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Toro Ltd TORO

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-10-24T04:27:10.629Z

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 · 2026-10-23T21:30:19.010289925Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-24T04:27:10.830576+00:00

Share price$4.28
1D+13.3%
AH$3.79$3.98$4.17$4.35$4.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTORO
Sold putSold callAH

Toro Ltd options

Live interpolated TORO call and put midpoint premiums by absolute delta.Toro Ltd$0.17$1.55$2.93$4.31$5.69$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICETORO PRICE$0.32$0.35$5.29$1.01
PutsExpensive1.19×
CallsExpensive1.39×
SkewBullish-28.64 pp
Implied move——
TiltBearish80.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ8.82249.4%113.6%
30Δ7.06209.6%73.0%
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ9.03308.1%12.6%
70Δ5.1393.6%3.9%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
8.82
IV
249.4%
B/E move
113.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
7.06
IV
209.6%
B/E move
73.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.03
IV
308.1%
B/E move
12.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.13
IV
93.6%
B/E move
3.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations