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DuPont de Nemours, Inc. Common Stock DD

i

Market datapartial · fetched 2026-11-05T21:46:20.890Z

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 · 2026-11-05T21:10:00.002816145Z

FundamentalsAlpha Vantage · unavailable

Share price$144.93
1D-4.3%
AH$144$146$149$151$1535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDD
Sold putSold callAH

DuPont de Nemours, Inc. Common Stock options

Live interpolated DD call and put midpoint premiums by absolute delta.DuPont de Nemours, Inc. Common Stock$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 PRICEDD 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 blend32.72%
Daily close
DD27.4%34.9%42.4%2026-08-07: 29.75%2026-08-10: 30.88%2026-08-11: 32.08%2026-08-12: 30.79%2026-08-13: 31.06%2026-08-14: 28.43%2026-08-17: 30.09%2026-08-18: 30.94%2026-08-19: 30.11%2026-08-21: 30.08%2026-08-24: 30.49%2026-08-25: 30.66%2026-08-26: 29.43%2026-08-27: 29.91%2026-08-28: 28.95%2026-08-31: 29.08%2026-09-01: 29.56%2026-09-02: 29.25%2026-09-03: 29.00%2026-09-04: 29.48%2026-09-08: 31.20%2026-09-09: 31.10%2026-09-10: 30.90%2026-09-11: 30.98%2026-09-14: 32.36%2026-09-15: 31.95%2026-09-17: 41.35%2026-09-18: 31.51%2026-09-21: 30.82%2026-09-22: 31.98%2026-09-23: 31.34%2026-09-24: 31.08%2026-09-25: 31.83%2026-09-28: 30.55%2026-09-29: 31.82%2026-09-30: 31.18%2026-10-01: 31.49%2026-10-02: 30.57%2026-10-05: 31.55%2026-10-06: 31.07%2026-10-07: 31.19%2026-10-08: 31.95%2026-10-12: 31.17%2026-10-13: 32.60%2026-10-16: 30.99%2026-10-19: 31.47%2026-10-20: 30.90%2026-10-21: 31.13%2026-10-22: 31.38%2026-10-23: 31.32%2026-10-26: 31.82%2026-10-27: 31.94%2026-10-28: 32.46%2026-10-29: 32.12%2026-10-30: 32.72%Aug 7Sep 18Oct 30
55 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
29.75%
30.88%
32.08%
30.79%
31.06%
28.43%
30.09%
30.94%
30.11%
30.08%
30.49%
30.66%
29.43%
29.91%
28.95%
29.08%
29.56%
29.25%
29.00%
29.48%
31.20%
31.10%
30.90%
30.98%
32.36%
31.95%
41.35%
31.51%
30.82%
31.98%
31.34%
31.08%
31.83%
30.55%
31.82%
31.18%
31.49%
30.57%
31.55%
31.07%
31.19%
31.95%
31.17%
32.60%
30.99%
31.47%
30.90%
31.13%
31.38%
31.32%
31.82%
31.94%
32.46%
32.12%
32.72%