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Dauch Corporation DCH

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-24T04:28:54.366Z

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 · 2026-10-23T23:40:08.937075895Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:28:54.131872+00:00

Share price$4.88
1D+3.3%
AH$4.42$4.48$4.54$4.59$4.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDCH
Sold putSold callAH

Dauch Corporation options

Live interpolated DCH call and put midpoint premiums by absolute delta.Dauch Corporation$0.00$2.01$4.02$6.02$8.03$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEDCH PRICE$0.31$0.36$0.32$0.28$0.24$0.21$0.28$0.36$0.43$0.50$0.58$0.65$1.06$1.60$2.14$2.67$3.86$5.98$7.45
PutsExpensive1.66×
CallsExpensive2.16×
SkewBullish-16.42 pp
Implied move——
TiltBearish88.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.98269.0%151.9%3.48133.1%34.4%
25Δ11.83274.0%149.7%3.77129.9%30.0%
30Δ10.19219.4%115.3%4.06126.8%25.7%
35Δ8.54164.7%80.9%4.35123.6%21.3%
40Δ6.90110.0%46.5%4.63120.5%16.9%
45Δ5.2655.3%12.1%4.92117.3%12.6%
50Δ5.41131.0%10.9%
55Δ5.98151.1%10.2%
60Δ6.55171.3%9.5%
65Δ7.13191.4%8.8%
70Δ8.34224.2%8.1%
75Δ10.51264.4%7.2%
80Δ12.08268.7%5.2%

20Δ

Calls
Pseudo strike
11.98
IV
269.0%
B/E move
151.9%
Puts
Pseudo strike
3.48
IV
133.1%
B/E move
34.4%

25Δ

Calls
Pseudo strike
11.83
IV
274.0%
B/E move
149.7%
Puts
Pseudo strike
3.77
IV
129.9%
B/E move
30.0%

30Δ

Calls
Pseudo strike
10.19
IV
219.4%
B/E move
115.3%
Puts
Pseudo strike
4.06
IV
126.8%
B/E move
25.7%

35Δ

Calls
Pseudo strike
8.54
IV
164.7%
B/E move
80.9%
Puts
Pseudo strike
4.35
IV
123.6%
B/E move
21.3%

40Δ

Calls
Pseudo strike
6.90
IV
110.0%
B/E move
46.5%
Puts
Pseudo strike
4.63
IV
120.5%
B/E move
16.9%

45Δ

Calls
Pseudo strike
5.26
IV
55.3%
B/E move
12.1%
Puts
Pseudo strike
4.92
IV
117.3%
B/E move
12.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.41
IV
131.0%
B/E move
10.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.98
IV
151.1%
B/E move
10.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.55
IV
171.3%
B/E move
9.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.13
IV
191.4%
B/E move
8.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.34
IV
224.2%
B/E move
8.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.51
IV
264.4%
B/E move
7.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.08
IV
268.7%
B/E move
5.2%

Options history

DCH69.0869.1569.222026-10-21: 69.15%Oct 21Oct 21
Table
DateIV
69.15%