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Toll Brothers Inc TOL

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
i

Market dataready · fetched 2026-10-20T06:06:27.048Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:00:00.001518086Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-20T06:06:26.545693+00:00

Share price$131.12
1D-1.5%
AH$130.78$131.42$132.05$132.69$133.335:30 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$1.02$4.56$8.11$11.65$15.19$114.79$123.11$131.42$139.74$148.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TOL spot · $131.12TOL PRICE$1.40$1.88$2.41$3.07$3.73$4.44$5.20$5.95$6.94$8.04$9.14$10.75$12.42$1.62$2.16$2.69$3.08$3.48$4.06$4.87$5.68$6.49$9.20$11.57$12.87$14.17
PutsFair0.98×
CallsExpensive1.15×
SkewBullish-2.24 pp
Implied moveBullish±$10.07
TiltBearish4.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ143.8033.9%10.7%121.1235.5%8.9%
25Δ141.5334.1%9.4%123.2235.4%7.7%
30Δ139.4234.5%8.2%125.2935.0%6.5%
35Δ137.6435.2%7.3%127.1332.8%5.4%
40Δ135.8635.9%6.5%128.9830.5%4.3%
45Δ134.0936.1%5.7%130.6429.3%3.5%
50Δ132.3335.9%4.9%132.0929.4%3.0%
55Δ130.5735.6%4.1%133.5329.5%2.5%
60Δ128.7835.7%3.5%134.9829.7%2.0%
65Δ126.9835.9%3.0%137.8435.0%1.9%
70Δ125.1836.1%2.4%140.4838.7%1.7%
75Δ123.0036.5%2.0%142.3937.0%1.2%
80Δ120.7736.9%1.6%144.2935.4%0.8%

20Δ

Calls
Pseudo strike
143.80
IV
33.9%
B/E move
10.7%
Puts
Pseudo strike
121.12
IV
35.5%
B/E move
8.9%

25Δ

Calls
Pseudo strike
141.53
IV
34.1%
B/E move
9.4%
Puts
Pseudo strike
123.22
IV
35.4%
B/E move
7.7%

30Δ

Calls
Pseudo strike
139.42
IV
34.5%
B/E move
8.2%
Puts
Pseudo strike
125.29
IV
35.0%
B/E move
6.5%

35Δ

Calls
Pseudo strike
137.64
IV
35.2%
B/E move
7.3%
Puts
Pseudo strike
127.13
IV
32.8%
B/E move
5.4%

40Δ

Calls
Pseudo strike
135.86
IV
35.9%
B/E move
6.5%
Puts
Pseudo strike
128.98
IV
30.5%
B/E move
4.3%

45Δ

Calls
Pseudo strike
134.09
IV
36.1%
B/E move
5.7%
Puts
Pseudo strike
130.64
IV
29.3%
B/E move
3.5%

50Δ

Calls
Pseudo strike
132.33
IV
35.9%
B/E move
4.9%
Puts
Pseudo strike
132.09
IV
29.4%
B/E move
3.0%

55Δ

Calls
Pseudo strike
130.57
IV
35.6%
B/E move
4.1%
Puts
Pseudo strike
133.53
IV
29.5%
B/E move
2.5%

60Δ

Calls
Pseudo strike
128.78
IV
35.7%
B/E move
3.5%
Puts
Pseudo strike
134.98
IV
29.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
126.98
IV
35.9%
B/E move
3.0%
Puts
Pseudo strike
137.84
IV
35.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
125.18
IV
36.1%
B/E move
2.4%
Puts
Pseudo strike
140.48
IV
38.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
123.00
IV
36.5%
B/E move
2.0%
Puts
Pseudo strike
142.39
IV
37.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
120.77
IV
36.9%
B/E move
1.6%
Puts
Pseudo strike
144.29
IV
35.4%
B/E move
0.8%

Options history

TOL32.1332.1632.192026-10-19T19:57:51.313000+00:00: 32.16%Oct 19Oct 19
Table
ObservationIVSkewImplied move
32.16%1.33 pp7.68%