IntraAlpha
Create free account Start free

Trip.com Group Limited American Depositary Shares TCOM

CONSUMER CYCLICAL · TRAVEL SERVICES
i

Market dataready · fetched 2026-11-07T05:32:01.978Z

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 · 2026-11-07T00:26:36.29630349Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T05:32:01.350884+00:00

Share price$44.00
1D-0.2%
AH$43.95$44.17$44.40$44.63$44.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTCOM
Sold putSold callAH

Trip.com Group Limited American Depositary Shares options

Live interpolated TCOM call and put midpoint premiums by absolute delta.Trip.com Group Limited American Depositary Shares$0.32$1.46$2.61$3.75$4.89$36.71$40.29$43.87$47.45$51.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ 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 TCOM spot · $44.00TCOM PRICE$0.55$0.68$0.82$0.95$1.27$1.64$2.01$2.38$2.75$3.35$3.96$4.56$0.44$0.54$0.65$0.83$1.02$1.20$1.39$1.57$1.76
Puts——
Calls——
Skew——
Implied moveBullish±$3.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.8946.6%8.1%
25Δ47.0146.0%8.1%41.6943.0%6.5%
30Δ46.3844.7%7.0%42.4939.4%4.9%
35Δ45.7543.3%5.8%42.9139.1%4.4%
40Δ45.1241.9%4.7%43.3238.7%3.9%
45Δ44.5844.3%4.2%43.7338.4%3.3%
50Δ44.0647.6%3.9%44.1438.1%2.8%
55Δ43.5450.9%3.5%44.5537.7%2.3%
60Δ43.0254.1%3.2%44.9737.4%1.8%
65Δ42.5157.4%2.8%
70Δ41.7159.3%2.4%
75Δ40.9161.3%2.0%
80Δ40.1163.2%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.89
IV
46.6%
B/E move
8.1%

25Δ

Calls
Pseudo strike
47.01
IV
46.0%
B/E move
8.1%
Puts
Pseudo strike
41.69
IV
43.0%
B/E move
6.5%

30Δ

Calls
Pseudo strike
46.38
IV
44.7%
B/E move
7.0%
Puts
Pseudo strike
42.49
IV
39.4%
B/E move
4.9%

35Δ

Calls
Pseudo strike
45.75
IV
43.3%
B/E move
5.8%
Puts
Pseudo strike
42.91
IV
39.1%
B/E move
4.4%

40Δ

Calls
Pseudo strike
45.12
IV
41.9%
B/E move
4.7%
Puts
Pseudo strike
43.32
IV
38.7%
B/E move
3.9%

45Δ

Calls
Pseudo strike
44.58
IV
44.3%
B/E move
4.2%
Puts
Pseudo strike
43.73
IV
38.4%
B/E move
3.3%

50Δ

Calls
Pseudo strike
44.06
IV
47.6%
B/E move
3.9%
Puts
Pseudo strike
44.14
IV
38.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
43.54
IV
50.9%
B/E move
3.5%
Puts
Pseudo strike
44.55
IV
37.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
43.02
IV
54.1%
B/E move
3.2%
Puts
Pseudo strike
44.97
IV
37.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
42.51
IV
57.4%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
41.71
IV
59.3%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
40.91
IV
61.3%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
40.11
IV
63.2%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend36.89%
Daily EOD
TCOM33.3%35.2%37.2%2026-10-19: 34.69%2026-10-20: 34.25%2026-10-21: 35.17%2026-10-22: 34.98%2026-10-23: 35.16%2026-10-26: 36.32%2026-10-27: 35.00%2026-10-28: 33.56%2026-10-29: 35.85%2026-10-30: 36.89%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.69%
34.25%
35.17%
34.98%
35.16%
36.32%
35.00%
33.56%
35.85%
36.89%