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Donnelley Financial Solutions, Inc. DFIN

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Market datapartial · fetched 2026-10-23T21:48:54.618Z

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 · 2026-10-23T20:10:00.003103829Z

FundamentalsAlpha Vantage · unavailable

Share price$55.52
1D-1.2%
AH$54.92$55.30$55.68$56.06$56.435:30 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.$1.95$4.08$6.21$8.34$10.47$42.49$49.04$55.59$62.14$68.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFIN spot · $55.52DFIN PRICE$2.45$2.18$2.50$3.00$3.51$4.02$4.88$5.85$6.83$7.99$9.85$2.46$2.45$2.59$2.90$3.22$3.60$4.18$4.76$5.34$5.92$6.87$7.93$8.99
PutsExpensive2.18×
CallsExpensive1.95×
SkewBullish-0.89 pp
Implied moveBearish±$7.69
TiltBearish7.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.34122.0%24.6%
25Δ48.0795.6%17.8%
30Δ66.5396.2%24.2%50.7079.4%13.4%
35Δ61.1067.3%14.0%52.2773.1%11.1%
40Δ59.0361.1%10.8%53.8466.8%8.8%
45Δ57.7961.5%9.5%55.2961.7%6.9%
50Δ56.5661.9%8.2%56.4060.1%5.9%
55Δ55.3262.3%6.9%57.5258.4%5.0%
60Δ53.9564.3%6.0%58.6356.8%4.0%
65Δ52.5367.0%5.2%59.7555.2%3.0%
70Δ51.1269.6%4.4%61.0754.1%2.4%
75Δ49.5372.8%3.6%62.4453.3%1.8%
80Δ47.2977.9%2.9%63.8252.5%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.34
IV
122.0%
B/E move
24.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.07
IV
95.6%
B/E move
17.8%

30Δ

Calls
Pseudo strike
66.53
IV
96.2%
B/E move
24.2%
Puts
Pseudo strike
50.70
IV
79.4%
B/E move
13.4%

35Δ

Calls
Pseudo strike
61.10
IV
67.3%
B/E move
14.0%
Puts
Pseudo strike
52.27
IV
73.1%
B/E move
11.1%

40Δ

Calls
Pseudo strike
59.03
IV
61.1%
B/E move
10.8%
Puts
Pseudo strike
53.84
IV
66.8%
B/E move
8.8%

45Δ

Calls
Pseudo strike
57.79
IV
61.5%
B/E move
9.5%
Puts
Pseudo strike
55.29
IV
61.7%
B/E move
6.9%

50Δ

Calls
Pseudo strike
56.56
IV
61.9%
B/E move
8.2%
Puts
Pseudo strike
56.40
IV
60.1%
B/E move
5.9%

55Δ

Calls
Pseudo strike
55.32
IV
62.3%
B/E move
6.9%
Puts
Pseudo strike
57.52
IV
58.4%
B/E move
5.0%

60Δ

Calls
Pseudo strike
53.95
IV
64.3%
B/E move
6.0%
Puts
Pseudo strike
58.63
IV
56.8%
B/E move
4.0%

65Δ

Calls
Pseudo strike
52.53
IV
67.0%
B/E move
5.2%
Puts
Pseudo strike
59.75
IV
55.2%
B/E move
3.0%

70Δ

Calls
Pseudo strike
51.12
IV
69.6%
B/E move
4.4%
Puts
Pseudo strike
61.07
IV
54.1%
B/E move
2.4%

75Δ

Calls
Pseudo strike
49.53
IV
72.8%
B/E move
3.6%
Puts
Pseudo strike
62.44
IV
53.3%
B/E move
1.8%

80Δ

Calls
Pseudo strike
47.29
IV
77.9%
B/E move
2.9%
Puts
Pseudo strike
63.82
IV
52.5%
B/E move
1.2%

Options history

DFIN48.1048.6749.242026-10-20: 49.16%2026-10-21: 48.18%2026-10-22: 48.78%Oct 20Oct 22
Table
DateIV
49.16%
48.18%
48.78%