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Dream Finders Homes Inc DFH

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
i

Market dataready · fetched 2026-10-22T10:36:37.350Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:41:08.452589989Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:36:36.094725+00:00

Share price$9.00
1D-3.9%
AH$8.95$9.10$9.25$9.41$9.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFH
Sold putSold callAH

Dream Finders Homes Inc options

Live interpolated DFH call and put midpoint premiums by absolute delta.Dream Finders Homes Inc$0.13$1.34$2.55$3.76$4.97$5.73$7.90$10.06$12.22$14.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFH spot · $9.00DFH PRICE$0.55$0.79$0.73$1.00$1.09$1.17$1.26$1.35$1.44$1.53$1.61$1.70$1.79$0.26$0.35$0.44$0.54$0.63$0.72$0.81$0.90$0.99$1.08$1.17$2.58$4.62
PutsCheap0.75×
CallsExpensive2.05×
SkewBullish-106.47 pp
Implied moveBullish±$2.07
TiltBullish3.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.27211.8%109.1%7.6080.8%18.5%
25Δ21.37280.4%146.1%7.8378.4%16.9%
30Δ15.66209.7%82.2%8.0676.0%15.3%
35Δ14.78231.8%75.4%8.3073.5%13.8%
40Δ13.99216.1%67.5%8.5371.1%12.2%
45Δ13.19200.5%59.6%8.7668.7%10.6%
50Δ12.39184.9%51.7%8.9966.3%9.0%
55Δ11.59169.3%43.7%9.2363.9%7.5%
60Δ10.79153.7%35.8%9.4661.4%5.9%
65Δ9.99138.0%27.9%9.6959.0%4.3%
70Δ9.19122.4%20.0%9.9356.6%2.7%
75Δ8.39106.8%12.1%11.4074.5%2.0%
80Δ7.5991.2%4.2%13.46102.2%1.7%

20Δ

Calls
Pseudo strike
18.27
IV
211.8%
B/E move
109.1%
Puts
Pseudo strike
7.60
IV
80.8%
B/E move
18.5%

25Δ

Calls
Pseudo strike
21.37
IV
280.4%
B/E move
146.1%
Puts
Pseudo strike
7.83
IV
78.4%
B/E move
16.9%

30Δ

Calls
Pseudo strike
15.66
IV
209.7%
B/E move
82.2%
Puts
Pseudo strike
8.06
IV
76.0%
B/E move
15.3%

35Δ

Calls
Pseudo strike
14.78
IV
231.8%
B/E move
75.4%
Puts
Pseudo strike
8.30
IV
73.5%
B/E move
13.8%

40Δ

Calls
Pseudo strike
13.99
IV
216.1%
B/E move
67.5%
Puts
Pseudo strike
8.53
IV
71.1%
B/E move
12.2%

45Δ

Calls
Pseudo strike
13.19
IV
200.5%
B/E move
59.6%
Puts
Pseudo strike
8.76
IV
68.7%
B/E move
10.6%

50Δ

Calls
Pseudo strike
12.39
IV
184.9%
B/E move
51.7%
Puts
Pseudo strike
8.99
IV
66.3%
B/E move
9.0%

55Δ

Calls
Pseudo strike
11.59
IV
169.3%
B/E move
43.7%
Puts
Pseudo strike
9.23
IV
63.9%
B/E move
7.5%

60Δ

Calls
Pseudo strike
10.79
IV
153.7%
B/E move
35.8%
Puts
Pseudo strike
9.46
IV
61.4%
B/E move
5.9%

65Δ

Calls
Pseudo strike
9.99
IV
138.0%
B/E move
27.9%
Puts
Pseudo strike
9.69
IV
59.0%
B/E move
4.3%

70Δ

Calls
Pseudo strike
9.19
IV
122.4%
B/E move
20.0%
Puts
Pseudo strike
9.93
IV
56.6%
B/E move
2.7%

75Δ

Calls
Pseudo strike
8.39
IV
106.8%
B/E move
12.1%
Puts
Pseudo strike
11.40
IV
74.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
7.59
IV
91.2%
B/E move
4.2%
Puts
Pseudo strike
13.46
IV
102.2%
B/E move
1.7%

Options history

No recorded observations