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Toronto Dominion Bank TD

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Market datapartial · fetched 2026-10-22T23:45:13.752Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.001516619Z

FundamentalsAlpha Vantage · unavailable

Share price$125.12
1D+1.3%
AH$123.51$124.13$124.76$125.39$126.015:30 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$0.49$2.99$5.48$7.98$10.47$110.48$116.80$123.12$129.44$135.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TD spot · $125.12TD PRICE$1.09$1.10$1.33$1.71$2.09$2.47$2.85$3.33$4.21$5.09$5.97$6.85$9.06$0.76$1.02$1.27$1.52$1.77$2.02$2.61$3.24$3.87$4.50$5.13$6.62$9.75
PutsCheap0.84×
CallsFair0.99×
SkewBullish-4.48 pp
Implied moveBullish±$5.46
TiltBullish3.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ139.7035.2%12.5%120.1518.8%4.6%
25Δ132.7423.9%7.0%121.1018.3%4.0%
30Δ129.4419.6%4.5%122.0517.9%3.5%
35Δ128.5119.8%4.1%123.0017.4%2.9%
40Δ127.5920.0%3.6%123.9416.9%2.4%
45Δ126.6620.2%3.2%124.8916.4%1.8%
50Δ125.7320.4%2.8%125.8016.8%1.5%
55Δ124.7520.8%2.4%126.7017.3%1.3%
60Δ123.5621.8%2.1%127.6017.8%1.1%
65Δ122.3822.8%1.9%128.5118.4%0.9%
70Δ121.1923.9%1.6%129.4118.9%0.7%
75Δ120.0024.9%1.4%131.0921.2%0.5%
80Δ117.5427.9%1.2%134.2926.8%0.5%

20Δ

Calls
Pseudo strike
139.70
IV
35.2%
B/E move
12.5%
Puts
Pseudo strike
120.15
IV
18.8%
B/E move
4.6%

25Δ

Calls
Pseudo strike
132.74
IV
23.9%
B/E move
7.0%
Puts
Pseudo strike
121.10
IV
18.3%
B/E move
4.0%

30Δ

Calls
Pseudo strike
129.44
IV
19.6%
B/E move
4.5%
Puts
Pseudo strike
122.05
IV
17.9%
B/E move
3.5%

35Δ

Calls
Pseudo strike
128.51
IV
19.8%
B/E move
4.1%
Puts
Pseudo strike
123.00
IV
17.4%
B/E move
2.9%

40Δ

Calls
Pseudo strike
127.59
IV
20.0%
B/E move
3.6%
Puts
Pseudo strike
123.94
IV
16.9%
B/E move
2.4%

45Δ

Calls
Pseudo strike
126.66
IV
20.2%
B/E move
3.2%
Puts
Pseudo strike
124.89
IV
16.4%
B/E move
1.8%

50Δ

Calls
Pseudo strike
125.73
IV
20.4%
B/E move
2.8%
Puts
Pseudo strike
125.80
IV
16.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
124.75
IV
20.8%
B/E move
2.4%
Puts
Pseudo strike
126.70
IV
17.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
123.56
IV
21.8%
B/E move
2.1%
Puts
Pseudo strike
127.60
IV
17.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
122.38
IV
22.8%
B/E move
1.9%
Puts
Pseudo strike
128.51
IV
18.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
121.19
IV
23.9%
B/E move
1.6%
Puts
Pseudo strike
129.41
IV
18.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
120.00
IV
24.9%
B/E move
1.4%
Puts
Pseudo strike
131.09
IV
21.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
117.54
IV
27.9%
B/E move
1.2%
Puts
Pseudo strike
134.29
IV
26.8%
B/E move
0.5%

Options history

No recorded observations