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TRONOX LIMITED CL A ORDINARY SHARES TROX

i

Market dataready · fetched 2026-11-07T20:38:23.349Z

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 · 2026-11-07T00:00:00.002955355Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T20:38:22.928942+00:00

Share price$2.51
1D-7.0%
AH$2.39$2.50$2.60$2.70$2.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTROX
Sold putSold callAH

TRONOX LIMITED CL A ORDINARY SHARES options

Live interpolated TROX call and put midpoint premiums by absolute delta.TRONOX LIMITED CL A ORDINARY SHARES$0.13$0.41$0.69$0.97$1.25$1.00$1.77$2.54$3.31$4.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TROX spot · $2.51TROX PRICE$0.16$0.20$0.24$0.29$0.33$0.37$0.41$0.46$0.50$0.54$0.38$0.38$0.40$0.42$0.44$0.46$0.48$0.50$0.52$0.54$0.56$0.75$1.17
PutsExpensive2.20×
Calls——
Skew——
Implied moveBearish±$0.77
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.70493.1%47.3%
25Δ2.00359.6%35.2%
30Δ2.11335.5%31.9%
35Δ2.98163.9%25.0%2.21311.3%28.6%
40Δ2.88161.4%22.7%2.31287.2%25.3%
45Δ2.78158.9%20.5%2.42263.0%21.9%
50Δ2.68156.4%18.2%2.52238.9%18.6%
55Δ2.58153.9%15.9%2.63214.8%15.3%
60Δ2.48151.4%13.6%2.73190.6%12.0%
65Δ2.38148.9%11.3%2.83166.5%8.7%
70Δ2.28146.4%9.0%2.94142.3%5.4%
75Δ2.18143.9%6.8%3.18141.3%3.2%
80Δ2.08141.4%4.5%3.61174.1%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.70
IV
493.1%
B/E move
47.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.00
IV
359.6%
B/E move
35.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.11
IV
335.5%
B/E move
31.9%

35Δ

Calls
Pseudo strike
2.98
IV
163.9%
B/E move
25.0%
Puts
Pseudo strike
2.21
IV
311.3%
B/E move
28.6%

40Δ

Calls
Pseudo strike
2.88
IV
161.4%
B/E move
22.7%
Puts
Pseudo strike
2.31
IV
287.2%
B/E move
25.3%

45Δ

Calls
Pseudo strike
2.78
IV
158.9%
B/E move
20.5%
Puts
Pseudo strike
2.42
IV
263.0%
B/E move
21.9%

50Δ

Calls
Pseudo strike
2.68
IV
156.4%
B/E move
18.2%
Puts
Pseudo strike
2.52
IV
238.9%
B/E move
18.6%

55Δ

Calls
Pseudo strike
2.58
IV
153.9%
B/E move
15.9%
Puts
Pseudo strike
2.63
IV
214.8%
B/E move
15.3%

60Δ

Calls
Pseudo strike
2.48
IV
151.4%
B/E move
13.6%
Puts
Pseudo strike
2.73
IV
190.6%
B/E move
12.0%

65Δ

Calls
Pseudo strike
2.38
IV
148.9%
B/E move
11.3%
Puts
Pseudo strike
2.83
IV
166.5%
B/E move
8.7%

70Δ

Calls
Pseudo strike
2.28
IV
146.4%
B/E move
9.0%
Puts
Pseudo strike
2.94
IV
142.3%
B/E move
5.4%

75Δ

Calls
Pseudo strike
2.18
IV
143.9%
B/E move
6.8%
Puts
Pseudo strike
3.18
IV
141.3%
B/E move
3.2%

80Δ

Calls
Pseudo strike
2.08
IV
141.4%
B/E move
4.5%
Puts
Pseudo strike
3.61
IV
174.1%
B/E move
2.8%

Options history

IV · four-Friday blend86.87%
Daily EOD
TROX78.8%94.0%109.3%2026-10-20: 86.53%2026-10-23: 80.90%2026-10-26: 87.04%2026-10-27: 96.31%2026-10-28: 107.18%2026-10-29: 93.07%2026-10-30: 86.87%Oct 20Oct 27Oct 30
7 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
86.53%
80.90%
87.04%
96.31%
107.18%
93.07%
86.87%