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Toyota Motor Corporation ADRhedged TMH

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Market dataready · fetched 2026-11-04T04:12:26.494Z

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: 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 · 2026-11-04T01:00:00.18367455Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:12:26.184821+00:00

Share price$51.16
1D+0.0%
AH$51.60$51.62$51.63$51.64$51.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTMH
Sold putSold callAH

Toyota Motor Corporation ADRhedged options

Live interpolated TMH call and put midpoint premiums by absolute delta.Toyota Motor Corporation ADRhedged$0.63$1.55$2.47$3.40$4.32$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICETMH PRICE$0.73$0.79$0.87$0.96$1.08$1.22$1.42$1.64$2.00$2.36$2.74$3.26$4.05$1.62$1.88$2.13$2.45$2.81
Puts——
CallsExpensive2.71×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.9763.3%14.7%
25Δ55.5351.0%10.1%
30Δ54.0943.8%7.4%
35Δ53.1439.1%5.8%
40Δ52.4736.3%4.7%
45Δ51.8834.3%3.8%
50Δ51.4033.5%3.2%
55Δ50.9133.2%2.7%
60Δ50.4034.9%2.4%52.0726.2%1.4%
65Δ49.8736.2%2.1%52.4625.9%1.1%
70Δ49.3136.5%1.7%52.8525.7%0.8%
75Δ48.6338.0%1.4%53.2925.4%0.6%
80Δ47.7241.2%1.2%53.7625.2%0.4%

20Δ

Calls
Pseudo strike
57.97
IV
63.3%
B/E move
14.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
55.53
IV
51.0%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
54.09
IV
43.8%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
53.14
IV
39.1%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
52.47
IV
36.3%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
51.88
IV
34.3%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
51.40
IV
33.5%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
50.91
IV
33.2%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
50.40
IV
34.9%
B/E move
2.4%
Puts
Pseudo strike
52.07
IV
26.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
49.87
IV
36.2%
B/E move
2.1%
Puts
Pseudo strike
52.46
IV
25.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
49.31
IV
36.5%
B/E move
1.7%
Puts
Pseudo strike
52.85
IV
25.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
48.63
IV
38.0%
B/E move
1.4%
Puts
Pseudo strike
53.29
IV
25.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
47.72
IV
41.2%
B/E move
1.2%
Puts
Pseudo strike
53.76
IV
25.2%
B/E move
0.4%

Options history

IV · four-Friday blend26.39%
Daily EOD
TMH24.3%25.4%26.5%2026-10-19: 25.97%2026-10-20: 24.86%2026-10-21: 24.47%2026-10-22: 26.07%2026-10-23: 26.03%2026-10-26: 25.95%2026-10-27: 25.39%2026-10-28: 25.74%2026-10-29: 24.60%2026-10-30: 26.39%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.97%
24.86%
24.47%
26.07%
26.03%
25.95%
25.39%
25.74%
24.60%
26.39%