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Transcat, Inc. Common Stock TRNS

INDUSTRIALS · SPECIALTY BUSINESS SERVICES
i

Market dataready · fetched 2026-11-05T18:44:40.157Z

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 · 2026-11-05T18:42:46.337652944Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-05T18:44:37.005403+00:00

Share price$98.53
1D-3.4%
$98$100$101$102$1045:30 AM6:30 AM9:00 AM1:00 PMTRNS
Sold putSold call

Transcat, Inc. Common Stock options

Live interpolated TRNS call and put midpoint premiums by absolute delta.Transcat, Inc. Common Stock$0.67$3.29$5.90$8.52$11.13$76.52$87.21$97.91$108.60$119.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRNS spot · $98.53TRNS PRICE$0.96$1.25$1.65$2.06$2.48$2.89$3.49$4.14$4.78$5.43$6.34$7.51$8.68$1.22$1.62$2.01$2.46$2.99$3.53$4.06$4.69$5.57$6.44$7.32$8.61$10.38
PutsCheap0.74×
CallsCheap0.55×
SkewBearish+3.02 pp
Implied moveBearish±$7.55
TiltBearish8.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ106.9443.2%9.5%90.7851.2%9.1%
25Δ105.1843.5%8.0%92.3750.4%7.9%
30Δ103.9043.8%7.1%93.9649.6%6.7%
35Δ102.6944.1%6.3%95.4248.9%5.6%
40Δ101.4744.4%5.5%96.6548.4%4.9%
45Δ100.2544.7%4.7%97.8847.8%4.2%
50Δ99.0745.1%4.1%99.1047.3%3.5%
55Δ97.9145.4%3.6%100.3546.9%2.9%
60Δ96.7445.7%3.0%101.6746.9%2.5%
65Δ95.5846.1%2.5%102.9846.9%2.0%
70Δ94.2246.6%2.1%104.2946.9%1.6%
75Δ92.6847.4%1.7%105.9547.5%1.2%
80Δ91.1448.1%1.3%108.0348.7%0.9%

20Δ

Calls
Pseudo strike
106.94
IV
43.2%
B/E move
9.5%
Puts
Pseudo strike
90.78
IV
51.2%
B/E move
9.1%

25Δ

Calls
Pseudo strike
105.18
IV
43.5%
B/E move
8.0%
Puts
Pseudo strike
92.37
IV
50.4%
B/E move
7.9%

30Δ

Calls
Pseudo strike
103.90
IV
43.8%
B/E move
7.1%
Puts
Pseudo strike
93.96
IV
49.6%
B/E move
6.7%

35Δ

Calls
Pseudo strike
102.69
IV
44.1%
B/E move
6.3%
Puts
Pseudo strike
95.42
IV
48.9%
B/E move
5.6%

40Δ

Calls
Pseudo strike
101.47
IV
44.4%
B/E move
5.5%
Puts
Pseudo strike
96.65
IV
48.4%
B/E move
4.9%

45Δ

Calls
Pseudo strike
100.25
IV
44.7%
B/E move
4.7%
Puts
Pseudo strike
97.88
IV
47.8%
B/E move
4.2%

50Δ

Calls
Pseudo strike
99.07
IV
45.1%
B/E move
4.1%
Puts
Pseudo strike
99.10
IV
47.3%
B/E move
3.5%

55Δ

Calls
Pseudo strike
97.91
IV
45.4%
B/E move
3.6%
Puts
Pseudo strike
100.35
IV
46.9%
B/E move
2.9%

60Δ

Calls
Pseudo strike
96.74
IV
45.7%
B/E move
3.0%
Puts
Pseudo strike
101.67
IV
46.9%
B/E move
2.5%

65Δ

Calls
Pseudo strike
95.58
IV
46.1%
B/E move
2.5%
Puts
Pseudo strike
102.98
IV
46.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
94.22
IV
46.6%
B/E move
2.1%
Puts
Pseudo strike
104.29
IV
46.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
92.68
IV
47.4%
B/E move
1.7%
Puts
Pseudo strike
105.95
IV
47.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
91.14
IV
48.1%
B/E move
1.3%
Puts
Pseudo strike
108.03
IV
48.7%
B/E move
0.9%

Options history

IV · four-Friday blend49.65%
Daily EOD
TRNS45.7%47.8%49.9%2026-10-19: 46.23%2026-10-20: 46.29%2026-10-21: 46.00%2026-10-22: 47.53%2026-10-23: 47.92%2026-10-26: 48.17%2026-10-27: 47.96%2026-10-28: 47.73%2026-10-29: 47.89%2026-10-30: 49.65%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.23%
46.29%
46.00%
47.53%
47.92%
48.17%
47.96%
47.73%
47.89%
49.65%