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Donnelley Financial Solutions, Inc. DFIN

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Market datapartial · fetched 2026-10-22T16:27:16.352Z

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 · 2026-10-22T16:26:39.565115941Z

FundamentalsAlpha Vantage · unavailable

Share price$54.66
1D+2.3%
$53.16$53.62$54.09$54.55$55.025:30 AM6:30 AM9:00 AM1:00 PMDFIN
Sold putSold call

Donnelley Financial Solutions, Inc. options

Live interpolated DFIN call and put midpoint premiums by absolute delta.Donnelley Financial Solutions, Inc.$1.10$4.09$7.09$10.08$13.07$43.23$48.99$54.76$60.52$66.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFIN spot · $54.66DFIN PRICE$1.43$1.91$2.39$2.87$3.35$3.98$4.79$5.59$6.40$7.92$9.99$4.55$5.82$7.10$8.38$9.66$10.93$12.21
PutsExpensive1.72×
CallsExpensive1.64×
SkewBullish-1.26 pp
Implied moveBearish±$7.89
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ59.7851.4%12.0%
35Δ58.7253.3%10.9%
40Δ57.6755.2%9.9%
45Δ56.6157.0%8.8%
50Δ55.5658.9%7.8%55.9161.0%6.0%
55Δ54.4060.7%6.8%57.5660.5%5.3%
60Δ53.1262.2%5.9%59.2260.1%4.6%
65Δ51.8463.8%5.1%60.8859.6%3.9%
70Δ50.5665.4%4.2%62.5459.1%3.2%
75Δ48.6268.5%3.4%64.2058.7%2.6%
80Δ46.1872.9%2.8%65.8658.2%1.9%

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
59.78
IV
51.4%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
58.72
IV
53.3%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
57.67
IV
55.2%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
56.61
IV
57.0%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
55.56
IV
58.9%
B/E move
7.8%
Puts
Pseudo strike
55.91
IV
61.0%
B/E move
6.0%

55Δ

Calls
Pseudo strike
54.40
IV
60.7%
B/E move
6.8%
Puts
Pseudo strike
57.56
IV
60.5%
B/E move
5.3%

60Δ

Calls
Pseudo strike
53.12
IV
62.2%
B/E move
5.9%
Puts
Pseudo strike
59.22
IV
60.1%
B/E move
4.6%

65Δ

Calls
Pseudo strike
51.84
IV
63.8%
B/E move
5.1%
Puts
Pseudo strike
60.88
IV
59.6%
B/E move
3.9%

70Δ

Calls
Pseudo strike
50.56
IV
65.4%
B/E move
4.2%
Puts
Pseudo strike
62.54
IV
59.1%
B/E move
3.2%

75Δ

Calls
Pseudo strike
48.62
IV
68.5%
B/E move
3.4%
Puts
Pseudo strike
64.20
IV
58.7%
B/E move
2.6%

80Δ

Calls
Pseudo strike
46.18
IV
72.9%
B/E move
2.8%
Puts
Pseudo strike
65.86
IV
58.2%
B/E move
1.9%

Options history

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