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Toro Corp. Common Shares TORO

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-11-12T02:56:12.353Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T21:00:00.319630341Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:51:26.617584+00:00

Share price$3.89
1D-0.3%
AH$3.88$3.91$3.94$3.97$4.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTORO
Sold putSold callAH

Toro Corp. Common Shares options

Live interpolated TORO call and put midpoint premiums by absolute delta.Toro Corp. Common Shares$0.35$0.61$0.88$1.14$1.41$1.57$2.79$4.02$5.25$6.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TORO spot · $3.89TORO PRICE$0.38$0.38$0.42$0.53$0.65$0.76$0.88$0.99$1.10$1.22$1.33$0.44$0.53$0.62$0.71$0.80$0.89$0.98$1.07$1.16$1.25
Puts——
Calls——
Skew——
Implied moveBearish±$1.63
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.66226.2%42.7%
25Δ2.90214.8%39.0%
30Δ7.34222.7%98.4%3.14203.4%35.2%
35Δ5.89174.7%61.0%3.38192.0%31.4%
40Δ4.90145.3%36.8%3.62180.6%27.6%
45Δ4.66145.3%33.4%3.85169.1%23.8%
50Δ4.41145.2%30.0%4.09157.7%20.0%
55Δ4.16145.2%26.5%4.33146.3%16.2%
60Δ3.91145.1%23.1%4.57134.9%12.4%
65Δ3.67145.1%19.6%4.81123.5%8.6%
70Δ3.42145.0%16.2%
75Δ3.17145.0%12.8%
80Δ2.92145.0%9.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.66
IV
226.2%
B/E move
42.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.90
IV
214.8%
B/E move
39.0%

30Δ

Calls
Pseudo strike
7.34
IV
222.7%
B/E move
98.4%
Puts
Pseudo strike
3.14
IV
203.4%
B/E move
35.2%

35Δ

Calls
Pseudo strike
5.89
IV
174.7%
B/E move
61.0%
Puts
Pseudo strike
3.38
IV
192.0%
B/E move
31.4%

40Δ

Calls
Pseudo strike
4.90
IV
145.3%
B/E move
36.8%
Puts
Pseudo strike
3.62
IV
180.6%
B/E move
27.6%

45Δ

Calls
Pseudo strike
4.66
IV
145.3%
B/E move
33.4%
Puts
Pseudo strike
3.85
IV
169.1%
B/E move
23.8%

50Δ

Calls
Pseudo strike
4.41
IV
145.2%
B/E move
30.0%
Puts
Pseudo strike
4.09
IV
157.7%
B/E move
20.0%

55Δ

Calls
Pseudo strike
4.16
IV
145.2%
B/E move
26.5%
Puts
Pseudo strike
4.33
IV
146.3%
B/E move
16.2%

60Δ

Calls
Pseudo strike
3.91
IV
145.1%
B/E move
23.1%
Puts
Pseudo strike
4.57
IV
134.9%
B/E move
12.4%

65Δ

Calls
Pseudo strike
3.67
IV
145.1%
B/E move
19.6%
Puts
Pseudo strike
4.81
IV
123.5%
B/E move
8.6%

70Δ

Calls
Pseudo strike
3.42
IV
145.0%
B/E move
16.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.17
IV
145.0%
B/E move
12.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.92
IV
145.0%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend150.27%
Daily EOD
TORO150.1%150.3%150.4%2026-10-21: 150.27%Oct 21
1 observations2026-10-21 — 2026-10-21
Table
DateIV (%)
150.27%