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DR Horton Inc DHI

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
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Market dataready · fetched 2026-10-16T21:51:04.150Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:10:00.002509647Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:51:03.605007+00:00

Share price$139.39
1D-0.5%
AH$138$139$141$142$1435:30 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$0.51$2.73$4.94$7.16$9.38$128.57$133.51$138.45$143.40$148.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DHI spot · $139.39DHI PRICE$0.75$0.93$1.13$1.51$1.86$2.19$2.69$3.25$3.35$3.83$4.51$5.52$6.21$0.91$1.27$1.68$1.84$2.28$2.77$3.47$3.83$4.48$5.58$5.81$7.18$8.74
PutsExpensive1.11×
CallsCheap0.94×
SkewBearish+7.65 pp
Implied moveBearish±$6.15
TiltBearish13.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ145.6535.7%5.0%133.1641.2%5.1%
25Δ143.9932.9%4.0%134.4141.9%4.5%
30Δ142.7430.7%3.2%135.3244.2%4.1%
35Δ142.1733.8%3.1%136.7939.3%3.2%
40Δ141.3734.7%2.8%137.7640.0%2.8%
45Δ140.5034.3%2.4%138.7340.7%2.5%
50Δ139.6435.7%2.1%139.7643.2%2.2%
55Δ138.8037.5%1.9%140.7041.1%1.8%
60Δ138.0333.2%1.4%141.7841.4%1.5%
65Δ137.2032.9%1.2%143.1144.6%1.3%
70Δ136.2533.7%1.0%143.8540.4%1.0%
75Δ135.0436.1%0.8%145.4843.0%0.8%
80Δ134.0535.1%0.6%147.3044.8%0.6%

20Δ

Calls
Pseudo strike
145.65
IV
35.7%
B/E move
5.0%
Puts
Pseudo strike
133.16
IV
41.2%
B/E move
5.1%

25Δ

Calls
Pseudo strike
143.99
IV
32.9%
B/E move
4.0%
Puts
Pseudo strike
134.41
IV
41.9%
B/E move
4.5%

30Δ

Calls
Pseudo strike
142.74
IV
30.7%
B/E move
3.2%
Puts
Pseudo strike
135.32
IV
44.2%
B/E move
4.1%

35Δ

Calls
Pseudo strike
142.17
IV
33.8%
B/E move
3.1%
Puts
Pseudo strike
136.79
IV
39.3%
B/E move
3.2%

40Δ

Calls
Pseudo strike
141.37
IV
34.7%
B/E move
2.8%
Puts
Pseudo strike
137.76
IV
40.0%
B/E move
2.8%

45Δ

Calls
Pseudo strike
140.50
IV
34.3%
B/E move
2.4%
Puts
Pseudo strike
138.73
IV
40.7%
B/E move
2.5%

50Δ

Calls
Pseudo strike
139.64
IV
35.7%
B/E move
2.1%
Puts
Pseudo strike
139.76
IV
43.2%
B/E move
2.2%

55Δ

Calls
Pseudo strike
138.80
IV
37.5%
B/E move
1.9%
Puts
Pseudo strike
140.70
IV
41.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
138.03
IV
33.2%
B/E move
1.4%
Puts
Pseudo strike
141.78
IV
41.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
137.20
IV
32.9%
B/E move
1.2%
Puts
Pseudo strike
143.11
IV
44.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
136.25
IV
33.7%
B/E move
1.0%
Puts
Pseudo strike
143.85
IV
40.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
135.04
IV
36.1%
B/E move
0.8%
Puts
Pseudo strike
145.48
IV
43.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
134.05
IV
35.1%
B/E move
0.6%
Puts
Pseudo strike
147.30
IV
44.8%
B/E move
0.6%