
13.7%

40Δ

Calls
Pseudo strike
6.75
IV
253.8%
B/E move
37.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.37
IV
221.3%
B/E move
30.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
6.00
IV
188.8%
B/E move
23.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
5.62
IV
156.3%
B/E move
16.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
5.24
IV
123.8%
B/E move
8.9%
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 blend81.26%
Daily EOD
TZOO71.9%86.0%100.2%2026-10-19: 87.69%2026-10-20: 89.78%2026-10-21: 98.21%2026-10-22: 88.62%2026-10-23: 95.99%2026-10-28: 73.84%2026-10-29: 81.26%Oct 19Oct 22Oct 29
7 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
87.69%
89.78%
98.21%
88.62%
95.99%
73.84%
81.26%