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Ducommun Incorporated DCO

INDUSTRIALS · AEROSPACE & DEFENSE
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Market dataready · fetched 2026-10-15T21:17:48.699Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.003733315Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:17:48.282373+00:00

Share price$170.59
1D+1.8%
AH$162$164$167$169$1725:30 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$0.51$2.19$3.87$5.56$7.24$160.67$165.71$170.76$175.81$180.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $170.59OPTION PRICELive DCO spot · $170.59DCO PRICE$1.10$1.12$1.28$1.54$1.81$2.07$2.34$2.62$3.40$4.19$4.97$5.76$6.75$0.69$0.84$0.99$1.14$1.29$1.51$1.99$2.46$2.93$3.40$3.87$4.35$4.82
PutsCheap0.85×
CallsCheap0.81×
SkewBullish-22.38 pp
Implied moveBullish±$4.33
TiltBullish12.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ179.79117.5%6.0%165.4070.9%3.4%
25Δ176.4490.9%4.1%166.3765.9%3.0%
30Δ174.4977.9%3.0%167.3461.0%2.5%
35Δ173.5975.1%2.7%168.3056.1%2.0%
40Δ172.6972.4%2.3%169.2751.2%1.5%
45Δ171.7869.6%1.9%170.1647.7%1.1%
50Δ170.8866.9%1.5%170.8448.7%1.0%
55Δ169.9864.3%1.2%171.5149.6%0.9%
60Δ168.9667.5%1.0%172.1950.6%0.8%
65Δ167.9470.6%0.9%172.8651.6%0.7%
70Δ166.9273.8%0.8%173.5352.6%0.5%
75Δ165.9077.0%0.6%174.2153.6%0.4%
80Δ164.6881.4%0.5%174.8854.6%0.3%

20Δ

Calls
Pseudo strike
179.79
IV
117.5%
B/E move
6.0%
Puts
Pseudo strike
165.40
IV
70.9%
B/E move
3.4%

25Δ

Calls
Pseudo strike
176.44
IV
90.9%
B/E move
4.1%
Puts
Pseudo strike
166.37
IV
65.9%
B/E move
3.0%

30Δ

Calls
Pseudo strike
174.49
IV
77.9%
B/E move
3.0%
Puts
Pseudo strike
167.34
IV
61.0%
B/E move
2.5%

35Δ

Calls
Pseudo strike
173.59
IV
75.1%
B/E move
2.7%
Puts
Pseudo strike
168.30
IV
56.1%
B/E move
2.0%

40Δ

Calls
Pseudo strike
172.69
IV
72.4%
B/E move
2.3%
Puts
Pseudo strike
169.27
IV
51.2%
B/E move
1.5%

45Δ

Calls
Pseudo strike
171.78
IV
69.6%
B/E move
1.9%
Puts
Pseudo strike
170.16
IV
47.7%
B/E move
1.1%

50Δ

Calls
Pseudo strike
170.88
IV
66.9%
B/E move
1.5%
Puts
Pseudo strike
170.84
IV
48.7%
B/E move
1.0%

55Δ

Calls
Pseudo strike
169.98
IV
64.3%
B/E move
1.2%
Puts
Pseudo strike
171.51
IV
49.6%
B/E move
0.9%

60Δ

Calls
Pseudo strike
168.96
IV
67.5%
B/E move
1.0%
Puts
Pseudo strike
172.19
IV
50.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
167.94
IV
70.6%
B/E move
0.9%
Puts
Pseudo strike
172.86
IV
51.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
166.92
IV
73.8%
B/E move
0.8%
Puts
Pseudo strike
173.53
IV
52.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
165.90
IV
77.0%
B/E move
0.6%
Puts
Pseudo strike
174.21
IV
53.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
164.68
IV
81.4%
B/E move
0.5%
Puts
Pseudo strike
174.88
IV
54.6%
B/E move
0.3%