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Donnelley Financial Solutions, Inc. DFIN

i

Market dataready · fetched 2026-11-12T00:54:45.508Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.003614127Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:54:45.151109+00:00

Share price$68.68
1D+1.6%
AH$67.01$67.50$67.99$68.47$68.965:30 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.$2.61$3.84$5.07$6.30$7.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEDFIN PRICE$3.05$3.73$4.42$5.11$5.79$6.48$7.17$2.75$3.48$4.21$4.94$5.67
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ69.0869.6%5.0%
55Δ68.0368.6%4.5%
60Δ66.9767.6%3.9%70.1844.1%1.8%
65Δ65.9166.5%3.4%71.1045.0%1.5%
70Δ64.8565.5%2.9%72.0145.9%1.3%
75Δ63.8064.5%2.3%72.9246.8%1.0%
80Δ62.7463.5%1.8%73.8447.7%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
69.08
IV
69.6%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
68.03
IV
68.6%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
66.97
IV
67.6%
B/E move
3.9%
Puts
Pseudo strike
70.18
IV
44.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
65.91
IV
66.5%
B/E move
3.4%
Puts
Pseudo strike
71.10
IV
45.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
64.85
IV
65.5%
B/E move
2.9%
Puts
Pseudo strike
72.01
IV
45.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
63.80
IV
64.5%
B/E move
2.3%
Puts
Pseudo strike
72.92
IV
46.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
62.74
IV
63.5%
B/E move
1.8%
Puts
Pseudo strike
73.84
IV
47.7%
B/E move
0.7%

Options history

IV · four-Friday blend41.27%
Daily EOD
DFIN40.2%46.4%52.7%2026-10-19: 48.42%2026-10-20: 49.16%2026-10-21: 48.18%2026-10-22: 48.78%2026-10-23: 48.99%2026-10-26: 50.26%2026-10-27: 50.65%2026-10-28: 51.80%2026-10-29: 41.07%2026-10-30: 41.27%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.42%
49.16%
48.18%
48.78%
48.99%
50.26%
50.65%
51.80%
41.07%
41.27%