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Dupont De Nemours Inc DD

BASIC MATERIALS · SPECIALTY CHEMICALS
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Market dataready · fetched 2026-10-16T00:18:12.729Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002223753Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:12.272049+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$0.92$5.84$10.76$15.67$20.59$112.76$121.58$130.39$139.21$148.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DD spot · $131.60DD PRICE$1.45$1.93$2.41$3.04$3.68$4.33$5.02$5.72$6.50$7.46$8.43$9.51$10.97$1.74$2.35$3.00$3.82$4.64$5.61$6.67$7.74$9.28$10.82$12.69$14.67$19.17
PutsExpensive1.68×
CallsExpensive1.35×
SkewBearish+5.86 pp
Implied moveBearish±$11.70
TiltBearish18.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ144.9833.1%11.3%121.0335.1%9.4%
25Δ142.5232.7%9.8%123.2235.4%8.2%
30Δ140.0632.3%8.3%125.3535.7%7.0%
35Δ138.2032.5%7.3%127.2636.1%6.2%
40Δ136.3632.7%6.4%129.1736.5%5.4%
45Δ134.5632.7%5.5%131.1036.8%4.6%
50Δ132.8732.1%4.8%133.0437.0%4.0%
55Δ131.1831.5%4.0%134.9937.2%3.3%
60Δ129.5031.0%3.3%137.2237.8%2.8%
65Δ127.8630.6%2.8%139.4538.4%2.3%
70Δ126.2330.2%2.3%141.9638.7%1.8%
75Δ124.5129.8%1.8%144.5738.9%1.3%
80Δ122.5729.4%1.5%149.4843.1%1.0%

20Δ

Calls
Pseudo strike
144.98
IV
33.1%
B/E move
11.3%
Puts
Pseudo strike
121.03
IV
35.1%
B/E move
9.4%

25Δ

Calls
Pseudo strike
142.52
IV
32.7%
B/E move
9.8%
Puts
Pseudo strike
123.22
IV
35.4%
B/E move
8.2%

30Δ

Calls
Pseudo strike
140.06
IV
32.3%
B/E move
8.3%
Puts
Pseudo strike
125.35
IV
35.7%
B/E move
7.0%

35Δ

Calls
Pseudo strike
138.20
IV
32.5%
B/E move
7.3%
Puts
Pseudo strike
127.26
IV
36.1%
B/E move
6.2%

40Δ

Calls
Pseudo strike
136.36
IV
32.7%
B/E move
6.4%
Puts
Pseudo strike
129.17
IV
36.5%
B/E move
5.4%

45Δ

Calls
Pseudo strike
134.56
IV
32.7%
B/E move
5.5%
Puts
Pseudo strike
131.10
IV
36.8%
B/E move
4.6%

50Δ

Calls
Pseudo strike
132.87
IV
32.1%
B/E move
4.8%
Puts
Pseudo strike
133.04
IV
37.0%
B/E move
4.0%

55Δ

Calls
Pseudo strike
131.18
IV
31.5%
B/E move
4.0%
Puts
Pseudo strike
134.99
IV
37.2%
B/E move
3.3%

60Δ

Calls
Pseudo strike
129.50
IV
31.0%
B/E move
3.3%
Puts
Pseudo strike
137.22
IV
37.8%
B/E move
2.8%

65Δ

Calls
Pseudo strike
127.86
IV
30.6%
B/E move
2.8%
Puts
Pseudo strike
139.45
IV
38.4%
B/E move
2.3%

70Δ

Calls
Pseudo strike
126.23
IV
30.2%
B/E move
2.3%
Puts
Pseudo strike
141.96
IV
38.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
124.51
IV
29.8%
B/E move
1.8%
Puts
Pseudo strike
144.57
IV
38.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
122.57
IV
29.4%
B/E move
1.5%
Puts
Pseudo strike
149.48
IV
43.1%
B/E move
1.0%