IntraAlpha
Create free account Start free

Toast, Inc. TOST

i

Market dataready · fetched 2026-11-12T04:15:15.650Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-12T00:58:12.604263361Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T04:15:15.362860+00:00

Share price$33.93
1D-0.6%
AH$33.32$33.59$33.85$34.12$34.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTOST
Sold putSold callAH

Toast, Inc. options

Live interpolated TOST call and put midpoint premiums by absolute delta.Toast, Inc.$0.11$0.38$0.64$0.91$1.18$31.99$32.90$33.80$34.71$35.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TOST spot · $33.93TOST PRICE$0.14$0.19$0.24$0.29$0.35$0.41$0.49$0.63$0.77$0.96$0.22$0.28$0.33$0.40$0.46$0.52$0.59$0.66$0.73$0.83$0.96$1.10
Puts——
Calls——
Skew——
Implied moveBearish±$1.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.0751.2%3.8%
25Δ34.8550.9%3.3%33.0256.4%3.3%
30Δ34.6450.2%2.8%33.2355.8%2.9%
35Δ34.4549.5%2.4%33.4355.1%2.5%
40Δ34.2848.9%2.1%33.6153.8%2.1%
45Δ34.1248.3%1.8%33.7952.2%1.8%
50Δ33.9549.1%1.5%33.9650.6%1.5%
55Δ33.7753.4%1.4%34.1149.0%1.2%
60Δ33.5957.8%1.3%34.2547.3%1.0%
65Δ33.3662.6%1.1%34.4045.6%0.8%
70Δ34.5544.4%0.6%
75Δ34.7344.2%0.5%
80Δ34.9144.1%0.3%

20Δ

Calls
Pseudo strike
35.07
IV
51.2%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
34.85
IV
50.9%
B/E move
3.3%
Puts
Pseudo strike
33.02
IV
56.4%
B/E move
3.3%

30Δ

Calls
Pseudo strike
34.64
IV
50.2%
B/E move
2.8%
Puts
Pseudo strike
33.23
IV
55.8%
B/E move
2.9%

35Δ

Calls
Pseudo strike
34.45
IV
49.5%
B/E move
2.4%
Puts
Pseudo strike
33.43
IV
55.1%
B/E move
2.5%

40Δ

Calls
Pseudo strike
34.28
IV
48.9%
B/E move
2.1%
Puts
Pseudo strike
33.61
IV
53.8%
B/E move
2.1%

45Δ

Calls
Pseudo strike
34.12
IV
48.3%
B/E move
1.8%
Puts
Pseudo strike
33.79
IV
52.2%
B/E move
1.8%

50Δ

Calls
Pseudo strike
33.95
IV
49.1%
B/E move
1.5%
Puts
Pseudo strike
33.96
IV
50.6%
B/E move
1.5%

55Δ

Calls
Pseudo strike
33.77
IV
53.4%
B/E move
1.4%
Puts
Pseudo strike
34.11
IV
49.0%
B/E move
1.2%

60Δ

Calls
Pseudo strike
33.59
IV
57.8%
B/E move
1.3%
Puts
Pseudo strike
34.25
IV
47.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
33.36
IV
62.6%
B/E move
1.1%
Puts
Pseudo strike
34.40
IV
45.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.55
IV
44.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.73
IV
44.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.91
IV
44.1%
B/E move
0.3%

Options history

IV · four-Friday blend79.63%
Daily close
TOST33.0%58.0%83.1%2026-08-13: 46.97%2026-08-14: 36.41%2026-08-17: 39.91%2026-08-18: 40.16%2026-08-19: 39.50%2026-08-20: 44.52%2026-08-21: 37.21%2026-08-24: 39.14%2026-08-25: 41.81%2026-08-26: 40.33%2026-08-27: 42.08%2026-08-28: 37.70%2026-08-31: 41.36%2026-09-01: 44.16%2026-09-02: 43.71%2026-09-03: 42.96%2026-09-04: 40.59%2026-09-08: 45.37%2026-09-09: 43.91%2026-09-10: 44.65%2026-09-11: 40.49%2026-09-14: 43.26%2026-09-15: 45.29%2026-09-16: 49.42%2026-09-17: 43.01%2026-09-18: 40.44%2026-09-21: 42.59%2026-09-22: 44.99%2026-09-23: 44.46%2026-09-24: 43.30%2026-09-25: 40.49%2026-09-28: 44.89%2026-09-29: 43.41%2026-09-30: 46.92%2026-10-01: 43.29%2026-10-02: 42.00%2026-10-05: 44.61%2026-10-06: 43.56%2026-10-07: 43.97%2026-10-08: 46.54%2026-10-09: 45.51%2026-10-12: 48.00%2026-10-13: 49.28%2026-10-14: 51.40%2026-10-15: 53.52%2026-10-16: 53.46%2026-10-19: 54.51%2026-10-20: 55.77%2026-10-21: 54.05%2026-10-22: 60.49%2026-10-23: 60.98%2026-10-26: 68.53%2026-10-27: 67.98%2026-10-28: 72.05%2026-10-29: 75.04%2026-10-30: 79.63%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
46.97%
36.41%
39.91%
40.16%
39.50%
44.52%
37.21%
39.14%
41.81%
40.33%
42.08%
37.70%
41.36%
44.16%
43.71%
42.96%
40.59%
45.37%
43.91%
44.65%
40.49%
43.26%
45.29%
49.42%
43.01%
40.44%
42.59%
44.99%
44.46%
43.30%
40.49%
44.89%
43.41%
46.92%
43.29%
42.00%
44.61%
43.56%
43.97%
46.54%
45.51%
48.00%
49.28%
51.40%
53.52%
53.46%
54.51%
55.77%
54.05%
60.49%
60.98%
68.53%
67.98%
72.05%
75.04%
79.63%