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Toll Brothers Inc TOL

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
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Market dataready · fetched 2026-10-15T20:03:08.568Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:06.406149647Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T19:58:19.402006+00:00

Share price$133.94
1D+1.8%
AH$131$132$133$134$1355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTOL
Sold putSold callAH

Toll Brothers Inc options

Live interpolated TOL call and put midpoint premiums by absolute delta.Toll Brothers Inc$0.35$1.45$2.56$3.66$4.76$129.68$132.17$134.65$137.14$139.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $133.94OPTION PRICELive TOL spot · $133.94TOL PRICE$0.92$0.80$0.68$0.62$1.03$1.43$1.83$2.23$2.63$3.04$3.44$3.84$4.24$0.47$0.63$0.79$0.96$1.12$1.28$1.44$1.61$1.77$2.22$2.96$3.70$4.45
PutsExpensive2.50×
CallsExpensive1.66×
SkewBullish-20.40 pp
Implied moveBullish±$3.27
TiltBullish6.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ148.74175.3%11.7%130.8846.6%2.6%
25Δ143.96127.0%8.1%131.3646.4%2.4%
30Δ139.1978.6%4.4%131.8546.2%2.2%
35Δ134.9436.4%1.2%132.3346.0%1.9%
40Δ134.4139.4%1.1%132.8245.8%1.7%
45Δ133.8842.3%1.0%133.3045.6%1.4%
50Δ133.3645.2%0.9%133.7945.3%1.2%
55Δ132.8348.1%0.8%134.2745.1%1.0%
60Δ132.3151.1%0.7%134.7544.9%0.7%
65Δ131.7854.0%0.7%135.4246.1%0.5%
70Δ131.2656.9%0.6%136.2748.7%0.5%
75Δ130.7359.8%0.5%137.1351.3%0.4%
80Δ130.2062.7%0.4%137.9853.8%0.3%

20Δ

Calls
Pseudo strike
148.74
IV
175.3%
B/E move
11.7%
Puts
Pseudo strike
130.88
IV
46.6%
B/E move
2.6%

25Δ

Calls
Pseudo strike
143.96
IV
127.0%
B/E move
8.1%
Puts
Pseudo strike
131.36
IV
46.4%
B/E move
2.4%

30Δ

Calls
Pseudo strike
139.19
IV
78.6%
B/E move
4.4%
Puts
Pseudo strike
131.85
IV
46.2%
B/E move
2.2%

35Δ

Calls
Pseudo strike
134.94
IV
36.4%
B/E move
1.2%
Puts
Pseudo strike
132.33
IV
46.0%
B/E move
1.9%

40Δ

Calls
Pseudo strike
134.41
IV
39.4%
B/E move
1.1%
Puts
Pseudo strike
132.82
IV
45.8%
B/E move
1.7%

45Δ

Calls
Pseudo strike
133.88
IV
42.3%
B/E move
1.0%
Puts
Pseudo strike
133.30
IV
45.6%
B/E move
1.4%

50Δ

Calls
Pseudo strike
133.36
IV
45.2%
B/E move
0.9%
Puts
Pseudo strike
133.79
IV
45.3%
B/E move
1.2%

55Δ

Calls
Pseudo strike
132.83
IV
48.1%
B/E move
0.8%
Puts
Pseudo strike
134.27
IV
45.1%
B/E move
1.0%

60Δ

Calls
Pseudo strike
132.31
IV
51.1%
B/E move
0.7%
Puts
Pseudo strike
134.75
IV
44.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
131.78
IV
54.0%
B/E move
0.7%
Puts
Pseudo strike
135.42
IV
46.1%
B/E move
0.5%

70Δ

Calls
Pseudo strike
131.26
IV
56.9%
B/E move
0.6%
Puts
Pseudo strike
136.27
IV
48.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
130.73
IV
59.8%
B/E move
0.5%
Puts
Pseudo strike
137.13
IV
51.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
130.20
IV
62.7%
B/E move
0.4%
Puts
Pseudo strike
137.98
IV
53.8%
B/E move
0.3%