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TransUnion TRU

FINANCIAL SERVICES · FINANCIAL DATA & STOCK EXCHANGES
i

Market dataready · fetched 2026-11-07T21:29:52.593Z

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 · 2026-11-07T00:00:00.002411906Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T21:29:52.085006+00:00

Share price$81.18
1D+0.2%
AH$78.35$79.29$80.23$81.16$82.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRU
Sold putSold callAH

TransUnion options

Live interpolated TRU call and put midpoint premiums by absolute delta.TransUnion$0.63$2.95$5.26$7.57$9.89$67.46$74.36$81.25$88.15$95.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRU spot · $81.18TRU PRICE$0.88$1.16$1.52$1.89$2.24$2.58$3.13$3.73$4.39$5.14$5.89$6.62$7.47$1.23$1.61$1.92$2.35$2.86$3.41$4.01$4.67$5.43$6.20$7.00$7.96$9.22
PutsCheap0.84×
CallsCheap0.75×
SkewBearish+5.73 pp
Implied moveBearish±$7.13
TiltBearish10.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.1154.0%10.9%73.5767.4%10.9%
25Δ87.4053.0%9.1%75.2966.0%9.2%
30Δ86.2554.2%8.1%76.9461.9%7.6%
35Δ85.1055.4%7.2%78.2860.6%6.5%
40Δ83.9254.1%6.1%79.4860.7%5.6%
45Δ82.7452.6%5.1%80.6660.7%4.8%
50Δ81.6753.6%4.5%81.8260.5%4.1%
55Δ80.6455.3%3.9%83.0160.3%3.5%
60Δ79.5556.7%3.4%84.2360.3%2.9%
65Δ78.3857.7%2.9%85.4559.7%2.4%
70Δ77.2158.0%2.4%86.6758.4%1.9%
75Δ76.0656.5%1.8%88.0157.4%1.4%
80Δ74.8155.6%1.4%89.5957.2%1.0%

20Δ

Calls
Pseudo strike
89.11
IV
54.0%
B/E move
10.9%
Puts
Pseudo strike
73.57
IV
67.4%
B/E move
10.9%

25Δ

Calls
Pseudo strike
87.40
IV
53.0%
B/E move
9.1%
Puts
Pseudo strike
75.29
IV
66.0%
B/E move
9.2%

30Δ

Calls
Pseudo strike
86.25
IV
54.2%
B/E move
8.1%
Puts
Pseudo strike
76.94
IV
61.9%
B/E move
7.6%

35Δ

Calls
Pseudo strike
85.10
IV
55.4%
B/E move
7.2%
Puts
Pseudo strike
78.28
IV
60.6%
B/E move
6.5%

40Δ

Calls
Pseudo strike
83.92
IV
54.1%
B/E move
6.1%
Puts
Pseudo strike
79.48
IV
60.7%
B/E move
5.6%

45Δ

Calls
Pseudo strike
82.74
IV
52.6%
B/E move
5.1%
Puts
Pseudo strike
80.66
IV
60.7%
B/E move
4.8%

50Δ

Calls
Pseudo strike
81.67
IV
53.6%
B/E move
4.5%
Puts
Pseudo strike
81.82
IV
60.5%
B/E move
4.1%

55Δ

Calls
Pseudo strike
80.64
IV
55.3%
B/E move
3.9%
Puts
Pseudo strike
83.01
IV
60.3%
B/E move
3.5%

60Δ

Calls
Pseudo strike
79.55
IV
56.7%
B/E move
3.4%
Puts
Pseudo strike
84.23
IV
60.3%
B/E move
2.9%

65Δ

Calls
Pseudo strike
78.38
IV
57.7%
B/E move
2.9%
Puts
Pseudo strike
85.45
IV
59.7%
B/E move
2.4%

70Δ

Calls
Pseudo strike
77.21
IV
58.0%
B/E move
2.4%
Puts
Pseudo strike
86.67
IV
58.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
76.06
IV
56.5%
B/E move
1.8%
Puts
Pseudo strike
88.01
IV
57.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
74.81
IV
55.6%
B/E move
1.4%
Puts
Pseudo strike
89.59
IV
57.2%
B/E move
1.0%

Options history

IV · four-Friday blend46.79%
Daily EOD
TRU44.7%46.7%48.8%2026-10-19: 48.52%2026-10-20: 47.60%2026-10-21: 46.32%2026-10-22: 46.75%2026-10-23: 47.09%2026-10-26: 47.04%2026-10-27: 47.44%2026-10-28: 45.87%2026-10-29: 44.94%2026-10-30: 46.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.52%
47.60%
46.32%
46.75%
47.09%
47.04%
47.44%
45.87%
44.94%
46.79%