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Ducommun Incorporated DCO

i

Market datapartial · fetched 2026-11-07T06:12:29.193Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-07T00:00:00.002870661Z

FundamentalsAlpha Vantage · unavailable

Share price$135.25
1D+0.3%
AH$133$135$136$138$1405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDCO
Sold putSold callAH

Ducommun Incorporated options

Live interpolated DCO call and put midpoint premiums by absolute delta.Ducommun Incorporated$0.00$0.27$0.54$0.81$1.08$-0.14$0.18$0.50$0.82$1.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEDCO PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend53.53%
Daily close
DCO48.6%56.5%64.5%2026-08-10: 55.83%2026-08-11: 54.51%2026-08-12: 53.62%2026-08-13: 52.41%2026-08-14: 52.81%2026-08-17: 55.55%2026-08-18: 53.22%2026-08-20: 59.52%2026-08-21: 52.98%2026-08-24: 54.52%2026-08-25: 55.04%2026-08-26: 54.60%2026-08-27: 53.29%2026-08-28: 54.20%2026-08-31: 55.64%2026-09-01: 55.53%2026-09-02: 54.65%2026-09-03: 53.50%2026-09-04: 52.45%2026-09-08: 55.04%2026-09-09: 53.68%2026-09-10: 54.09%2026-09-11: 53.33%2026-09-14: 58.47%2026-09-15: 57.98%2026-09-16: 61.11%2026-09-17: 63.40%2026-09-18: 52.83%2026-09-21: 53.45%2026-09-22: 53.41%2026-09-23: 51.87%2026-09-24: 53.10%2026-09-25: 53.32%2026-09-28: 52.26%2026-09-29: 53.25%2026-09-30: 52.12%2026-10-01: 52.25%2026-10-02: 51.47%2026-10-05: 51.14%2026-10-06: 51.41%2026-10-07: 49.67%2026-10-08: 51.10%2026-10-09: 50.89%2026-10-12: 53.47%2026-10-13: 52.28%2026-10-14: 56.74%2026-10-15: 54.62%2026-10-16: 52.02%2026-10-19: 52.41%2026-10-20: 52.95%2026-10-21: 52.77%2026-10-22: 54.64%2026-10-23: 54.24%2026-10-26: 55.20%2026-10-27: 55.23%2026-10-28: 52.98%2026-10-29: 55.61%2026-10-30: 53.53%Aug 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
55.83%
54.51%
53.62%
52.41%
52.81%
55.55%
53.22%
59.52%
52.98%
54.52%
55.04%
54.60%
53.29%
54.20%
55.64%
55.53%
54.65%
53.50%
52.45%
55.04%
53.68%
54.09%
53.33%
58.47%
57.98%
61.11%
63.40%
52.83%
53.45%
53.41%
51.87%
53.10%
53.32%
52.26%
53.25%
52.12%
52.25%
51.47%
51.14%
51.41%
49.67%
51.10%
50.89%
53.47%
52.28%
56.74%
54.62%
52.02%
52.41%
52.95%
52.77%
54.64%
54.24%
55.20%
55.23%
52.98%
55.61%
53.53%