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DR Horton Inc DHI

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
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Market dataready · fetched 2026-10-16T00:21:44.754Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:48:41.60800855Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:21:43.882760+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$1.19$6.63$12.08$17.52$22.96$116.34$127.42$138.49$149.57$160.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DHI spot · $139.55DHI PRICE$1.78$2.36$2.95$3.69$4.42$5.27$6.15$7.31$8.76$10.17$11.46$12.75$14.69$2.35$3.34$4.19$4.75$5.67$6.73$8.06$9.61$11.01$12.30$14.55$18.63$21.39
PutsExpensive1.09×
CallsExpensive1.10×
SkewBearish+4.83 pp
Implied moveBearish±$14.21
TiltBearish14.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ156.1938.2%13.2%125.9343.9%11.4%
25Δ153.0838.0%11.4%128.3746.2%10.4%
30Δ150.1037.6%9.7%131.0446.5%9.1%
35Δ147.7437.7%8.5%134.1442.7%7.3%
40Δ145.4037.7%7.4%136.6741.6%6.1%
45Δ143.2337.7%6.4%138.9841.5%5.2%
50Δ141.1037.6%5.5%141.3741.9%4.5%
55Δ138.9238.3%4.8%143.8242.7%3.8%
60Δ136.6839.8%4.2%146.1642.3%3.2%
65Δ134.4540.7%3.6%148.4140.9%2.5%
70Δ132.2339.7%3.0%151.4541.6%1.9%
75Δ130.0038.8%2.3%155.9945.7%1.6%
80Δ127.3838.3%1.8%159.4845.1%1.0%

20Δ

Calls
Pseudo strike
156.19
IV
38.2%
B/E move
13.2%
Puts
Pseudo strike
125.93
IV
43.9%
B/E move
11.4%

25Δ

Calls
Pseudo strike
153.08
IV
38.0%
B/E move
11.4%
Puts
Pseudo strike
128.37
IV
46.2%
B/E move
10.4%

30Δ

Calls
Pseudo strike
150.10
IV
37.6%
B/E move
9.7%
Puts
Pseudo strike
131.04
IV
46.5%
B/E move
9.1%

35Δ

Calls
Pseudo strike
147.74
IV
37.7%
B/E move
8.5%
Puts
Pseudo strike
134.14
IV
42.7%
B/E move
7.3%

40Δ

Calls
Pseudo strike
145.40
IV
37.7%
B/E move
7.4%
Puts
Pseudo strike
136.67
IV
41.6%
B/E move
6.1%

45Δ

Calls
Pseudo strike
143.23
IV
37.7%
B/E move
6.4%
Puts
Pseudo strike
138.98
IV
41.5%
B/E move
5.2%

50Δ

Calls
Pseudo strike
141.10
IV
37.6%
B/E move
5.5%
Puts
Pseudo strike
141.37
IV
41.9%
B/E move
4.5%

55Δ

Calls
Pseudo strike
138.92
IV
38.3%
B/E move
4.8%
Puts
Pseudo strike
143.82
IV
42.7%
B/E move
3.8%

60Δ

Calls
Pseudo strike
136.68
IV
39.8%
B/E move
4.2%
Puts
Pseudo strike
146.16
IV
42.3%
B/E move
3.2%

65Δ

Calls
Pseudo strike
134.45
IV
40.7%
B/E move
3.6%
Puts
Pseudo strike
148.41
IV
40.9%
B/E move
2.5%

70Δ

Calls
Pseudo strike
132.23
IV
39.7%
B/E move
3.0%
Puts
Pseudo strike
151.45
IV
41.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
130.00
IV
38.8%
B/E move
2.3%
Puts
Pseudo strike
155.99
IV
45.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
127.38
IV
38.3%
B/E move
1.8%
Puts
Pseudo strike
159.48
IV
45.1%
B/E move
1.0%