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Toronto Dominion Bank TD

FINANCIAL SERVICES · BANKS - DIVERSIFIED
i

Market dataready · fetched 2026-11-12T02:30:10.293Z

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 · 2026-11-12T00:00:00.001451346Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-12T02:26:48.650034+00:00

Share price$124.28
1D+0.2%
AH$123.92$124.21$124.50$124.79$125.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTD
Sold putSold callAH

Toronto Dominion Bank options

Live interpolated TD call and put midpoint premiums by absolute delta.Toronto Dominion Bank$0.41$1.76$3.11$4.47$5.82$117.29$120.89$124.49$128.09$131.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TD spot · $124.28TD PRICE$0.55$0.73$0.91$1.09$1.26$1.44$1.78$2.12$2.46$2.80$3.14$3.49$3.83$0.60$0.85$1.10$1.35$1.60$1.85$2.10$2.42$3.02$3.62$4.23$4.83$5.43
PutsCheap0.86×
CallsCheap0.67×
SkewBearish+3.93 pp
Implied moveBearish±$3.88
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ128.5921.8%3.9%120.6322.9%3.4%
25Δ127.8821.9%3.5%121.2823.3%3.1%
30Δ127.1722.0%3.1%121.9223.7%2.8%
35Δ126.4522.1%2.6%122.5624.1%2.5%
40Δ125.7422.1%2.2%123.2024.4%2.2%
45Δ125.0322.2%1.8%123.8524.8%1.8%
50Δ124.4721.7%1.6%124.4925.2%1.5%
55Δ123.9221.2%1.4%125.1625.5%1.2%
60Δ123.3720.7%1.2%125.9825.7%1.1%
65Δ122.8220.2%1.1%126.7925.9%0.9%
70Δ122.2719.7%0.9%127.6026.1%0.7%
75Δ121.7219.2%0.7%128.4226.4%0.6%
80Δ121.1718.7%0.6%129.2326.6%0.4%

20Δ

Calls
Pseudo strike
128.59
IV
21.8%
B/E move
3.9%
Puts
Pseudo strike
120.63
IV
22.9%
B/E move
3.4%

25Δ

Calls
Pseudo strike
127.88
IV
21.9%
B/E move
3.5%
Puts
Pseudo strike
121.28
IV
23.3%
B/E move
3.1%

30Δ

Calls
Pseudo strike
127.17
IV
22.0%
B/E move
3.1%
Puts
Pseudo strike
121.92
IV
23.7%
B/E move
2.8%

35Δ

Calls
Pseudo strike
126.45
IV
22.1%
B/E move
2.6%
Puts
Pseudo strike
122.56
IV
24.1%
B/E move
2.5%

40Δ

Calls
Pseudo strike
125.74
IV
22.1%
B/E move
2.2%
Puts
Pseudo strike
123.20
IV
24.4%
B/E move
2.2%

45Δ

Calls
Pseudo strike
125.03
IV
22.2%
B/E move
1.8%
Puts
Pseudo strike
123.85
IV
24.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
124.47
IV
21.7%
B/E move
1.6%
Puts
Pseudo strike
124.49
IV
25.2%
B/E move
1.5%

55Δ

Calls
Pseudo strike
123.92
IV
21.2%
B/E move
1.4%
Puts
Pseudo strike
125.16
IV
25.5%
B/E move
1.2%

60Δ

Calls
Pseudo strike
123.37
IV
20.7%
B/E move
1.2%
Puts
Pseudo strike
125.98
IV
25.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
122.82
IV
20.2%
B/E move
1.1%
Puts
Pseudo strike
126.79
IV
25.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
122.27
IV
19.7%
B/E move
0.9%
Puts
Pseudo strike
127.60
IV
26.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
121.72
IV
19.2%
B/E move
0.7%
Puts
Pseudo strike
128.42
IV
26.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
121.17
IV
18.7%
B/E move
0.6%
Puts
Pseudo strike
129.23
IV
26.6%
B/E move
0.4%

Options history

IV · four-Friday blend22.42%
Daily EOD
TD20.4%21.5%22.6%2026-10-19: 21.30%2026-10-20: 21.42%2026-10-21: 20.73%2026-10-22: 21.10%2026-10-23: 21.76%2026-10-26: 20.83%2026-10-27: 21.40%2026-10-28: 20.52%2026-10-29: 21.27%2026-10-30: 22.42%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.30%
21.42%
20.73%
21.10%
21.76%
20.83%
21.40%
20.52%
21.27%
22.42%