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Dupont De Nemours Inc DD

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-10-15T20:03:07.188Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:08.071926915Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:06.612031+00:00

Share price$131.60
1D+2.1%
AH$128.15$129.08$130.00$130.93$131.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDD
Sold putSold callAH

Dupont De Nemours Inc options

Live interpolated DD call and put midpoint premiums by absolute delta.Dupont De Nemours Inc$0.24$2.57$4.90$7.23$9.55$124.93$128.77$132.61$136.45$140.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $131.60OPTION PRICELive DD spot · $131.60DD PRICE$1.06$1.11$1.15$1.20$1.25$1.30$1.34$1.39$1.44$1.49$1.53$1.58$1.63$0.50$0.62$0.75$1.03$1.51$1.99$2.47$2.95$3.43$3.91$4.38$6.50$8.88
PutsExpensive4.55×
CallsExpensive2.32×
SkewBullish-29.36 pp
Implied moveBearish±$3.81
TiltBearish38.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ144.23171.8%10.4%127.3664.4%3.6%
25Δ143.18160.6%9.6%128.3960.7%2.9%
30Δ142.12149.5%8.9%129.4257.0%2.2%
35Δ141.07138.3%8.1%130.2956.6%1.8%
40Δ140.02127.1%7.3%130.9560.7%1.6%
45Δ138.97115.9%6.6%131.6164.8%1.5%
50Δ137.92104.7%5.8%132.2768.8%1.4%
55Δ136.8793.5%5.1%132.9372.9%1.2%
60Δ135.8282.4%4.3%133.5977.0%1.1%
65Δ134.7771.2%3.5%134.2581.1%1.0%
70Δ133.7260.0%2.8%134.9185.1%0.8%
75Δ132.6748.8%2.0%137.12104.5%0.7%
80Δ131.6237.6%1.2%139.57126.2%0.7%

20Δ

Calls
Pseudo strike
144.23
IV
171.8%
B/E move
10.4%
Puts
Pseudo strike
127.36
IV
64.4%
B/E move
3.6%

25Δ

Calls
Pseudo strike
143.18
IV
160.6%
B/E move
9.6%
Puts
Pseudo strike
128.39
IV
60.7%
B/E move
2.9%

30Δ

Calls
Pseudo strike
142.12
IV
149.5%
B/E move
8.9%
Puts
Pseudo strike
129.42
IV
57.0%
B/E move
2.2%

35Δ

Calls
Pseudo strike
141.07
IV
138.3%
B/E move
8.1%
Puts
Pseudo strike
130.29
IV
56.6%
B/E move
1.8%

40Δ

Calls
Pseudo strike
140.02
IV
127.1%
B/E move
7.3%
Puts
Pseudo strike
130.95
IV
60.7%
B/E move
1.6%

45Δ

Calls
Pseudo strike
138.97
IV
115.9%
B/E move
6.6%
Puts
Pseudo strike
131.61
IV
64.8%
B/E move
1.5%

50Δ

Calls
Pseudo strike
137.92
IV
104.7%
B/E move
5.8%
Puts
Pseudo strike
132.27
IV
68.8%
B/E move
1.4%

55Δ

Calls
Pseudo strike
136.87
IV
93.5%
B/E move
5.1%
Puts
Pseudo strike
132.93
IV
72.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
135.82
IV
82.4%
B/E move
4.3%
Puts
Pseudo strike
133.59
IV
77.0%
B/E move
1.1%

65Δ

Calls
Pseudo strike
134.77
IV
71.2%
B/E move
3.5%
Puts
Pseudo strike
134.25
IV
81.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
133.72
IV
60.0%
B/E move
2.8%
Puts
Pseudo strike
134.91
IV
85.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
132.67
IV
48.8%
B/E move
2.0%
Puts
Pseudo strike
137.12
IV
104.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
131.62
IV
37.6%
B/E move
1.2%
Puts
Pseudo strike
139.57
IV
126.2%
B/E move
0.7%