IntraAlpha
Create free account Start free

Toyota Motor Corporation ADRhedged TMH

i

Market datapartial · fetched 2026-10-23T02:58:12.008Z

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 · 2026-10-23T00:00:00.056837694Z

FundamentalsAlpha Vantage · unavailable

Share price$51.86
1D+0.0%
AH$51.82$51.84$51.85$51.86$51.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTMH
Sold putSold callAH

Toyota Motor Corporation ADRhedged options

Live interpolated TMH call and put midpoint premiums by absolute delta.Toyota Motor Corporation ADRhedged$0.61$1.53$2.46$3.38$4.31$46.36$49.10$51.85$54.59$57.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TMH spot · $51.86TMH PRICE$0.71$0.80$0.90$1.02$1.14$1.29$1.45$1.70$1.99$2.33$2.71$3.13$3.62$0.80$0.92$1.03$1.13$1.25$1.45$1.66$1.90$2.18$2.54$2.97$3.48$4.04
PutsExpensive1.79×
CallsExpensive1.57×
SkewNeutral+0.14 pp
Implied moveBearish±$3.11
TiltBearish5.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.6046.5%14.4%47.0446.4%10.8%
25Δ56.4139.2%10.3%48.5340.0%8.2%
30Δ54.9834.2%7.8%49.6335.3%6.3%
35Δ54.0431.2%6.2%50.4631.6%4.9%
40Δ53.3328.9%5.0%51.1428.8%3.8%
45Δ52.7127.2%4.1%51.6627.8%3.2%
50Δ52.1826.0%3.4%52.1727.0%2.6%
55Δ51.6725.9%2.9%52.6526.5%2.1%
60Δ51.1826.4%2.5%53.1526.2%1.7%
65Δ50.6526.9%2.2%53.6926.3%1.4%
70Δ50.1027.3%1.8%54.2826.6%1.1%
75Δ49.5127.4%1.5%54.9427.1%0.8%
80Δ48.8627.6%1.2%55.6427.0%0.5%

20Δ

Calls
Pseudo strike
58.60
IV
46.5%
B/E move
14.4%
Puts
Pseudo strike
47.04
IV
46.4%
B/E move
10.8%

25Δ

Calls
Pseudo strike
56.41
IV
39.2%
B/E move
10.3%
Puts
Pseudo strike
48.53
IV
40.0%
B/E move
8.2%

30Δ

Calls
Pseudo strike
54.98
IV
34.2%
B/E move
7.8%
Puts
Pseudo strike
49.63
IV
35.3%
B/E move
6.3%

35Δ

Calls
Pseudo strike
54.04
IV
31.2%
B/E move
6.2%
Puts
Pseudo strike
50.46
IV
31.6%
B/E move
4.9%

40Δ

Calls
Pseudo strike
53.33
IV
28.9%
B/E move
5.0%
Puts
Pseudo strike
51.14
IV
28.8%
B/E move
3.8%

45Δ

Calls
Pseudo strike
52.71
IV
27.2%
B/E move
4.1%
Puts
Pseudo strike
51.66
IV
27.8%
B/E move
3.2%

50Δ

Calls
Pseudo strike
52.18
IV
26.0%
B/E move
3.4%
Puts
Pseudo strike
52.17
IV
27.0%
B/E move
2.6%

55Δ

Calls
Pseudo strike
51.67
IV
25.9%
B/E move
2.9%
Puts
Pseudo strike
52.65
IV
26.5%
B/E move
2.1%

60Δ

Calls
Pseudo strike
51.18
IV
26.4%
B/E move
2.5%
Puts
Pseudo strike
53.15
IV
26.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
50.65
IV
26.9%
B/E move
2.2%
Puts
Pseudo strike
53.69
IV
26.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
50.10
IV
27.3%
B/E move
1.8%
Puts
Pseudo strike
54.28
IV
26.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
49.51
IV
27.4%
B/E move
1.5%
Puts
Pseudo strike
54.94
IV
27.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
48.86
IV
27.6%
B/E move
1.2%
Puts
Pseudo strike
55.64
IV
27.0%
B/E move
0.5%

Options history

No recorded observations