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Dauch Corporation DCH

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-11-11T15:55:15.287Z

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 · 2026-11-11T15:55:03.490594485Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:55:14.147292+00:00

Share price$4.61
1D+2.0%
$4.46$4.50$4.54$4.57$4.615:30 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$0.08$0.68$1.29$1.90$2.51$2.85$3.71$4.58$5.44$6.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DCH spot · $4.61DCH PRICE$0.14$0.16$0.19$0.21$0.24$0.31$0.38$0.45$0.53$0.60$0.67$0.74$0.16$0.20$0.26$0.33$0.40$0.47$0.53$0.60$0.76$1.15$1.54$1.94$2.33
PutsCheap0.86×
Calls——
Skew——
Implied moveBearish±$0.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.34128.4%84.1%3.7488.5%22.2%
25Δ7.45110.9%65.2%4.0476.2%16.5%
30Δ6.5693.4%46.3%4.1875.7%14.9%
35Δ5.6775.9%27.5%4.3375.1%13.3%
40Δ4.9763.1%13.0%4.4774.6%11.7%
45Δ4.8464.1%11.8%4.6174.0%10.1%
50Δ4.7165.1%10.5%4.7573.5%8.4%
55Δ4.5866.0%9.3%4.9072.9%6.8%
60Δ4.4567.0%8.0%5.1175.0%5.5%
65Δ4.3368.0%6.8%5.5484.5%4.8%
70Δ4.2069.0%5.5%5.9794.0%4.1%
75Δ4.0770.0%4.3%6.39103.5%3.4%
80Δ6.82113.0%2.7%

20Δ

Calls
Pseudo strike
8.34
IV
128.4%
B/E move
84.1%
Puts
Pseudo strike
3.74
IV
88.5%
B/E move
22.2%

25Δ

Calls
Pseudo strike
7.45
IV
110.9%
B/E move
65.2%
Puts
Pseudo strike
4.04
IV
76.2%
B/E move
16.5%

30Δ

Calls
Pseudo strike
6.56
IV
93.4%
B/E move
46.3%
Puts
Pseudo strike
4.18
IV
75.7%
B/E move
14.9%

35Δ

Calls
Pseudo strike
5.67
IV
75.9%
B/E move
27.5%
Puts
Pseudo strike
4.33
IV
75.1%
B/E move
13.3%

40Δ

Calls
Pseudo strike
4.97
IV
63.1%
B/E move
13.0%
Puts
Pseudo strike
4.47
IV
74.6%
B/E move
11.7%

45Δ

Calls
Pseudo strike
4.84
IV
64.1%
B/E move
11.8%
Puts
Pseudo strike
4.61
IV
74.0%
B/E move
10.1%

50Δ

Calls
Pseudo strike
4.71
IV
65.1%
B/E move
10.5%
Puts
Pseudo strike
4.75
IV
73.5%
B/E move
8.4%

55Δ

Calls
Pseudo strike
4.58
IV
66.0%
B/E move
9.3%
Puts
Pseudo strike
4.90
IV
72.9%
B/E move
6.8%

60Δ

Calls
Pseudo strike
4.45
IV
67.0%
B/E move
8.0%
Puts
Pseudo strike
5.11
IV
75.0%
B/E move
5.5%

65Δ

Calls
Pseudo strike
4.33
IV
68.0%
B/E move
6.8%
Puts
Pseudo strike
5.54
IV
84.5%
B/E move
4.8%

70Δ

Calls
Pseudo strike
4.20
IV
69.0%
B/E move
5.5%
Puts
Pseudo strike
5.97
IV
94.0%
B/E move
4.1%

75Δ

Calls
Pseudo strike
4.07
IV
70.0%
B/E move
4.3%
Puts
Pseudo strike
6.39
IV
103.5%
B/E move
3.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.82
IV
113.0%
B/E move
2.7%

Options history

IV · four-Friday blend73.70%
Daily EOD
DCH68.8%71.4%74.1%2026-10-21: 69.15%2026-10-28: 71.76%2026-10-29: 73.70%Oct 21Oct 28Oct 29
3 observations2026-10-21 — 2026-10-29
Table
DateIV (%)
69.15%
71.76%
73.70%