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Donaldson Company, Inc. DCI

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-12T02:46:02.092Z

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: 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 · 2026-11-12T00:00:00.001548084Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-12T02:46:01.708992+00:00

Share price$87.85
1D+0.4%
AH$86.78$87.12$87.46$87.81$88.155:30 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.$0.39$1.93$3.46$4.99$6.52$82.04$84.87$87.71$90.54$93.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DCI spot · $87.85DCI PRICE$0.56$0.61$0.70$1.06$1.41$1.77$2.12$2.48$2.83$3.19$3.54$1.07$1.40$1.72$2.05$2.38$2.71$3.03$3.46$4.34$5.21$6.08
Puts——
Calls——
Skew——
Implied moveBearish±$4.50
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.1846.7%9.0%
25Δ92.3935.6%5.9%
30Δ89.9226.3%3.2%85.4037.2%4.0%
35Δ89.3527.5%2.9%86.0737.3%3.6%
40Δ88.7828.6%2.7%86.7537.4%3.2%
45Δ88.2129.8%2.4%87.4237.5%2.8%
50Δ87.6531.0%2.2%88.1037.6%2.4%
55Δ87.0832.2%1.9%88.7837.7%2.0%
60Δ86.5133.3%1.7%89.4537.8%1.6%
65Δ85.9434.5%1.5%90.2038.1%1.3%
70Δ85.3735.7%1.2%91.2638.8%1.1%
75Δ92.3339.6%0.8%
80Δ93.3940.3%0.6%

20Δ

Calls
Pseudo strike
95.18
IV
46.7%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
92.39
IV
35.6%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
89.92
IV
26.3%
B/E move
3.2%
Puts
Pseudo strike
85.40
IV
37.2%
B/E move
4.0%

35Δ

Calls
Pseudo strike
89.35
IV
27.5%
B/E move
2.9%
Puts
Pseudo strike
86.07
IV
37.3%
B/E move
3.6%

40Δ

Calls
Pseudo strike
88.78
IV
28.6%
B/E move
2.7%
Puts
Pseudo strike
86.75
IV
37.4%
B/E move
3.2%

45Δ

Calls
Pseudo strike
88.21
IV
29.8%
B/E move
2.4%
Puts
Pseudo strike
87.42
IV
37.5%
B/E move
2.8%

50Δ

Calls
Pseudo strike
87.65
IV
31.0%
B/E move
2.2%
Puts
Pseudo strike
88.10
IV
37.6%
B/E move
2.4%

55Δ

Calls
Pseudo strike
87.08
IV
32.2%
B/E move
1.9%
Puts
Pseudo strike
88.78
IV
37.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
86.51
IV
33.3%
B/E move
1.7%
Puts
Pseudo strike
89.45
IV
37.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
85.94
IV
34.5%
B/E move
1.5%
Puts
Pseudo strike
90.20
IV
38.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
85.37
IV
35.7%
B/E move
1.2%
Puts
Pseudo strike
91.26
IV
38.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.33
IV
39.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.39
IV
40.3%
B/E move
0.6%

Options history

IV · four-Friday blend30.24%
Daily EOD
DCI28.1%29.3%30.4%2026-10-19: 28.36%2026-10-20: 28.30%2026-10-21: 29.38%2026-10-22: 29.01%2026-10-23: 29.32%2026-10-26: 28.61%2026-10-27: 29.45%2026-10-28: 29.27%2026-10-29: 29.79%2026-10-30: 30.24%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.36%
28.30%
29.38%
29.01%
29.32%
28.61%
29.45%
29.27%
29.79%
30.24%