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Designer Brands Inc. DBI

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Market datapartial · fetched 2026-10-22T18:27:32.835Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T18:27:31.259984787Z

FundamentalsAlpha Vantage · unavailable

Share price$6.30
1D+4.0%
$6.03$6.12$6.21$6.30$6.385:30 AM6:30 AM9:00 AM1:00 PMDBI
Sold putSold call

Designer Brands Inc. options

Live interpolated DBI call and put midpoint premiums by absolute delta.Designer Brands Inc.$0.17$0.58$0.99$1.40$1.81$3.46$4.84$6.23$7.62$9.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DBI spot · $6.30DBI PRICE$0.21$0.27$0.33$0.40$0.53$0.67$0.80$0.94$1.07$1.21$1.35$1.48$1.62$0.30$0.48$0.65$0.82$1.00$1.17$1.34$1.52$1.69
PutsExpensive1.23×
CallsFair0.97×
SkewBearish+8.34 pp
Implied moveBearish±$2.15
TiltBullish9.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.2285.8%49.6%5.0090.3%25.4%
25Δ8.6583.7%41.7%5.3190.9%23.2%
30Δ8.0981.7%33.7%5.6291.5%21.0%
35Δ7.5379.6%25.8%5.9392.0%18.9%
40Δ7.2480.5%23.3%6.2492.6%16.7%
45Δ6.9681.6%21.0%6.5593.2%14.6%
50Δ6.6882.8%18.8%6.8693.8%12.4%
55Δ6.4083.9%16.5%7.1794.4%10.2%
60Δ6.1285.0%14.2%7.4894.9%8.1%
65Δ5.8486.1%12.0%
70Δ5.5787.2%9.7%
75Δ5.2988.3%7.5%
80Δ5.0189.4%5.2%

20Δ

Calls
Pseudo strike
9.22
IV
85.8%
B/E move
49.6%
Puts
Pseudo strike
5.00
IV
90.3%
B/E move
25.4%

25Δ

Calls
Pseudo strike
8.65
IV
83.7%
B/E move
41.7%
Puts
Pseudo strike
5.31
IV
90.9%
B/E move
23.2%

30Δ

Calls
Pseudo strike
8.09
IV
81.7%
B/E move
33.7%
Puts
Pseudo strike
5.62
IV
91.5%
B/E move
21.0%

35Δ

Calls
Pseudo strike
7.53
IV
79.6%
B/E move
25.8%
Puts
Pseudo strike
5.93
IV
92.0%
B/E move
18.9%

40Δ

Calls
Pseudo strike
7.24
IV
80.5%
B/E move
23.3%
Puts
Pseudo strike
6.24
IV
92.6%
B/E move
16.7%

45Δ

Calls
Pseudo strike
6.96
IV
81.6%
B/E move
21.0%
Puts
Pseudo strike
6.55
IV
93.2%
B/E move
14.6%

50Δ

Calls
Pseudo strike
6.68
IV
82.8%
B/E move
18.8%
Puts
Pseudo strike
6.86
IV
93.8%
B/E move
12.4%

55Δ

Calls
Pseudo strike
6.40
IV
83.9%
B/E move
16.5%
Puts
Pseudo strike
7.17
IV
94.4%
B/E move
10.2%

60Δ

Calls
Pseudo strike
6.12
IV
85.0%
B/E move
14.2%
Puts
Pseudo strike
7.48
IV
94.9%
B/E move
8.1%

65Δ

Calls
Pseudo strike
5.84
IV
86.1%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
5.57
IV
87.2%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.29
IV
88.3%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.01
IV
89.4%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations