IntraAlpha
Create free account Start free

TOYO Co., Ltd Ordinary Shares TOYO

i

Market datapartial · fetched 2026-10-22T21:53:00.080Z

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 · 2026-10-22T20:35:48.201123359Z

FundamentalsAlpha Vantage · unavailable

Share price$3.90
1D-1.6%
AH$3.83$3.87$3.90$3.93$3.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTOYO
Sold putSold callAH

TOYO Co., Ltd Ordinary Shares options

Live interpolated TOYO call and put midpoint premiums by absolute delta.TOYO Co., Ltd Ordinary Shares$0.10$0.86$1.63$2.39$3.16$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICETOYO PRICE$0.18$0.23$0.33$0.43$0.52$0.62$0.72$0.81$0.91$1.00$1.10$1.20$1.47$2.21$2.94
PutsExpensive1.44×
CallsExpensive1.06×
SkewBearish+29.27 pp
Implied move——
TiltBullish9.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ5.72139.7%51.5%
30Δ4.88113.3%31.4%
35Δ4.69113.9%29.0%
40Δ4.51114.4%26.6%
45Δ4.32115.0%24.3%
50Δ4.13115.6%21.9%
55Δ3.94116.2%19.5%
60Δ3.75116.7%17.1%
65Δ3.56117.3%14.8%
70Δ3.37117.9%12.4%5.15132.1%5.5%
75Δ3.18118.4%10.0%5.93147.4%4.5%
80Δ3.00119.0%7.7%6.70162.6%3.5%

20Δ

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

25Δ

Calls
Pseudo strike
5.72
IV
139.7%
B/E move
51.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.88
IV
113.3%
B/E move
31.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.69
IV
113.9%
B/E move
29.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.51
IV
114.4%
B/E move
26.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.32
IV
115.0%
B/E move
24.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.13
IV
115.6%
B/E move
21.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.94
IV
116.2%
B/E move
19.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.75
IV
116.7%
B/E move
17.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.56
IV
117.3%
B/E move
14.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.37
IV
117.9%
B/E move
12.4%
Puts
Pseudo strike
5.15
IV
132.1%
B/E move
5.5%

75Δ

Calls
Pseudo strike
3.18
IV
118.4%
B/E move
10.0%
Puts
Pseudo strike
5.93
IV
147.4%
B/E move
4.5%

80Δ

Calls
Pseudo strike
3.00
IV
119.0%
B/E move
7.7%
Puts
Pseudo strike
6.70
IV
162.6%
B/E move
3.5%

Options history

No recorded observations