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D.R. Horton Inc. DHI

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
i

Market dataready · fetched 2026-11-07T04:56:12.013Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:00:00.00277197Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T04:56:11.435373+00:00

Share price$152.28
1D-0.6%
AH$152.01$152.96$153.92$154.88$155.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDHI
Sold putSold callAH

D.R. Horton Inc. options

Live interpolated DHI call and put midpoint premiums by absolute delta.D.R. Horton Inc.$0.74$3.03$5.32$7.61$9.90$140.51$146.92$153.32$159.73$166.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DHI spot · $152.28DHI PRICE$0.98$1.25$1.54$1.85$2.22$2.71$3.19$3.85$4.54$5.48$6.25$8.13$8.93$1.24$1.48$2.00$2.23$2.70$3.24$3.81$4.56$5.33$6.24$7.15$8.08$9.24
PutsFair0.99×
CallsCheap0.75×
SkewBearish+3.25 pp
Implied moveBearish±$7.00
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ160.5843.1%6.1%143.9551.0%6.3%
25Δ158.6640.9%5.0%146.3445.5%4.9%
30Δ157.1139.5%4.2%147.5747.6%4.4%
35Δ155.8238.3%3.5%149.1743.5%3.5%
40Δ154.6437.8%3.0%150.3743.1%3.0%
45Δ153.6338.5%2.7%151.5243.2%2.6%
50Δ152.6239.2%2.3%152.6843.4%2.2%
55Δ151.5240.2%2.0%153.8944.2%1.9%
60Δ150.4241.2%1.8%155.1244.9%1.6%
65Δ149.1543.6%1.5%156.4545.1%1.4%
70Δ147.9443.3%1.3%157.7945.1%1.1%
75Δ145.8749.3%1.1%159.1244.0%0.8%
80Δ144.6046.8%0.8%160.6443.4%0.6%

20Δ

Calls
Pseudo strike
160.58
IV
43.1%
B/E move
6.1%
Puts
Pseudo strike
143.95
IV
51.0%
B/E move
6.3%

25Δ

Calls
Pseudo strike
158.66
IV
40.9%
B/E move
5.0%
Puts
Pseudo strike
146.34
IV
45.5%
B/E move
4.9%

30Δ

Calls
Pseudo strike
157.11
IV
39.5%
B/E move
4.2%
Puts
Pseudo strike
147.57
IV
47.6%
B/E move
4.4%

35Δ

Calls
Pseudo strike
155.82
IV
38.3%
B/E move
3.5%
Puts
Pseudo strike
149.17
IV
43.5%
B/E move
3.5%

40Δ

Calls
Pseudo strike
154.64
IV
37.8%
B/E move
3.0%
Puts
Pseudo strike
150.37
IV
43.1%
B/E move
3.0%

45Δ

Calls
Pseudo strike
153.63
IV
38.5%
B/E move
2.7%
Puts
Pseudo strike
151.52
IV
43.2%
B/E move
2.6%

50Δ

Calls
Pseudo strike
152.62
IV
39.2%
B/E move
2.3%
Puts
Pseudo strike
152.68
IV
43.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
151.52
IV
40.2%
B/E move
2.0%
Puts
Pseudo strike
153.89
IV
44.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
150.42
IV
41.2%
B/E move
1.8%
Puts
Pseudo strike
155.12
IV
44.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
149.15
IV
43.6%
B/E move
1.5%
Puts
Pseudo strike
156.45
IV
45.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
147.94
IV
43.3%
B/E move
1.3%
Puts
Pseudo strike
157.79
IV
45.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
145.87
IV
49.3%
B/E move
1.1%
Puts
Pseudo strike
159.12
IV
44.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
144.60
IV
46.8%
B/E move
0.8%
Puts
Pseudo strike
160.64
IV
43.4%
B/E move
0.6%

Options history

IV · four-Friday blend37.02%
Daily close
DHI29.5%47.0%64.4%2026-08-10: 38.81%2026-08-11: 42.33%2026-08-12: 37.99%2026-08-13: 35.87%2026-08-14: 33.53%2026-08-17: 37.75%2026-08-18: 37.58%2026-08-19: 36.62%2026-08-20: 37.66%2026-08-21: 32.32%2026-08-24: 33.39%2026-08-25: 38.37%2026-08-26: 37.63%2026-08-27: 42.66%2026-08-28: 33.06%2026-08-31: 32.89%2026-09-01: 31.92%2026-09-02: 35.99%2026-09-03: 43.14%2026-09-04: 33.48%2026-09-08: 36.77%2026-09-09: 38.57%2026-09-10: 47.33%2026-09-11: 35.11%2026-09-14: 42.87%2026-09-15: 47.28%2026-09-16: 45.27%2026-09-17: 38.59%2026-09-18: 32.72%2026-09-21: 35.63%2026-09-22: 38.06%2026-09-23: 37.59%2026-09-24: 36.94%2026-09-25: 34.41%2026-09-28: 35.37%2026-09-29: 37.60%2026-09-30: 36.50%2026-10-01: 37.92%2026-10-02: 34.79%2026-10-05: 36.29%2026-10-06: 37.37%2026-10-07: 38.15%2026-10-08: 42.42%2026-10-09: 37.52%2026-10-12: 39.63%2026-10-13: 41.28%2026-10-14: 41.20%2026-10-15: 43.34%2026-10-16: 43.04%2026-10-19: 47.10%2026-10-20: 48.80%2026-10-21: 47.92%2026-10-22: 52.83%2026-10-23: 46.64%2026-10-26: 53.92%2026-10-27: 58.88%2026-10-28: 62.02%2026-10-29: 46.20%2026-10-30: 37.02%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
38.81%
42.33%
37.99%
35.87%
33.53%
37.75%
37.58%
36.62%
37.66%
32.32%
33.39%
38.37%
37.63%
42.66%
33.06%
32.89%
31.92%
35.99%
43.14%
33.48%
36.77%
38.57%
47.33%
35.11%
42.87%
47.28%
45.27%
38.59%
32.72%
35.63%
38.06%
37.59%
36.94%
34.41%
35.37%
37.60%
36.50%
37.92%
34.79%
36.29%
37.37%
38.15%
42.42%
37.52%
39.63%
41.28%
41.20%
43.34%
43.04%
47.10%
48.80%
47.92%
52.83%
46.64%
53.92%
58.88%
62.02%
46.20%
37.02%