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Terreno Realty Corporation TRNO

REAL ESTATE · REIT - INDUSTRIAL
i

Market dataready · fetched 2026-11-04T00:17:56.972Z

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 · 2026-11-04T00:00:00.001810003Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T00:17:41.504338+00:00

Share price$66.66
1D-0.1%
AH$66.02$66.24$66.45$66.66$66.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRNO
Sold putSold callAH

Terreno Realty Corporation options

Live interpolated TRNO call and put midpoint premiums by absolute delta.Terreno Realty Corporation$1.00$1.97$2.94$3.91$4.88$62.72$64.67$66.63$68.59$70.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TRNO spot · $66.66TRNO PRICE$2.45$2.45$2.45$2.45$2.47$2.48$2.50$2.52$2.54$2.70$3.65$4.60$2.45$1.11$1.37$1.63$1.90$2.16$2.42$2.68$2.95$3.21$3.47
Puts——
Calls——
Skew——
Implied moveBullish±$4.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.67133.2%21.7%
25Δ84.19131.4%30.0%
30Δ76.82101.0%18.9%
35Δ72.8881.3%13.0%65.2130.8%3.8%
40Δ69.9565.2%8.6%65.7330.0%3.5%
45Δ69.1058.6%7.4%66.2429.3%3.1%
50Δ68.2652.0%6.1%66.7628.5%2.7%
55Δ67.4145.3%4.9%67.2727.7%2.3%
60Δ66.5638.7%3.6%67.7927.0%1.9%
65Δ65.7232.0%2.4%68.3026.2%1.6%
70Δ64.8326.7%1.3%68.8225.4%1.2%
75Δ63.7528.7%1.1%69.3324.7%0.8%
80Δ62.6730.7%0.9%69.8523.9%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.67
IV
133.2%
B/E move
21.7%

25Δ

Calls
Pseudo strike
84.19
IV
131.4%
B/E move
30.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
76.82
IV
101.0%
B/E move
18.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
72.88
IV
81.3%
B/E move
13.0%
Puts
Pseudo strike
65.21
IV
30.8%
B/E move
3.8%

40Δ

Calls
Pseudo strike
69.95
IV
65.2%
B/E move
8.6%
Puts
Pseudo strike
65.73
IV
30.0%
B/E move
3.5%

45Δ

Calls
Pseudo strike
69.10
IV
58.6%
B/E move
7.4%
Puts
Pseudo strike
66.24
IV
29.3%
B/E move
3.1%

50Δ

Calls
Pseudo strike
68.26
IV
52.0%
B/E move
6.1%
Puts
Pseudo strike
66.76
IV
28.5%
B/E move
2.7%

55Δ

Calls
Pseudo strike
67.41
IV
45.3%
B/E move
4.9%
Puts
Pseudo strike
67.27
IV
27.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
66.56
IV
38.7%
B/E move
3.6%
Puts
Pseudo strike
67.79
IV
27.0%
B/E move
1.9%

65Δ

Calls
Pseudo strike
65.72
IV
32.0%
B/E move
2.4%
Puts
Pseudo strike
68.30
IV
26.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
64.83
IV
26.7%
B/E move
1.3%
Puts
Pseudo strike
68.82
IV
25.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
63.75
IV
28.7%
B/E move
1.1%
Puts
Pseudo strike
69.33
IV
24.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
62.67
IV
30.7%
B/E move
0.9%
Puts
Pseudo strike
69.85
IV
23.9%
B/E move
0.4%

Options history

IV · four-Friday blend27.10%
Daily EOD
TRNO25.1%26.9%28.6%2026-10-19: 25.37%2026-10-20: 26.07%2026-10-21: 27.33%2026-10-22: 27.35%2026-10-23: 27.05%2026-10-26: 27.40%2026-10-27: 28.36%2026-10-28: 27.82%2026-10-29: 27.02%2026-10-30: 27.10%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.37%
26.07%
27.33%
27.35%
27.05%
27.40%
28.36%
27.82%
27.02%
27.10%