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Toast Inc TOST

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-21T16:58:09.756Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:57:55.718993094Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:09.424670+00:00

Share price$33.04
1D+1.1%
$32.63$32.78$32.93$33.08$33.235:30 AM6:30 AM9:00 AM1:00 PMTOST
Sold putSold call

Toast Inc options

Live interpolated TOST call and put midpoint premiums by absolute delta.Toast Inc$0.00$2.28$4.57$6.85$9.13$30.14$31.43$32.72$34.01$35.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TOST spot · $33.04TOST PRICE$0.78$0.18$0.23$0.28$0.34$0.41$0.47$0.56$0.67$0.78$0.89$0.99$1.09$0.17$0.20$0.25$0.31$0.37$0.44$0.52$0.60$0.69$1.39$3.53$5.69$8.47
PutsExpensive3.26×
CallsExpensive1.39×
SkewBearish+25.63 pp
Implied moveBearish±$0.99
TiltBearish49.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.42307.2%27.7%31.7563.9%4.4%
25Δ33.9350.7%3.2%32.1953.2%3.2%
30Δ33.7450.0%2.8%32.4052.3%2.7%
35Δ33.5449.3%2.4%32.5851.7%2.3%
40Δ33.3849.2%2.1%32.7551.5%2.0%
45Δ33.2249.3%1.8%32.9151.2%1.7%
50Δ33.0749.3%1.5%33.0751.0%1.5%
55Δ32.9150.0%1.3%33.2350.8%1.3%
60Δ32.7451.1%1.1%33.3950.6%1.0%
65Δ32.5852.3%1.0%34.0576.4%1.1%
70Δ32.4151.6%0.8%35.91163.1%2.0%
75Δ32.2649.5%0.6%37.92235.7%2.4%
80Δ32.1047.5%0.4%40.78288.7%2.2%

20Δ

Calls
Pseudo strike
41.42
IV
307.2%
B/E move
27.7%
Puts
Pseudo strike
31.75
IV
63.9%
B/E move
4.4%

25Δ

Calls
Pseudo strike
33.93
IV
50.7%
B/E move
3.2%
Puts
Pseudo strike
32.19
IV
53.2%
B/E move
3.2%

30Δ

Calls
Pseudo strike
33.74
IV
50.0%
B/E move
2.8%
Puts
Pseudo strike
32.40
IV
52.3%
B/E move
2.7%

35Δ

Calls
Pseudo strike
33.54
IV
49.3%
B/E move
2.4%
Puts
Pseudo strike
32.58
IV
51.7%
B/E move
2.3%

40Δ

Calls
Pseudo strike
33.38
IV
49.2%
B/E move
2.1%
Puts
Pseudo strike
32.75
IV
51.5%
B/E move
2.0%

45Δ

Calls
Pseudo strike
33.22
IV
49.3%
B/E move
1.8%
Puts
Pseudo strike
32.91
IV
51.2%
B/E move
1.7%

50Δ

Calls
Pseudo strike
33.07
IV
49.3%
B/E move
1.5%
Puts
Pseudo strike
33.07
IV
51.0%
B/E move
1.5%

55Δ

Calls
Pseudo strike
32.91
IV
50.0%
B/E move
1.3%
Puts
Pseudo strike
33.23
IV
50.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
32.74
IV
51.1%
B/E move
1.1%
Puts
Pseudo strike
33.39
IV
50.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
32.58
IV
52.3%
B/E move
1.0%
Puts
Pseudo strike
34.05
IV
76.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
32.41
IV
51.6%
B/E move
0.8%
Puts
Pseudo strike
35.91
IV
163.1%
B/E move
2.0%

75Δ

Calls
Pseudo strike
32.26
IV
49.5%
B/E move
0.6%
Puts
Pseudo strike
37.92
IV
235.7%
B/E move
2.4%

80Δ

Calls
Pseudo strike
32.10
IV
47.5%
B/E move
0.4%
Puts
Pseudo strike
40.78
IV
288.7%
B/E move
2.2%

Options history

No recorded observations