TOYO (TOYO) Options Chain
NASDAQ: TOYOConsumer DiscretionaryMiscellaneous manufacturing industriesUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Pre-market: 4.52 +3.40%
Expiration date
- Expiration
- Jan 15, 2027
- Days to expiration
- 95
- Share price
- $4.37
- Put/call ratio (volume)
- 0.61
- Expected move
- ±$0.1393
- Open interest (C / P)
- 0 / 0
TOYO options summary
The TOYO options chain for the January 15, 2027 expiration lists 6 call and 3 put contracts, with 95 days until expiration. At-the-money implied volatility near the $5.00 strike is 6.3%, which implies the market expects a move of about ±$0.1393 (3.2%) in TOYO stock by expiration. The most open interest sits at the $2.50 call (0 contracts) and the $2.50 put (0 contracts).
Summary generated from market data by MetaCap's automated system. Methodology
TOYO options chain · January 15, 2027
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| 2.05 | 0.00 | 0.00 | 2.50 | 0.00 | 0.00 | 0.35 | |||||
| 0.60 | 0.00 | 0.00 | 5.00 | 0.00 | 0.00 | 1.60 | |||||
| 0.25 | 0.00 | 0.00 | 7.50 | 0.00 | 0.00 | 3.36 | |||||
| 0.06 | 0.00 | 0.00 | 10.00 | — | — | — | |||||
| 0.10 | 0.00 | 0.00 | 12.50 | — | — | — | |||||
| 0.05 | 0.00 | 0.00 | 15.00 | — | — | — | |||||
In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.
Frequently asked questions
What is TOYO's implied volatility?
At-the-money implied volatility for TOYO options expiring January 15, 2027 is about 6.3%, an annualized estimate of how much the market expects TOYO stock to move.
How many TOYO option expiration dates are there?
TOYO has 6 listed expiration dates, from Oct 16, 2026 to Apr 16, 2027.
What does "in the money" mean?
A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.