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Toro Ltd TORO

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-10-22T18:42:39.640Z

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 · 2026-10-22T18:41:40.016419167Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T18:42:39.257203+00:00

Share price$3.72
1D-3.9%
$3.71$3.75$3.80$3.84$3.885:30 AM6:30 AM9:00 AM1:00 PMTORO
Sold putSold call

Toro Ltd options

Live interpolated TORO call and put midpoint premiums by absolute delta.Toro Ltd$0.10$1.04$1.99$2.93$3.88$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICETORO PRICE$0.20$0.25$0.30$0.35$0.62$0.70$0.78$0.87$0.95$1.03$1.11$1.19$1.27$2.18$2.53$2.89$3.25$3.60
PutsExpensive1.43×
CallsExpensive1.55×
SkewBullish-1.70 pp
Implied move——
TiltBearish20.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.55221.3%135.3%
25Δ7.53209.1%109.0%
30Δ6.50197.0%82.8%
35Δ5.47184.9%56.5%
40Δ7.36323.6%114.5%
45Δ6.83306.3%102.6%
50Δ6.31289.0%90.7%
55Δ5.79271.8%78.9%5.29250.9%16.5%
60Δ5.27254.5%67.0%5.73243.9%14.1%
65Δ4.74237.2%55.1%6.18237.0%11.7%
70Δ4.22219.9%43.2%6.62230.0%9.3%
75Δ3.70202.7%31.4%7.07223.1%6.9%
80Δ3.18185.4%19.5%

20Δ

Calls
Pseudo strike
8.55
IV
221.3%
B/E move
135.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
7.53
IV
209.1%
B/E move
109.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.50
IV
197.0%
B/E move
82.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
5.47
IV
184.9%
B/E move
56.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
7.36
IV
323.6%
B/E move
114.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.83
IV
306.3%
B/E move
102.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
6.31
IV
289.0%
B/E move
90.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
5.79
IV
271.8%
B/E move
78.9%
Puts
Pseudo strike
5.29
IV
250.9%
B/E move
16.5%

60Δ

Calls
Pseudo strike
5.27
IV
254.5%
B/E move
67.0%
Puts
Pseudo strike
5.73
IV
243.9%
B/E move
14.1%

65Δ

Calls
Pseudo strike
4.74
IV
237.2%
B/E move
55.1%
Puts
Pseudo strike
6.18
IV
237.0%
B/E move
11.7%

70Δ

Calls
Pseudo strike
4.22
IV
219.9%
B/E move
43.2%
Puts
Pseudo strike
6.62
IV
230.0%
B/E move
9.3%

75Δ

Calls
Pseudo strike
3.70
IV
202.7%
B/E move
31.4%
Puts
Pseudo strike
7.07
IV
223.1%
B/E move
6.9%

80Δ

Calls
Pseudo strike
3.18
IV
185.4%
B/E move
19.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations