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Toll Brothers, Inc. TOL

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
i

Market dataready · fetched 2026-11-06T13:57:39.251Z

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 · 2026-11-06T13:49:13.932890502Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-06T13:57:37.756451+00:00

Share price$153.64
1D+0.0%
$153.56$153.60$153.64$153.68$153.725:30 AM6:30 AM9:00 AM1:00 PMTOL
Sold putSold call

Toll Brothers, Inc. options

Live interpolated TOL call and put midpoint premiums by absolute delta.Toll Brothers, Inc.$0.90$4.89$8.88$12.88$16.87$135.04$144.35$153.67$162.98$172.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TOL spot · $153.64TOL PRICE$1.46$1.95$2.51$3.08$3.83$4.59$5.40$6.33$7.27$8.64$10.48$12.74$15.72$1.33$1.79$2.26$2.73$3.34$3.95$4.56$5.26$6.08$6.90$7.72$8.60$9.51
PutsFair0.97×
CallsFair0.98×
SkewBullish-13.09 pp
Implied moveBullish±$9.96
TiltBullish13.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ166.5445.0%9.3%144.8638.2%6.6%
25Δ163.9744.8%8.0%146.6237.8%5.7%
30Δ161.9245.1%7.0%148.3237.4%4.9%
35Δ159.8845.5%6.1%150.0237.0%4.1%
40Δ158.0946.1%5.4%151.4236.7%3.6%
45Δ156.3146.8%4.7%152.8236.3%3.1%
50Δ154.5347.3%4.1%154.2236.0%2.6%
55Δ152.7347.3%3.5%155.6135.6%2.1%
60Δ150.9347.3%3.0%156.9735.0%1.8%
65Δ148.8648.8%2.5%158.3334.5%1.4%
70Δ146.4951.8%2.2%159.6933.9%1.1%
75Δ143.7355.4%1.8%160.9932.3%0.8%
80Δ140.2760.2%1.5%162.2630.5%0.6%

20Δ

Calls
Pseudo strike
166.54
IV
45.0%
B/E move
9.3%
Puts
Pseudo strike
144.86
IV
38.2%
B/E move
6.6%

25Δ

Calls
Pseudo strike
163.97
IV
44.8%
B/E move
8.0%
Puts
Pseudo strike
146.62
IV
37.8%
B/E move
5.7%

30Δ

Calls
Pseudo strike
161.92
IV
45.1%
B/E move
7.0%
Puts
Pseudo strike
148.32
IV
37.4%
B/E move
4.9%

35Δ

Calls
Pseudo strike
159.88
IV
45.5%
B/E move
6.1%
Puts
Pseudo strike
150.02
IV
37.0%
B/E move
4.1%

40Δ

Calls
Pseudo strike
158.09
IV
46.1%
B/E move
5.4%
Puts
Pseudo strike
151.42
IV
36.7%
B/E move
3.6%

45Δ

Calls
Pseudo strike
156.31
IV
46.8%
B/E move
4.7%
Puts
Pseudo strike
152.82
IV
36.3%
B/E move
3.1%

50Δ

Calls
Pseudo strike
154.53
IV
47.3%
B/E move
4.1%
Puts
Pseudo strike
154.22
IV
36.0%
B/E move
2.6%

55Δ

Calls
Pseudo strike
152.73
IV
47.3%
B/E move
3.5%
Puts
Pseudo strike
155.61
IV
35.6%
B/E move
2.1%

60Δ

Calls
Pseudo strike
150.93
IV
47.3%
B/E move
3.0%
Puts
Pseudo strike
156.97
IV
35.0%
B/E move
1.8%

65Δ

Calls
Pseudo strike
148.86
IV
48.8%
B/E move
2.5%
Puts
Pseudo strike
158.33
IV
34.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
146.49
IV
51.8%
B/E move
2.2%
Puts
Pseudo strike
159.69
IV
33.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
143.73
IV
55.4%
B/E move
1.8%
Puts
Pseudo strike
160.99
IV
32.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
140.27
IV
60.2%
B/E move
1.5%
Puts
Pseudo strike
162.26
IV
30.5%
B/E move
0.6%

Options history

IV · four-Friday blend36.13%
Daily close
TOL30.9%39.7%48.5%2026-08-10: 40.05%2026-08-11: 41.40%2026-08-12: 40.05%2026-08-13: 40.89%2026-08-14: 41.33%2026-08-17: 45.25%2026-08-18: 47.28%2026-08-19: 35.72%2026-08-21: 33.37%2026-08-24: 33.45%2026-08-25: 32.99%2026-08-26: 33.16%2026-08-27: 33.58%2026-08-28: 33.04%2026-08-31: 33.44%2026-09-01: 33.24%2026-09-02: 32.12%2026-09-03: 32.85%2026-09-04: 32.37%2026-09-08: 34.95%2026-09-09: 36.75%2026-09-10: 35.67%2026-09-11: 33.83%2026-09-14: 36.97%2026-09-15: 37.27%2026-09-16: 38.34%2026-09-18: 33.92%2026-09-21: 33.67%2026-09-22: 34.53%2026-09-23: 33.38%2026-09-24: 33.53%2026-09-25: 33.76%2026-09-28: 34.91%2026-09-29: 34.63%2026-09-30: 33.57%2026-10-01: 34.31%2026-10-02: 34.35%2026-10-05: 33.48%2026-10-06: 34.03%2026-10-07: 34.07%2026-10-08: 34.33%2026-10-09: 35.05%2026-10-12: 34.97%2026-10-13: 36.04%2026-10-14: 39.66%2026-10-16: 35.25%2026-10-19: 35.08%2026-10-20: 35.24%2026-10-21: 35.45%2026-10-22: 35.40%2026-10-23: 35.09%2026-10-26: 35.43%2026-10-27: 35.73%2026-10-28: 35.06%2026-10-29: 35.97%2026-10-30: 36.13%Aug 10Sep 21Oct 30
56 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
40.05%
41.40%
40.05%
40.89%
41.33%
45.25%
47.28%
35.72%
33.37%
33.45%
32.99%
33.16%
33.58%
33.04%
33.44%
33.24%
32.12%
32.85%
32.37%
34.95%
36.75%
35.67%
33.83%
36.97%
37.27%
38.34%
33.92%
33.67%
34.53%
33.38%
33.53%
33.76%
34.91%
34.63%
33.57%
34.31%
34.35%
33.48%
34.03%
34.07%
34.33%
35.05%
34.97%
36.04%
39.66%
35.25%
35.08%
35.24%
35.45%
35.40%
35.09%
35.43%
35.73%
35.06%
35.97%
36.13%