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Donnelley Financial Solutions, Inc. DFIN

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Market datapartial · fetched 2026-10-22T23:19:59.160Z

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 · 2026-10-22T23:00:00.002817895Z

FundamentalsAlpha Vantage · unavailable

Share price$55.99
1D+4.8%
AH$53.07$53.86$54.65$55.44$56.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFIN
Sold putSold callAH

Donnelley Financial Solutions, Inc. options

Live interpolated DFIN call and put midpoint premiums by absolute delta.Donnelley Financial Solutions, Inc.$1.50$3.61$5.71$7.82$9.93$42.63$49.04$55.44$61.85$68.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFIN spot · $55.99DFIN PRICE$2.45$1.72$2.30$2.88$3.45$4.03$4.72$5.62$6.52$7.42$8.93$2.45$2.50$2.67$2.94$3.21$3.74$4.43$5.13$5.82$6.63$7.53$8.43$9.33
PutsExpensive2.00×
CallsExpensive1.68×
SkewBearish+6.97 pp
Implied moveBearish±$7.89
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.89118.0%24.2%
25Δ48.4694.5%17.9%
30Δ67.0193.9%24.1%50.9780.1%13.8%
35Δ59.7448.7%9.8%52.6872.4%11.2%
40Δ58.7251.3%9.0%54.3964.7%8.6%
45Δ57.7053.9%8.2%55.7961.6%7.0%
50Δ56.6856.6%7.4%57.0361.1%6.1%
55Δ55.6659.2%6.6%58.2660.6%5.1%
60Δ54.5261.3%5.8%59.4960.1%4.1%
65Δ53.1562.5%5.0%60.7658.9%3.3%
70Δ51.7863.7%4.1%62.0457.2%2.6%
75Δ50.4265.0%3.3%63.3255.5%2.0%
80Δ48.5267.4%2.6%64.6153.8%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.89
IV
118.0%
B/E move
24.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.46
IV
94.5%
B/E move
17.9%

30Δ

Calls
Pseudo strike
67.01
IV
93.9%
B/E move
24.1%
Puts
Pseudo strike
50.97
IV
80.1%
B/E move
13.8%

35Δ

Calls
Pseudo strike
59.74
IV
48.7%
B/E move
9.8%
Puts
Pseudo strike
52.68
IV
72.4%
B/E move
11.2%

40Δ

Calls
Pseudo strike
58.72
IV
51.3%
B/E move
9.0%
Puts
Pseudo strike
54.39
IV
64.7%
B/E move
8.6%

45Δ

Calls
Pseudo strike
57.70
IV
53.9%
B/E move
8.2%
Puts
Pseudo strike
55.79
IV
61.6%
B/E move
7.0%

50Δ

Calls
Pseudo strike
56.68
IV
56.6%
B/E move
7.4%
Puts
Pseudo strike
57.03
IV
61.1%
B/E move
6.1%

55Δ

Calls
Pseudo strike
55.66
IV
59.2%
B/E move
6.6%
Puts
Pseudo strike
58.26
IV
60.6%
B/E move
5.1%

60Δ

Calls
Pseudo strike
54.52
IV
61.3%
B/E move
5.8%
Puts
Pseudo strike
59.49
IV
60.1%
B/E move
4.1%

65Δ

Calls
Pseudo strike
53.15
IV
62.5%
B/E move
5.0%
Puts
Pseudo strike
60.76
IV
58.9%
B/E move
3.3%

70Δ

Calls
Pseudo strike
51.78
IV
63.7%
B/E move
4.1%
Puts
Pseudo strike
62.04
IV
57.2%
B/E move
2.6%

75Δ

Calls
Pseudo strike
50.42
IV
65.0%
B/E move
3.3%
Puts
Pseudo strike
63.32
IV
55.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
48.52
IV
67.4%
B/E move
2.6%
Puts
Pseudo strike
64.61
IV
53.8%
B/E move
1.3%

Options history

DFIN48.1048.6749.242026-10-20: 49.16%2026-10-21: 48.18%Oct 20Oct 21
Table
DateIV
49.16%
48.18%