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Toast Inc TOST

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-21T17:48:47.160Z

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

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 · 2026-10-21T17:48:32.273392469Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:46.569545+00:00

Share price$32.86
1D+0.6%
$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$1.83$3.66$5.49$7.33$30.35$31.59$32.84$34.09$35.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TOST spot · $32.86TOST PRICE$0.71$0.53$0.29$0.29$0.34$0.40$0.48$0.56$0.64$0.75$0.89$1.03$1.26$0.27$0.20$0.25$0.30$0.37$0.44$0.51$0.59$0.69$0.79$1.47$4.17$6.80
PutsExpensive2.74×
CallsExpensive1.60×
SkewBearish+1.78 pp
Implied moveBearish±$0.99
TiltBearish34.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.29280.6%24.7%30.60108.4%7.7%
25Δ36.94177.6%14.0%32.0353.3%3.1%
30Δ34.1373.7%4.8%32.2252.4%2.7%
35Δ33.3750.1%2.4%32.4051.5%2.3%
40Δ33.2149.9%2.1%32.5851.0%2.0%
45Δ33.0549.7%1.8%32.7350.9%1.7%
50Δ32.8949.6%1.5%32.8950.7%1.5%
55Δ32.7449.6%1.3%33.0550.6%1.2%
60Δ32.5949.5%1.1%33.2150.4%1.0%
65Δ32.4250.1%0.9%33.3750.3%0.9%
70Δ32.2351.3%0.8%34.0473.3%0.9%
75Δ32.0452.6%0.6%36.46176.2%1.8%
80Δ31.7655.2%0.5%39.05243.6%1.9%

20Δ

Calls
Pseudo strike
40.29
IV
280.6%
B/E move
24.7%
Puts
Pseudo strike
30.60
IV
108.4%
B/E move
7.7%

25Δ

Calls
Pseudo strike
36.94
IV
177.6%
B/E move
14.0%
Puts
Pseudo strike
32.03
IV
53.3%
B/E move
3.1%

30Δ

Calls
Pseudo strike
34.13
IV
73.7%
B/E move
4.8%
Puts
Pseudo strike
32.22
IV
52.4%
B/E move
2.7%

35Δ

Calls
Pseudo strike
33.37
IV
50.1%
B/E move
2.4%
Puts
Pseudo strike
32.40
IV
51.5%
B/E move
2.3%

40Δ

Calls
Pseudo strike
33.21
IV
49.9%
B/E move
2.1%
Puts
Pseudo strike
32.58
IV
51.0%
B/E move
2.0%

45Δ

Calls
Pseudo strike
33.05
IV
49.7%
B/E move
1.8%
Puts
Pseudo strike
32.73
IV
50.9%
B/E move
1.7%

50Δ

Calls
Pseudo strike
32.89
IV
49.6%
B/E move
1.5%
Puts
Pseudo strike
32.89
IV
50.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
32.74
IV
49.6%
B/E move
1.3%
Puts
Pseudo strike
33.05
IV
50.6%
B/E move
1.2%

60Δ

Calls
Pseudo strike
32.59
IV
49.5%
B/E move
1.1%
Puts
Pseudo strike
33.21
IV
50.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
32.42
IV
50.1%
B/E move
0.9%
Puts
Pseudo strike
33.37
IV
50.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
32.23
IV
51.3%
B/E move
0.8%
Puts
Pseudo strike
34.04
IV
73.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
32.04
IV
52.6%
B/E move
0.6%
Puts
Pseudo strike
36.46
IV
176.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
31.76
IV
55.2%
B/E move
0.5%
Puts
Pseudo strike
39.05
IV
243.6%
B/E move
1.9%

Options history

TOST54.7455.2755.802026-10-19: 54.82%2026-10-20: 55.73%Oct 19Oct 20
Table
DateIV
54.82%
55.73%