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Toyota Motor Corporation ADRhedged TMH

i

Market dataready · fetched 2026-11-12T15:28:21.555Z

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 · 2026-11-12T15:16:44.154424693Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:28:20.964745+00:00

Share price$56.36
1D+0.0%
$56.33$56.35$56.36$56.37$56.395:30 AM6:30 AM9:00 AM1:00 PMTMH
Sold putSold call

Toyota Motor Corporation ADRhedged options

Live interpolated TMH call and put midpoint premiums by absolute delta.Toyota Motor Corporation ADRhedged$1.43$1.74$2.04$2.34$2.64$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICETMH PRICE$1.47$1.58$1.72$1.86$2.02$2.29$2.55
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ56.5945.5%3.0%
55Δ56.1041.8%2.3%
60Δ55.7139.2%1.9%
65Δ55.3436.9%1.5%
70Δ54.9734.7%1.1%
75Δ54.5733.9%0.9%
80Δ54.1833.1%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
56.59
IV
45.5%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
56.10
IV
41.8%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
55.71
IV
39.2%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
55.34
IV
36.9%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
54.97
IV
34.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
54.57
IV
33.9%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
54.18
IV
33.1%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend26.39%
Daily EOD
TMH24.3%25.4%26.5%2026-10-19: 25.97%2026-10-20: 24.86%2026-10-21: 24.47%2026-10-22: 26.07%2026-10-23: 26.03%2026-10-26: 25.95%2026-10-27: 25.39%2026-10-28: 25.74%2026-10-29: 24.60%2026-10-30: 26.39%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.97%
24.86%
24.47%
26.07%
26.03%
25.95%
25.39%
25.74%
24.60%
26.39%