IntraAlpha
Create free account Start free

Designer Brands Inc DBI

CONSUMER CYCLICAL · FOOTWEAR & ACCESSORIES
i

Market dataready · fetched 2026-10-23T00:20:52.396Z

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 · 2026-10-22T23:00:00.003214995Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-23T00:20:49.516392+00:00

Share price$6.55
1D+6.2%
AH$6.02$6.16$6.30$6.45$6.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDBI
Sold putSold callAH

Designer Brands Inc options

Live interpolated DBI call and put midpoint premiums by absolute delta.Designer Brands Inc$0.03$1.14$2.25$3.37$4.48$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEDBI PRICE$0.15$0.29$0.41$0.52$0.64$0.75$0.87$0.98$1.09$1.21$1.54$2.76$4.16
PutsExpensive1.62×
CallsExpensive1.46×
SkewBearish+7.90 pp
Implied move——
TiltBearish98.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.3398.2%44.7%5.3696.0%22.6%
25Δ5.6095.9%20.7%
30Δ5.8595.8%18.7%
35Δ6.0995.7%16.8%
40Δ6.3395.6%14.8%
45Δ6.5895.5%12.8%
50Δ6.8295.4%10.9%
55Δ7.0695.3%8.9%
60Δ7.3095.2%6.9%
65Δ7.74102.1%5.3%
70Δ8.96137.7%5.3%
75Δ10.36173.6%5.2%
80Δ

20Δ

Calls
Pseudo strike
9.33
IV
98.2%
B/E move
44.7%
Puts
Pseudo strike
5.36
IV
96.0%
B/E move
22.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.60
IV
95.9%
B/E move
20.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.85
IV
95.8%
B/E move
18.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.09
IV
95.7%
B/E move
16.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.33
IV
95.6%
B/E move
14.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.58
IV
95.5%
B/E move
12.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.82
IV
95.4%
B/E move
10.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.06
IV
95.3%
B/E move
8.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.30
IV
95.2%
B/E move
6.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.74
IV
102.1%
B/E move
5.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.96
IV
137.7%
B/E move
5.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.36
IV
173.6%
B/E move
5.2%

80Δ

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

Options history

No recorded observations