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Toll Brothers, Inc. TOL

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
i

Market dataready · fetched 2026-11-07T03:10:31.485Z

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 · 2026-11-07T00:00:00.001608067Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-07T03:10:30.171753+00:00

Share price$152.56
1D-0.6%
AH$152$153$154$155$1565:30 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.$0.90$4.29$7.68$11.07$14.46$135.15$144.18$153.20$162.22$171.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TOL spot · $152.56TOL PRICE$1.30$1.77$2.24$2.84$3.44$4.05$4.77$5.48$6.20$7.73$9.40$11.30$13.49$1.27$1.69$2.18$2.67$3.22$3.88$4.54$5.21$5.97$6.79$7.61$8.44$9.61
PutsCheap0.92×
CallsCheap0.83×
SkewBullish-7.94 pp
Implied moveBullish±$9.31
TiltBullish8.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ163.4738.7%8.0%144.0136.8%6.4%
25Δ161.6739.9%7.1%145.9835.8%5.4%
30Δ159.8841.0%6.3%147.4935.9%4.8%
35Δ158.2241.3%5.6%148.9935.9%4.1%
40Δ156.5541.6%4.9%150.4535.9%3.5%
45Δ154.8941.9%4.2%151.8035.8%3.0%
50Δ153.3441.4%3.6%153.1535.6%2.6%
55Δ151.7841.0%3.1%154.5035.5%2.1%
60Δ150.2240.5%2.5%155.8434.9%1.8%
65Δ148.2143.2%2.2%157.1634.1%1.4%
70Δ146.1346.3%1.9%158.4933.3%1.1%
75Δ143.7648.9%1.6%159.8232.5%0.8%
80Δ141.0750.9%1.3%161.3431.1%0.5%

20Δ

Calls
Pseudo strike
163.47
IV
38.7%
B/E move
8.0%
Puts
Pseudo strike
144.01
IV
36.8%
B/E move
6.4%

25Δ

Calls
Pseudo strike
161.67
IV
39.9%
B/E move
7.1%
Puts
Pseudo strike
145.98
IV
35.8%
B/E move
5.4%

30Δ

Calls
Pseudo strike
159.88
IV
41.0%
B/E move
6.3%
Puts
Pseudo strike
147.49
IV
35.9%
B/E move
4.8%

35Δ

Calls
Pseudo strike
158.22
IV
41.3%
B/E move
5.6%
Puts
Pseudo strike
148.99
IV
35.9%
B/E move
4.1%

40Δ

Calls
Pseudo strike
156.55
IV
41.6%
B/E move
4.9%
Puts
Pseudo strike
150.45
IV
35.9%
B/E move
3.5%

45Δ

Calls
Pseudo strike
154.89
IV
41.9%
B/E move
4.2%
Puts
Pseudo strike
151.80
IV
35.8%
B/E move
3.0%

50Δ

Calls
Pseudo strike
153.34
IV
41.4%
B/E move
3.6%
Puts
Pseudo strike
153.15
IV
35.6%
B/E move
2.6%

55Δ

Calls
Pseudo strike
151.78
IV
41.0%
B/E move
3.1%
Puts
Pseudo strike
154.50
IV
35.5%
B/E move
2.1%

60Δ

Calls
Pseudo strike
150.22
IV
40.5%
B/E move
2.5%
Puts
Pseudo strike
155.84
IV
34.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
148.21
IV
43.2%
B/E move
2.2%
Puts
Pseudo strike
157.16
IV
34.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
146.13
IV
46.3%
B/E move
1.9%
Puts
Pseudo strike
158.49
IV
33.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
143.76
IV
48.9%
B/E move
1.6%
Puts
Pseudo strike
159.82
IV
32.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
141.07
IV
50.9%
B/E move
1.3%
Puts
Pseudo strike
161.34
IV
31.1%
B/E move
0.5%

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%