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DR Horton Inc DHI

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
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Market dataready · fetched 2026-10-15T20:05:54.101Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:03.502204099Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:05:53.736088+00:00

Share price$139.55
1D+2.6%
AH$136$137$138$139$1415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDHI
Sold putSold callAH

DR Horton Inc options

Live interpolated DHI call and put midpoint premiums by absolute delta.DR Horton Inc$0.37$1.54$2.71$3.88$5.05$132.45$135.53$138.62$141.71$144.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $139.55OPTION PRICELive DHI spot · $139.55DHI PRICE$1.07$0.50$0.66$0.83$1.01$1.20$1.24$1.26$1.29$1.49$1.68$1.88$3.25$0.79$0.57$0.81$1.04$1.12$1.24$1.43$1.67$2.46$2.87$3.15$4.14$4.71
PutsExpensive2.63×
CallsCheap0.88×
SkewBearish+10.22 pp
Implied moveBearish±$2.67
TiltBearish19.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ148.60136.7%7.3%134.1493.5%4.4%
25Δ141.8745.6%2.0%137.2449.4%2.1%
30Δ141.4347.2%1.8%137.6154.3%2.0%
35Δ140.9948.8%1.6%137.9859.1%1.9%
40Δ140.5348.9%1.4%138.5953.5%1.5%
45Δ140.0649.1%1.2%139.1549.1%1.2%
50Δ139.6944.1%1.0%139.6048.0%1.0%
55Δ139.3338.4%0.7%140.0748.1%0.8%
60Δ138.9733.2%0.5%140.8060.5%0.9%
65Δ138.6632.6%0.4%141.3861.8%0.7%
70Δ138.3532.1%0.3%141.9058.9%0.6%
75Δ138.0431.5%0.3%142.9966.9%0.5%
80Δ136.7047.3%0.3%143.7465.4%0.4%

20Δ

Calls
Pseudo strike
148.60
IV
136.7%
B/E move
7.3%
Puts
Pseudo strike
134.14
IV
93.5%
B/E move
4.4%

25Δ

Calls
Pseudo strike
141.87
IV
45.6%
B/E move
2.0%
Puts
Pseudo strike
137.24
IV
49.4%
B/E move
2.1%

30Δ

Calls
Pseudo strike
141.43
IV
47.2%
B/E move
1.8%
Puts
Pseudo strike
137.61
IV
54.3%
B/E move
2.0%

35Δ

Calls
Pseudo strike
140.99
IV
48.8%
B/E move
1.6%
Puts
Pseudo strike
137.98
IV
59.1%
B/E move
1.9%

40Δ

Calls
Pseudo strike
140.53
IV
48.9%
B/E move
1.4%
Puts
Pseudo strike
138.59
IV
53.5%
B/E move
1.5%

45Δ

Calls
Pseudo strike
140.06
IV
49.1%
B/E move
1.2%
Puts
Pseudo strike
139.15
IV
49.1%
B/E move
1.2%

50Δ

Calls
Pseudo strike
139.69
IV
44.1%
B/E move
1.0%
Puts
Pseudo strike
139.60
IV
48.0%
B/E move
1.0%

55Δ

Calls
Pseudo strike
139.33
IV
38.4%
B/E move
0.7%
Puts
Pseudo strike
140.07
IV
48.1%
B/E move
0.8%

60Δ

Calls
Pseudo strike
138.97
IV
33.2%
B/E move
0.5%
Puts
Pseudo strike
140.80
IV
60.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
138.66
IV
32.6%
B/E move
0.4%
Puts
Pseudo strike
141.38
IV
61.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
138.35
IV
32.1%
B/E move
0.3%
Puts
Pseudo strike
141.90
IV
58.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
138.04
IV
31.5%
B/E move
0.3%
Puts
Pseudo strike
142.99
IV
66.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
136.70
IV
47.3%
B/E move
0.3%
Puts
Pseudo strike
143.74
IV
65.4%
B/E move
0.4%