IntraAlpha
Create free account Start free

D.R. Horton Inc. DHI

i

Market dataready · fetched 2026-11-07T20:38:58.224Z

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

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-07T20:38:57.754904+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$3.01$5.29$7.56$9.83$140.32$146.78$153.24$159.70$166.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DHI spot · $152.28DHI PRICE$0.98$1.25$1.55$1.86$2.23$2.72$3.20$3.87$4.55$5.50$6.27$8.15$8.96$1.24$1.47$2.00$2.23$2.69$3.23$3.80$4.55$5.31$6.22$7.12$8.05$9.18
PutsFair1.02×
CallsCheap0.77×
SkewBearish+3.27 pp
Implied moveBearish±$7.00
TiltBearish5.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ160.5746.6%6.1%143.9555.0%6.3%
25Δ158.6544.2%5.0%146.3349.0%4.9%
30Δ157.1042.7%4.2%147.5651.3%4.4%
35Δ155.8141.4%3.5%149.1546.9%3.5%
40Δ154.6340.9%3.0%150.3646.5%3.0%
45Δ153.6141.7%2.7%151.5046.6%2.6%
50Δ152.6042.4%2.3%152.6646.8%2.2%
55Δ151.5143.5%2.0%153.8747.6%1.9%
60Δ150.4044.7%1.8%155.0948.3%1.6%
65Δ149.1247.3%1.5%156.4248.6%1.4%
70Δ147.9147.0%1.2%157.7548.6%1.1%
75Δ145.8453.4%1.1%159.0747.4%0.8%
80Δ144.5650.7%0.8%160.5746.6%0.6%

20Δ

Calls
Pseudo strike
160.57
IV
46.6%
B/E move
6.1%
Puts
Pseudo strike
143.95
IV
55.0%
B/E move
6.3%

25Δ

Calls
Pseudo strike
158.65
IV
44.2%
B/E move
5.0%
Puts
Pseudo strike
146.33
IV
49.0%
B/E move
4.9%

30Δ

Calls
Pseudo strike
157.10
IV
42.7%
B/E move
4.2%
Puts
Pseudo strike
147.56
IV
51.3%
B/E move
4.4%

35Δ

Calls
Pseudo strike
155.81
IV
41.4%
B/E move
3.5%
Puts
Pseudo strike
149.15
IV
46.9%
B/E move
3.5%

40Δ

Calls
Pseudo strike
154.63
IV
40.9%
B/E move
3.0%
Puts
Pseudo strike
150.36
IV
46.5%
B/E move
3.0%

45Δ

Calls
Pseudo strike
153.61
IV
41.7%
B/E move
2.7%
Puts
Pseudo strike
151.50
IV
46.6%
B/E move
2.6%

50Δ

Calls
Pseudo strike
152.60
IV
42.4%
B/E move
2.3%
Puts
Pseudo strike
152.66
IV
46.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
151.51
IV
43.5%
B/E move
2.0%
Puts
Pseudo strike
153.87
IV
47.6%
B/E move
1.9%

60Δ

Calls
Pseudo strike
150.40
IV
44.7%
B/E move
1.8%
Puts
Pseudo strike
155.09
IV
48.3%
B/E move
1.6%

65Δ

Calls
Pseudo strike
149.12
IV
47.3%
B/E move
1.5%
Puts
Pseudo strike
156.42
IV
48.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
147.91
IV
47.0%
B/E move
1.2%
Puts
Pseudo strike
157.75
IV
48.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
145.84
IV
53.4%
B/E move
1.1%
Puts
Pseudo strike
159.07
IV
47.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
144.56
IV
50.7%
B/E move
0.8%
Puts
Pseudo strike
160.57
IV
46.6%
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%