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Designer Brands Inc. DBI

i

Market dataready · fetched 2026-11-12T03:06:56.613Z

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: 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 · 2026-11-12T00:00:00.003373412Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-12T03:06:55.519875+00:00

Share price$6.61
1D-0.5%
AH$6.60$6.63$6.67$6.70$6.745:30 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.$0.13$0.85$1.57$2.29$3.01$4.04$5.29$6.55$7.80$9.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DBI spot · $6.61DBI PRICE$0.21$0.26$0.32$0.37$0.48$0.63$0.78$0.93$1.08$1.23$1.38$1.53$1.68$0.33$0.45$0.58$0.70$0.82$0.94$1.07$1.19$1.31$1.66$2.04$2.42$2.80
PutsExpensive1.50×
CallsExpensive1.25×
SkewBearish+6.08 pp
Implied moveBearish±$1.84
TiltBearish20.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.44101.8%45.9%5.19111.2%26.5%
25Δ8.8896.9%38.3%5.48108.9%24.0%
30Δ8.3392.0%30.8%5.76106.6%21.6%
35Δ7.7787.0%23.2%6.04104.3%19.1%
40Δ7.3785.6%18.6%6.33102.0%16.7%
45Δ7.1087.4%16.9%6.6199.7%14.2%
50Δ6.8489.2%15.2%6.9097.4%11.8%
55Δ6.5891.0%13.5%7.1895.1%9.3%
60Δ6.3192.9%11.8%7.4792.8%6.9%
65Δ6.0594.7%10.1%7.9093.0%5.7%
70Δ5.7996.5%8.4%8.3493.4%4.7%
75Δ5.5298.4%6.7%8.7993.9%3.7%
80Δ5.26100.2%4.9%9.2494.3%2.6%

20Δ

Calls
Pseudo strike
9.44
IV
101.8%
B/E move
45.9%
Puts
Pseudo strike
5.19
IV
111.2%
B/E move
26.5%

25Δ

Calls
Pseudo strike
8.88
IV
96.9%
B/E move
38.3%
Puts
Pseudo strike
5.48
IV
108.9%
B/E move
24.0%

30Δ

Calls
Pseudo strike
8.33
IV
92.0%
B/E move
30.8%
Puts
Pseudo strike
5.76
IV
106.6%
B/E move
21.6%

35Δ

Calls
Pseudo strike
7.77
IV
87.0%
B/E move
23.2%
Puts
Pseudo strike
6.04
IV
104.3%
B/E move
19.1%

40Δ

Calls
Pseudo strike
7.37
IV
85.6%
B/E move
18.6%
Puts
Pseudo strike
6.33
IV
102.0%
B/E move
16.7%

45Δ

Calls
Pseudo strike
7.10
IV
87.4%
B/E move
16.9%
Puts
Pseudo strike
6.61
IV
99.7%
B/E move
14.2%

50Δ

Calls
Pseudo strike
6.84
IV
89.2%
B/E move
15.2%
Puts
Pseudo strike
6.90
IV
97.4%
B/E move
11.8%

55Δ

Calls
Pseudo strike
6.58
IV
91.0%
B/E move
13.5%
Puts
Pseudo strike
7.18
IV
95.1%
B/E move
9.3%

60Δ

Calls
Pseudo strike
6.31
IV
92.9%
B/E move
11.8%
Puts
Pseudo strike
7.47
IV
92.8%
B/E move
6.9%

65Δ

Calls
Pseudo strike
6.05
IV
94.7%
B/E move
10.1%
Puts
Pseudo strike
7.90
IV
93.0%
B/E move
5.7%

70Δ

Calls
Pseudo strike
5.79
IV
96.5%
B/E move
8.4%
Puts
Pseudo strike
8.34
IV
93.4%
B/E move
4.7%

75Δ

Calls
Pseudo strike
5.52
IV
98.4%
B/E move
6.7%
Puts
Pseudo strike
8.79
IV
93.9%
B/E move
3.7%

80Δ

Calls
Pseudo strike
5.26
IV
100.2%
B/E move
4.9%
Puts
Pseudo strike
9.24
IV
94.3%
B/E move
2.6%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations