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Telus Corporation TU

COMMUNICATION SERVICES · TELECOM SERVICES
i

Market dataready · fetched 2026-11-07T07:26:36.145Z

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 · 2026-11-07T00:29:59.212551667Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T07:26:35.705346+00:00

Share price$9.15
1D+2.0%
AH$8.72$8.90$9.07$9.24$9.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTU
Sold putSold callAH

Telus Corporation options

Live interpolated TU call and put midpoint premiums by absolute delta.Telus Corporation$0.23$0.79$1.36$1.93$2.49$7.24$8.02$8.80$9.58$10.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TU spot · $9.15TU PRICE$0.39$0.55$0.71$0.86$1.02$1.18$1.33$1.49$1.65$1.81$1.96$2.33$0.29$0.32$0.36$0.40$0.44$0.48$0.52$0.55$0.59$0.63$0.67$0.71$0.75
PutsExpensive1.81×
Calls——
Skew——
Implied moveBullish±$1.69
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.55133.6%20.6%
25Δ9.5862.0%9.0%7.72126.6%19.2%
30Δ9.3871.8%8.6%7.88119.5%17.8%
35Δ9.1981.7%8.2%8.05112.5%16.4%
40Δ9.0091.5%7.8%8.22105.4%15.0%
45Δ8.80101.4%7.3%8.3898.4%13.6%
50Δ8.61111.2%6.9%8.5591.3%12.2%
55Δ8.41121.0%6.5%8.7184.3%10.8%
60Δ8.22130.9%6.1%8.8877.2%9.4%
65Δ8.03140.7%5.7%9.0570.2%8.0%
70Δ7.83150.6%5.3%9.2163.1%6.6%
75Δ7.64160.4%4.9%9.3856.1%5.2%
80Δ7.23180.0%4.4%9.5549.0%3.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.55
IV
133.6%
B/E move
20.6%

25Δ

Calls
Pseudo strike
9.58
IV
62.0%
B/E move
9.0%
Puts
Pseudo strike
7.72
IV
126.6%
B/E move
19.2%

30Δ

Calls
Pseudo strike
9.38
IV
71.8%
B/E move
8.6%
Puts
Pseudo strike
7.88
IV
119.5%
B/E move
17.8%

35Δ

Calls
Pseudo strike
9.19
IV
81.7%
B/E move
8.2%
Puts
Pseudo strike
8.05
IV
112.5%
B/E move
16.4%

40Δ

Calls
Pseudo strike
9.00
IV
91.5%
B/E move
7.8%
Puts
Pseudo strike
8.22
IV
105.4%
B/E move
15.0%

45Δ

Calls
Pseudo strike
8.80
IV
101.4%
B/E move
7.3%
Puts
Pseudo strike
8.38
IV
98.4%
B/E move
13.6%

50Δ

Calls
Pseudo strike
8.61
IV
111.2%
B/E move
6.9%
Puts
Pseudo strike
8.55
IV
91.3%
B/E move
12.2%

55Δ

Calls
Pseudo strike
8.41
IV
121.0%
B/E move
6.5%
Puts
Pseudo strike
8.71
IV
84.3%
B/E move
10.8%

60Δ

Calls
Pseudo strike
8.22
IV
130.9%
B/E move
6.1%
Puts
Pseudo strike
8.88
IV
77.2%
B/E move
9.4%

65Δ

Calls
Pseudo strike
8.03
IV
140.7%
B/E move
5.7%
Puts
Pseudo strike
9.05
IV
70.2%
B/E move
8.0%

70Δ

Calls
Pseudo strike
7.83
IV
150.6%
B/E move
5.3%
Puts
Pseudo strike
9.21
IV
63.1%
B/E move
6.6%

75Δ

Calls
Pseudo strike
7.64
IV
160.4%
B/E move
4.9%
Puts
Pseudo strike
9.38
IV
56.1%
B/E move
5.2%

80Δ

Calls
Pseudo strike
7.23
IV
180.0%
B/E move
4.4%
Puts
Pseudo strike
9.55
IV
49.0%
B/E move
3.8%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations