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Dauch Corporation DCH

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Market datapartial · fetched 2026-10-22T14:52:34.685Z

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 · 2026-10-22T14:52:33.444563715Z

FundamentalsAlpha Vantage · unavailable

Share price$4.63
1D-3.3%
$4.60$4.66$4.72$4.78$4.845:30 AM6:30 AM9:00 AM1:00 PMDCH
Sold putSold call

Dauch Corporation options

Live interpolated DCH call and put midpoint premiums by absolute delta.Dauch Corporation$0.10$1.94$3.78$5.61$7.45$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEDCH PRICE$0.31$0.42$0.43$0.36$0.29$0.41$0.60$0.79$0.97$1.16$1.35$1.54$1.73$1.87$3.55$5.24$6.92
PutsExpensive1.65×
CallsExpensive1.89×
SkewBearish+6.42 pp
Implied move——
TiltBearish25.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.29260.3%150.3%
25Δ12.14306.7%171.4%
30Δ10.98276.2%146.6%
35Δ8.36190.1%88.5%
40Δ5.74104.0%30.4%
45Δ4.8386.3%13.1%
50Δ4.5995.7%12.0%
55Δ4.34105.1%10.8%
60Δ4.10114.4%9.7%
65Δ3.86123.8%8.5%6.30102.1%4.3%
70Δ3.62133.2%7.4%7.99145.5%4.2%
75Δ3.38142.6%6.2%9.68188.9%4.1%
80Δ3.14151.9%5.1%11.37232.3%4.0%

20Δ

Calls
Pseudo strike
11.29
IV
260.3%
B/E move
150.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
12.14
IV
306.7%
B/E move
171.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
10.98
IV
276.2%
B/E move
146.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
8.36
IV
190.1%
B/E move
88.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
5.74
IV
104.0%
B/E move
30.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.83
IV
86.3%
B/E move
13.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.59
IV
95.7%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.34
IV
105.1%
B/E move
10.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.10
IV
114.4%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.86
IV
123.8%
B/E move
8.5%
Puts
Pseudo strike
6.30
IV
102.1%
B/E move
4.3%

70Δ

Calls
Pseudo strike
3.62
IV
133.2%
B/E move
7.4%
Puts
Pseudo strike
7.99
IV
145.5%
B/E move
4.2%

75Δ

Calls
Pseudo strike
3.38
IV
142.6%
B/E move
6.2%
Puts
Pseudo strike
9.68
IV
188.9%
B/E move
4.1%

80Δ

Calls
Pseudo strike
3.14
IV
151.9%
B/E move
5.1%
Puts
Pseudo strike
11.37
IV
232.3%
B/E move
4.0%

Options history

No recorded observations