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Toll Brothers Inc TOL

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
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Market dataready · fetched 2026-10-15T21:55:36.378Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:21:04.576582195Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T21:55:33.599032+00:00

Share price$134.03
1D+1.9%
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$1.55$2.75$3.95$5.15$129.74$132.19$134.63$137.08$139.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TOL spot · $134.03TOL PRICE$0.92$0.81$0.69$0.58$0.95$1.34$1.73$2.13$2.52$2.91$3.30$3.69$4.08$0.48$0.65$0.82$0.98$1.15$1.32$1.49$1.65$1.82$2.48$3.26$4.03$4.81
PutsExpensive2.35×
CallsExpensive1.57×
SkewBullish-17.96 pp
Implied moveBullish±$3.22
TiltBalanced1.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ148.99184.3%11.8%130.9247.6%2.7%
25Δ144.39135.7%8.3%131.4247.5%2.4%
30Δ139.7987.0%4.8%131.9247.4%2.2%
35Δ135.1938.3%1.3%132.4247.3%1.9%
40Δ134.5138.6%1.1%132.9247.2%1.7%
45Δ134.0041.0%1.0%133.4147.2%1.4%
50Δ133.4943.4%0.9%133.9147.1%1.2%
55Δ132.9745.8%0.8%134.4147.0%0.9%
60Δ132.4648.2%0.7%134.9146.9%0.7%
65Δ131.9550.6%0.6%135.7349.8%0.6%
70Δ131.4453.0%0.5%136.6253.3%0.5%
75Δ130.9355.3%0.4%137.5156.9%0.4%
80Δ130.4157.7%0.3%138.4060.4%0.3%

20Δ

Calls
Pseudo strike
148.99
IV
184.3%
B/E move
11.8%
Puts
Pseudo strike
130.92
IV
47.6%
B/E move
2.7%

25Δ

Calls
Pseudo strike
144.39
IV
135.7%
B/E move
8.3%
Puts
Pseudo strike
131.42
IV
47.5%
B/E move
2.4%

30Δ

Calls
Pseudo strike
139.79
IV
87.0%
B/E move
4.8%
Puts
Pseudo strike
131.92
IV
47.4%
B/E move
2.2%

35Δ

Calls
Pseudo strike
135.19
IV
38.3%
B/E move
1.3%
Puts
Pseudo strike
132.42
IV
47.3%
B/E move
1.9%

40Δ

Calls
Pseudo strike
134.51
IV
38.6%
B/E move
1.1%
Puts
Pseudo strike
132.92
IV
47.2%
B/E move
1.7%

45Δ

Calls
Pseudo strike
134.00
IV
41.0%
B/E move
1.0%
Puts
Pseudo strike
133.41
IV
47.2%
B/E move
1.4%

50Δ

Calls
Pseudo strike
133.49
IV
43.4%
B/E move
0.9%
Puts
Pseudo strike
133.91
IV
47.1%
B/E move
1.2%

55Δ

Calls
Pseudo strike
132.97
IV
45.8%
B/E move
0.8%
Puts
Pseudo strike
134.41
IV
47.0%
B/E move
0.9%

60Δ

Calls
Pseudo strike
132.46
IV
48.2%
B/E move
0.7%
Puts
Pseudo strike
134.91
IV
46.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
131.95
IV
50.6%
B/E move
0.6%
Puts
Pseudo strike
135.73
IV
49.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
131.44
IV
53.0%
B/E move
0.5%
Puts
Pseudo strike
136.62
IV
53.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
130.93
IV
55.3%
B/E move
0.4%
Puts
Pseudo strike
137.51
IV
56.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
130.41
IV
57.7%
B/E move
0.3%
Puts
Pseudo strike
138.40
IV
60.4%
B/E move
0.3%