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Dupont De Nemours Inc DD

BASIC MATERIALS · SPECIALTY CHEMICALS
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Market dataready · fetched 2026-10-15T20:37:16.313Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.002112397Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:37:15.922117+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$124.97$128.80$132.62$136.45$140.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $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
PutsExpensive4.52×
CallsExpensive3.16×
SkewBullish-30.15 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
20Δ144.23173.9%10.4%127.3665.2%3.6%
25Δ143.17162.6%9.6%128.3961.4%2.9%
30Δ142.12151.2%8.9%129.4257.6%2.2%
35Δ141.07139.9%8.1%130.2957.2%1.8%
40Δ140.02128.6%7.3%130.9561.2%1.6%
45Δ138.97117.2%6.6%131.6165.2%1.5%
50Δ137.92105.9%5.8%132.2769.2%1.4%
55Δ136.8794.5%5.1%132.9373.2%1.2%
60Δ135.8283.2%4.3%133.5977.2%1.1%
65Δ134.7771.9%3.5%134.2581.2%1.0%
70Δ133.7260.5%2.8%134.9185.1%0.8%
75Δ132.6749.2%2.0%137.12104.5%0.7%
80Δ131.6237.9%1.2%139.57126.2%0.7%

20Δ

Calls
Pseudo strike
144.23
IV
173.9%
B/E move
10.4%
Puts
Pseudo strike
127.36
IV
65.2%
B/E move
3.6%

25Δ

Calls
Pseudo strike
143.17
IV
162.6%
B/E move
9.6%
Puts
Pseudo strike
128.39
IV
61.4%
B/E move
2.9%

30Δ

Calls
Pseudo strike
142.12
IV
151.2%
B/E move
8.9%
Puts
Pseudo strike
129.42
IV
57.6%
B/E move
2.2%

35Δ

Calls
Pseudo strike
141.07
IV
139.9%
B/E move
8.1%
Puts
Pseudo strike
130.29
IV
57.2%
B/E move
1.8%

40Δ

Calls
Pseudo strike
140.02
IV
128.6%
B/E move
7.3%
Puts
Pseudo strike
130.95
IV
61.2%
B/E move
1.6%

45Δ

Calls
Pseudo strike
138.97
IV
117.2%
B/E move
6.6%
Puts
Pseudo strike
131.61
IV
65.2%
B/E move
1.5%

50Δ

Calls
Pseudo strike
137.92
IV
105.9%
B/E move
5.8%
Puts
Pseudo strike
132.27
IV
69.2%
B/E move
1.4%

55Δ

Calls
Pseudo strike
136.87
IV
94.5%
B/E move
5.1%
Puts
Pseudo strike
132.93
IV
73.2%
B/E move
1.2%

60Δ

Calls
Pseudo strike
135.82
IV
83.2%
B/E move
4.3%
Puts
Pseudo strike
133.59
IV
77.2%
B/E move
1.1%

65Δ

Calls
Pseudo strike
134.77
IV
71.9%
B/E move
3.5%
Puts
Pseudo strike
134.25
IV
81.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
133.72
IV
60.5%
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
49.2%
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
37.9%
B/E move
1.2%
Puts
Pseudo strike
139.57
IV
126.2%
B/E move
0.7%