Toro Co TTC
INDUSTRIALS · TOOLS & ACCESSORIESi
Market dataready · fetched 2026-10-24T04:22:29.188Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T23:00:00.000851223Z
FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-24T04:22:29.462564+00:00
Share price$105.29
1D+0.2%
Sold putSold callAH
Toro Co options
PutsExpensive1.25×
CallsFair1.03×
SkewBearish+1.78 pp
Implied moveBearish±$6.27
TiltBearish9.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 113.11 | 27.5% | 8.2% | 99.18 | 27.9% | 6.7% |
| 25Δ | 111.45 | 26.7% | 6.9% | 100.68 | 26.9% | 5.6% |
| 30Δ | 109.87 | 26.0% | 5.7% | 101.73 | 26.7% | 4.9% |
| 35Δ | 108.88 | 25.9% | 5.1% | 102.79 | 26.6% | 4.2% |
| 40Δ | 107.89 | 25.9% | 4.5% | 103.85 | 26.4% | 3.6% |
| 45Δ | 106.90 | 25.9% | 3.9% | 104.91 | 26.2% | 2.9% |
| 50Δ | 105.91 | 25.9% | 3.3% | 106.01 | 26.8% | 2.5% |
| 55Δ | 104.92 | 25.8% | 2.8% | 107.10 | 27.5% | 2.2% |
| 60Δ | 103.89 | 25.9% | 2.4% | 108.20 | 28.2% | 1.8% |
| 65Δ | 102.87 | 25.9% | 2.1% | 109.30 | 28.9% | 1.5% |
| 70Δ | 101.84 | 26.0% | 1.8% | 110.60 | 29.5% | 1.2% |
| 75Δ | 100.81 | 26.0% | 1.4% | 112.27 | 30.2% | 0.9% |
| 80Δ | 99.42 | 26.3% | 1.1% | 113.94 | 30.9% | 0.6% |
20Δ
- Pseudo strike
- 113.11
- IV
- 27.5%
- B/E move
- 8.2%
- Pseudo strike
- 99.18
- IV
- 27.9%
- B/E move
- 6.7%
25Δ
- Pseudo strike
- 111.45
- IV
- 26.7%
- B/E move
- 6.9%
- Pseudo strike
- 100.68
- IV
- 26.9%
- B/E move
- 5.6%
30Δ
- Pseudo strike
- 109.87
- IV
- 26.0%
- B/E move
- 5.7%
- Pseudo strike
- 101.73
- IV
- 26.7%
- B/E move
- 4.9%
35Δ
- Pseudo strike
- 108.88
- IV
- 25.9%
- B/E move
- 5.1%
- Pseudo strike
- 102.79
- IV
- 26.6%
- B/E move
- 4.2%
40Δ
- Pseudo strike
- 107.89
- IV
- 25.9%
- B/E move
- 4.5%
- Pseudo strike
- 103.85
- IV
- 26.4%
- B/E move
- 3.6%
45Δ
- Pseudo strike
- 106.90
- IV
- 25.9%
- B/E move
- 3.9%
- Pseudo strike
- 104.91
- IV
- 26.2%
- B/E move
- 2.9%
50Δ
- Pseudo strike
- 105.91
- IV
- 25.9%
- B/E move
- 3.3%
- Pseudo strike
- 106.01
- IV
- 26.8%
- B/E move
- 2.5%
55Δ
- Pseudo strike
- 104.92
- IV
- 25.8%
- B/E move
- 2.8%
- Pseudo strike
- 107.10
- IV
- 27.5%
- B/E move
- 2.2%
60Δ
- Pseudo strike
- 103.89
- IV
- 25.9%
- B/E move
- 2.4%
- Pseudo strike
- 108.20
- IV
- 28.2%
- B/E move
- 1.8%
65Δ
- Pseudo strike
- 102.87
- IV
- 25.9%
- B/E move
- 2.1%
- Pseudo strike
- 109.30
- IV
- 28.9%
- B/E move
- 1.5%
70Δ
- Pseudo strike
- 101.84
- IV
- 26.0%
- B/E move
- 1.8%
- Pseudo strike
- 110.60
- IV
- 29.5%
- B/E move
- 1.2%
75Δ
- Pseudo strike
- 100.81
- IV
- 26.0%
- B/E move
- 1.4%
- Pseudo strike
- 112.27
- IV
- 30.2%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- 99.42
- IV
- 26.3%
- B/E move
- 1.1%
- Pseudo strike
- 113.94
- IV
- 30.9%
- B/E move
- 0.6%
Options history
No recorded observations