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Transportadora de Gas del Sur S.A. ADS TGS

i

Market datapartial · fetched 2026-11-04T04:48:16.259Z

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 · 2026-11-04T00:00:00.001344565Z

FundamentalsAlpha Vantage · unavailable

Share price$23.81
1D+5.3%
AH$22.05$22.55$23.05$23.54$24.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTGS
Sold putSold callAH

Transportadora de Gas del Sur S.A. ADS options

Live interpolated TGS call and put midpoint premiums by absolute delta.Transportadora de Gas del Sur S.A. ADS$0.17$1.25$2.32$3.40$4.48$19.39$21.56$23.74$25.92$28.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TGS spot · $23.81TGS PRICE$0.28$0.36$0.43$0.53$0.69$0.84$0.99$1.14$1.29$1.44$1.59$0.32$0.37$0.50$0.65$0.79$0.94$1.09$1.24$1.38$1.53$2.13$3.15$4.17
PutsCheap0.68×
Calls——
Skew——
Implied moveBearish±$2.08
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.3854.2%16.2%21.4458.0%11.3%
25Δ26.4750.6%12.7%22.3746.5%7.6%
30Δ25.5647.0%9.1%22.7644.7%6.5%
35Δ24.8844.7%6.7%23.0644.6%5.9%
40Δ24.5844.7%6.1%23.3644.4%5.2%
45Δ24.2844.7%5.5%23.6644.3%4.6%
50Δ23.9744.8%4.8%23.9644.2%4.0%
55Δ23.6744.8%4.2%24.2644.0%3.3%
60Δ23.3744.8%3.6%24.5643.9%2.7%
65Δ23.0644.8%2.9%24.8643.7%2.0%
70Δ22.7644.8%2.3%25.5647.3%1.6%
75Δ26.6554.4%1.3%
80Δ27.7361.5%1.0%

20Δ

Calls
Pseudo strike
27.38
IV
54.2%
B/E move
16.2%
Puts
Pseudo strike
21.44
IV
58.0%
B/E move
11.3%

25Δ

Calls
Pseudo strike
26.47
IV
50.6%
B/E move
12.7%
Puts
Pseudo strike
22.37
IV
46.5%
B/E move
7.6%

30Δ

Calls
Pseudo strike
25.56
IV
47.0%
B/E move
9.1%
Puts
Pseudo strike
22.76
IV
44.7%
B/E move
6.5%

35Δ

Calls
Pseudo strike
24.88
IV
44.7%
B/E move
6.7%
Puts
Pseudo strike
23.06
IV
44.6%
B/E move
5.9%

40Δ

Calls
Pseudo strike
24.58
IV
44.7%
B/E move
6.1%
Puts
Pseudo strike
23.36
IV
44.4%
B/E move
5.2%

45Δ

Calls
Pseudo strike
24.28
IV
44.7%
B/E move
5.5%
Puts
Pseudo strike
23.66
IV
44.3%
B/E move
4.6%

50Δ

Calls
Pseudo strike
23.97
IV
44.8%
B/E move
4.8%
Puts
Pseudo strike
23.96
IV
44.2%
B/E move
4.0%

55Δ

Calls
Pseudo strike
23.67
IV
44.8%
B/E move
4.2%
Puts
Pseudo strike
24.26
IV
44.0%
B/E move
3.3%

60Δ

Calls
Pseudo strike
23.37
IV
44.8%
B/E move
3.6%
Puts
Pseudo strike
24.56
IV
43.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
23.06
IV
44.8%
B/E move
2.9%
Puts
Pseudo strike
24.86
IV
43.7%
B/E move
2.0%

70Δ

Calls
Pseudo strike
22.76
IV
44.8%
B/E move
2.3%
Puts
Pseudo strike
25.56
IV
47.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.65
IV
54.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.73
IV
61.5%
B/E move
1.0%

Options history

IV · four-Friday blend44.42%
Daily EOD
TGS42.5%47.8%53.1%2026-10-21: 43.26%2026-10-28: 51.11%2026-10-29: 52.33%2026-10-30: 44.42%Oct 21Oct 28Oct 30
4 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
43.26%
51.11%
52.33%
44.42%