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Tredegar Corporation TG

INDUSTRIALS · METAL FABRICATION
i

Market dataready · fetched 2026-11-07T07:26:33.482Z

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 · 2026-11-07T00:00:00.001683263Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T07:26:33.131256+00:00

Share price$5.39
1D-15.9%
AH$5.28$5.58$5.89$6.19$6.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTG
Sold putSold callAH

Tredegar Corporation options

Live interpolated TG call and put midpoint premiums by absolute delta.Tredegar Corporation$0.24$0.85$1.46$2.07$2.68$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 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 PRICETG PRICE$0.47$0.47$0.50$0.65$0.80$0.94$1.09$1.23$1.38$1.70$2.11$2.51$0.31$0.33$0.36
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.63289.9%38.3%
25Δ14.24446.4%173.0%4.13234.6%29.5%
30Δ9.98336.5%94.0%4.63179.4%20.7%
35Δ7.43260.0%47.1%
40Δ7.04268.8%42.7%
45Δ6.66277.7%38.3%
50Δ6.27286.6%33.8%
55Δ5.89295.5%29.4%
60Δ5.50304.4%25.0%
65Δ5.12313.3%20.5%
70Δ4.63344.3%17.5%
75Δ4.09384.9%15.0%
80Δ3.56425.6%12.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.63
IV
289.9%
B/E move
38.3%

25Δ

Calls
Pseudo strike
14.24
IV
446.4%
B/E move
173.0%
Puts
Pseudo strike
4.13
IV
234.6%
B/E move
29.5%

30Δ

Calls
Pseudo strike
9.98
IV
336.5%
B/E move
94.0%
Puts
Pseudo strike
4.63
IV
179.4%
B/E move
20.7%

35Δ

Calls
Pseudo strike
7.43
IV
260.0%
B/E move
47.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
7.04
IV
268.8%
B/E move
42.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.66
IV
277.7%
B/E move
38.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
6.27
IV
286.6%
B/E move
33.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
5.89
IV
295.5%
B/E move
29.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
5.50
IV
304.4%
B/E move
25.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.12
IV
313.3%
B/E move
20.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.63
IV
344.3%
B/E move
17.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.09
IV
384.9%
B/E move
15.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.56
IV
425.6%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend61.02%
Daily EOD
TG60.0%67.3%74.7%2026-10-19: 73.67%2026-10-26: 72.43%2026-10-28: 65.59%2026-10-29: 65.74%2026-10-30: 61.02%Oct 19Oct 28Oct 30
5 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.67%
72.43%
65.59%
65.74%
61.02%