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Donaldson Company, Inc. DCI

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Market datapartial · fetched 2026-10-22T21:05:21.105Z

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 · 2026-10-22T20:10:00.002641812Z

FundamentalsAlpha Vantage · unavailable

Share price$86.12
1D-0.8%
AH$85.03$85.54$86.05$86.56$87.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDCI
Sold putSold callAH

Donaldson Company, Inc. options

Live interpolated DCI call and put midpoint premiums by absolute delta.Donaldson Company, Inc.$0.94$2.87$4.80$6.73$8.67$76.97$81.65$86.34$91.02$95.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DCI spot · $86.12DCI PRICE$1.15$1.23$1.30$1.62$2.05$2.49$2.92$3.35$3.81$4.43$5.05$5.66$6.28$1.23$1.38$1.57$1.76$1.95$2.43$2.91$3.39$3.88$4.36$4.94$6.52$8.11
PutsExpensive1.08×
CallsExpensive1.44×
SkewBullish-1.78 pp
Implied moveBalanced±$5.83
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.4651.3%18.0%77.7945.5%11.1%
25Δ95.9241.2%12.8%80.7636.9%7.8%
30Δ91.3931.0%7.6%82.1733.6%6.4%
35Δ89.3728.3%5.7%83.5730.3%5.0%
40Δ88.4628.8%5.1%84.9826.9%3.6%
45Δ87.5629.3%4.6%85.8426.8%3.1%
50Δ86.6529.8%4.0%86.6826.8%2.7%
55Δ85.7430.4%3.4%87.5326.7%2.3%
60Δ84.8330.7%2.9%88.3826.6%1.9%
65Δ83.8630.0%2.5%89.2326.5%1.5%
70Δ82.9029.3%2.1%90.1626.7%1.0%
75Δ81.9328.6%1.7%91.9429.0%0.8%
80Δ80.9728.0%1.3%93.7231.3%0.6%

20Δ

Calls
Pseudo strike
100.46
IV
51.3%
B/E move
18.0%
Puts
Pseudo strike
77.79
IV
45.5%
B/E move
11.1%

25Δ

Calls
Pseudo strike
95.92
IV
41.2%
B/E move
12.8%
Puts
Pseudo strike
80.76
IV
36.9%
B/E move
7.8%

30Δ

Calls
Pseudo strike
91.39
IV
31.0%
B/E move
7.6%
Puts
Pseudo strike
82.17
IV
33.6%
B/E move
6.4%

35Δ

Calls
Pseudo strike
89.37
IV
28.3%
B/E move
5.7%
Puts
Pseudo strike
83.57
IV
30.3%
B/E move
5.0%

40Δ

Calls
Pseudo strike
88.46
IV
28.8%
B/E move
5.1%
Puts
Pseudo strike
84.98
IV
26.9%
B/E move
3.6%

45Δ

Calls
Pseudo strike
87.56
IV
29.3%
B/E move
4.6%
Puts
Pseudo strike
85.84
IV
26.8%
B/E move
3.1%

50Δ

Calls
Pseudo strike
86.65
IV
29.8%
B/E move
4.0%
Puts
Pseudo strike
86.68
IV
26.8%
B/E move
2.7%

55Δ

Calls
Pseudo strike
85.74
IV
30.4%
B/E move
3.4%
Puts
Pseudo strike
87.53
IV
26.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
84.83
IV
30.7%
B/E move
2.9%
Puts
Pseudo strike
88.38
IV
26.6%
B/E move
1.9%

65Δ

Calls
Pseudo strike
83.86
IV
30.0%
B/E move
2.5%
Puts
Pseudo strike
89.23
IV
26.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
82.90
IV
29.3%
B/E move
2.1%
Puts
Pseudo strike
90.16
IV
26.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
81.93
IV
28.6%
B/E move
1.7%
Puts
Pseudo strike
91.94
IV
29.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
80.97
IV
28.0%
B/E move
1.3%
Puts
Pseudo strike
93.72
IV
31.3%
B/E move
0.6%

Options history

DCI28.2128.8429.462026-10-20: 28.30%2026-10-21: 29.38%Oct 20Oct 21
Table
DateIV
28.30%
29.38%