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Transcat, Inc. Common Stock TRNS

INDUSTRIALS · SPECIALTY BUSINESS SERVICES
i

Market dataready · fetched 2026-11-06T13:55:32.660Z

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 · 2026-11-05T21:00:05.541951579Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T13:55:32.203024+00:00

Share price$100.38
1D-1.6%
AH$97$99$101$102$1045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRNS
Sold putSold callAH

Transcat, Inc. Common Stock options

Live interpolated TRNS call and put midpoint premiums by absolute delta.Transcat, Inc. Common Stock$0.71$3.09$5.46$7.84$10.22$76.26$87.63$99.01$110.39$121.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRNS spot · $100.38TRNS PRICE$0.96$1.30$1.63$2.03$2.52$3.01$3.50$4.05$4.88$5.71$6.54$7.55$9.05$1.21$1.55$1.98$2.44$2.90$3.37$4.02$4.71$5.40$6.09$7.11$8.32$9.54
PutsCheap0.75×
CallsCheap0.55×
SkewBearish+1.12 pp
Implied moveBearish±$7.52
TiltBearish5.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.7144.0%9.3%92.4852.0%9.1%
25Δ107.2444.4%8.1%94.4450.2%7.5%
30Δ105.7744.7%7.0%95.9249.3%6.4%
35Δ104.4545.1%6.1%97.2048.7%5.6%
40Δ103.2845.4%5.4%98.4948.1%4.8%
45Δ102.1245.8%4.7%99.7747.5%4.0%
50Δ100.9646.1%4.1%100.9847.2%3.4%
55Δ99.7846.6%3.4%102.1746.9%2.9%
60Δ98.5047.3%3.0%103.3646.6%2.4%
65Δ97.2248.1%2.5%104.5546.3%1.9%
70Δ95.9448.8%2.1%105.9746.1%1.5%
75Δ94.5149.6%1.7%107.5346.1%1.2%
80Δ92.6650.7%1.3%109.0946.1%0.8%

20Δ

Calls
Pseudo strike
108.71
IV
44.0%
B/E move
9.3%
Puts
Pseudo strike
92.48
IV
52.0%
B/E move
9.1%

25Δ

Calls
Pseudo strike
107.24
IV
44.4%
B/E move
8.1%
Puts
Pseudo strike
94.44
IV
50.2%
B/E move
7.5%

30Δ

Calls
Pseudo strike
105.77
IV
44.7%
B/E move
7.0%
Puts
Pseudo strike
95.92
IV
49.3%
B/E move
6.4%

35Δ

Calls
Pseudo strike
104.45
IV
45.1%
B/E move
6.1%
Puts
Pseudo strike
97.20
IV
48.7%
B/E move
5.6%

40Δ

Calls
Pseudo strike
103.28
IV
45.4%
B/E move
5.4%
Puts
Pseudo strike
98.49
IV
48.1%
B/E move
4.8%

45Δ

Calls
Pseudo strike
102.12
IV
45.8%
B/E move
4.7%
Puts
Pseudo strike
99.77
IV
47.5%
B/E move
4.0%

50Δ

Calls
Pseudo strike
100.96
IV
46.1%
B/E move
4.1%
Puts
Pseudo strike
100.98
IV
47.2%
B/E move
3.4%

55Δ

Calls
Pseudo strike
99.78
IV
46.6%
B/E move
3.4%
Puts
Pseudo strike
102.17
IV
46.9%
B/E move
2.9%

60Δ

Calls
Pseudo strike
98.50
IV
47.3%
B/E move
3.0%
Puts
Pseudo strike
103.36
IV
46.6%
B/E move
2.4%

65Δ

Calls
Pseudo strike
97.22
IV
48.1%
B/E move
2.5%
Puts
Pseudo strike
104.55
IV
46.3%
B/E move
1.9%

70Δ

Calls
Pseudo strike
95.94
IV
48.8%
B/E move
2.1%
Puts
Pseudo strike
105.97
IV
46.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
94.51
IV
49.6%
B/E move
1.7%
Puts
Pseudo strike
107.53
IV
46.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
92.66
IV
50.7%
B/E move
1.3%
Puts
Pseudo strike
109.09
IV
46.1%
B/E move
0.8%

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%