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Toro Corp. Common Shares TORO

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Market datapartial · fetched 2026-10-22T23:54:30.047Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:06:48.869548736Z

FundamentalsAlpha Vantage · unavailable

Share price$3.73
1D-5.4%
AH$3.58$3.66$3.74$3.81$3.895:30 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$0.09$1.11$2.13$3.15$4.18$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICETORO PRICE$0.20$0.25$0.30$0.35$0.62$0.69$0.75$0.82$0.89$0.95$1.02$1.09$1.15$2.08$2.53$2.98$3.43$3.88
PutsExpensive1.44×
CallsExpensive1.49×
SkewBearish+8.78 pp
Implied move——
TiltBearish24.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.56221.4%134.7%
25Δ7.53209.2%108.5%
30Δ6.50197.0%82.4%
35Δ5.48184.7%56.3%
40Δ7.37323.1%114.1%
45Δ6.89303.4%103.1%
50Δ6.41283.8%92.1%
55Δ5.94264.1%81.2%5.22244.7%15.9%
60Δ5.46244.4%70.2%5.75242.6%13.7%
65Δ4.99224.8%59.2%6.29240.5%11.4%
70Δ4.51205.1%48.2%6.82238.4%9.1%
75Δ4.03185.4%37.2%7.36236.3%6.8%
80Δ3.56165.8%26.3%

20Δ

Calls
Pseudo strike
8.56
IV
221.4%
B/E move
134.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
7.53
IV
209.2%
B/E move
108.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.50
IV
197.0%
B/E move
82.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
5.48
IV
184.7%
B/E move
56.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
7.37
IV
323.1%
B/E move
114.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.89
IV
303.4%
B/E move
103.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
6.41
IV
283.8%
B/E move
92.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
5.94
IV
264.1%
B/E move
81.2%
Puts
Pseudo strike
5.22
IV
244.7%
B/E move
15.9%

60Δ

Calls
Pseudo strike
5.46
IV
244.4%
B/E move
70.2%
Puts
Pseudo strike
5.75
IV
242.6%
B/E move
13.7%

65Δ

Calls
Pseudo strike
4.99
IV
224.8%
B/E move
59.2%
Puts
Pseudo strike
6.29
IV
240.5%
B/E move
11.4%

70Δ

Calls
Pseudo strike
4.51
IV
205.1%
B/E move
48.2%
Puts
Pseudo strike
6.82
IV
238.4%
B/E move
9.1%

75Δ

Calls
Pseudo strike
4.03
IV
185.4%
B/E move
37.2%
Puts
Pseudo strike
7.36
IV
236.3%
B/E move
6.8%

80Δ

Calls
Pseudo strike
3.56
IV
165.8%
B/E move
26.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations