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Toyota Motor Corporation American Depositary Shares (Each representing ten Ordinary Shares) TM

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Market datapartial · fetched 2026-11-12T00:46:59.806Z

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 · 2026-11-12T00:37:17.301635135Z

FundamentalsAlpha Vantage · unavailable

Share price$213.25
1D-0.5%
AH$212.33$212.84$213.35$213.85$214.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTM
Sold putSold callAH

Toyota Motor Corporation American Depositary Shares (Each representing ten Ordinary Shares) options

Live interpolated TM call and put midpoint premiums by absolute delta.Toyota Motor Corporation American Depositary Shares (Each representing ten Ordinary Shares)$0.50$3.72$6.94$10.16$13.38$186.30$200.34$214.38$228.42$242.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TM spot · $213.25TM PRICE$0.85$1.30$1.77$2.25$2.73$3.21$3.68$4.16$4.64$5.12$6.30$7.93$9.56$1.17$1.50$1.84$2.22$2.86$3.51$4.16$4.80$5.45$6.10$6.74$7.39$12.45
PutsCheap0.54×
CallsCheap0.34×
SkewBearish+2.59 pp
Implied moveBearish±$7.84
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ220.3523.1%3.7%204.7028.1%4.6%
25Δ219.0523.1%3.3%206.5527.8%3.8%
30Δ217.9723.3%3.0%208.4127.4%3.1%
35Δ216.8923.5%2.8%210.1727.1%2.5%
40Δ215.8123.7%2.5%211.3426.9%2.2%
45Δ214.7323.9%2.2%212.5126.6%2.0%
50Δ213.6524.1%1.9%213.6826.4%1.7%
55Δ212.5724.4%1.6%214.8526.2%1.5%
60Δ211.4924.6%1.4%216.0226.0%1.3%
65Δ210.4124.8%1.1%217.1925.8%1.0%
70Δ208.8125.3%0.9%218.3625.6%0.8%
75Δ206.8926.0%0.7%219.5325.4%0.5%
80Δ204.9626.8%0.6%224.9330.9%0.4%

20Δ

Calls
Pseudo strike
220.35
IV
23.1%
B/E move
3.7%
Puts
Pseudo strike
204.70
IV
28.1%
B/E move
4.6%

25Δ

Calls
Pseudo strike
219.05
IV
23.1%
B/E move
3.3%
Puts
Pseudo strike
206.55
IV
27.8%
B/E move
3.8%

30Δ

Calls
Pseudo strike
217.97
IV
23.3%
B/E move
3.0%
Puts
Pseudo strike
208.41
IV
27.4%
B/E move
3.1%

35Δ

Calls
Pseudo strike
216.89
IV
23.5%
B/E move
2.8%
Puts
Pseudo strike
210.17
IV
27.1%
B/E move
2.5%

40Δ

Calls
Pseudo strike
215.81
IV
23.7%
B/E move
2.5%
Puts
Pseudo strike
211.34
IV
26.9%
B/E move
2.2%

45Δ

Calls
Pseudo strike
214.73
IV
23.9%
B/E move
2.2%
Puts
Pseudo strike
212.51
IV
26.6%
B/E move
2.0%

50Δ

Calls
Pseudo strike
213.65
IV
24.1%
B/E move
1.9%
Puts
Pseudo strike
213.68
IV
26.4%
B/E move
1.7%

55Δ

Calls
Pseudo strike
212.57
IV
24.4%
B/E move
1.6%
Puts
Pseudo strike
214.85
IV
26.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
211.49
IV
24.6%
B/E move
1.4%
Puts
Pseudo strike
216.02
IV
26.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
210.41
IV
24.8%
B/E move
1.1%
Puts
Pseudo strike
217.19
IV
25.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
208.81
IV
25.3%
B/E move
0.9%
Puts
Pseudo strike
218.36
IV
25.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
206.89
IV
26.0%
B/E move
0.7%
Puts
Pseudo strike
219.53
IV
25.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
204.96
IV
26.8%
B/E move
0.6%
Puts
Pseudo strike
224.93
IV
30.9%
B/E move
0.4%

Options history

IV · four-Friday blend25.56%
Daily EOD
TM23.5%24.6%25.7%2026-10-19: 24.38%2026-10-20: 24.49%2026-10-21: 23.82%2026-10-22: 24.34%2026-10-23: 24.71%2026-10-26: 23.63%2026-10-27: 24.32%2026-10-28: 24.56%2026-10-29: 24.07%2026-10-30: 25.56%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.38%
24.49%
23.82%
24.34%
24.71%
23.63%
24.32%
24.56%
24.07%
25.56%