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Dick's Sporting Goods, Inc. DKS

i

Market dataready · fetched 2026-11-07T02:43:51.492Z

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 · 2026-11-07T00:00:00.002037708Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-07T02:43:51.129009+00:00

Share price$140.82
1D-0.1%
AH$138.74$139.68$140.62$141.55$142.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDKS
Sold putSold callAH

Dick's Sporting Goods, Inc. options

Live interpolated DKS call and put midpoint premiums by absolute delta.Dick's Sporting Goods, Inc.$0.70$3.01$5.31$7.61$9.91$129.65$135.86$142.07$148.29$154.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DKS spot · $140.82DKS PRICE$0.95$1.32$1.50$1.83$1.97$2.68$3.12$3.87$4.50$5.03$5.65$6.09$7.29$1.18$1.53$1.70$2.09$2.54$3.01$3.54$4.02$4.43$5.66$7.11$7.91$9.25
PutsFair1.00×
CallsCheap0.72×
SkewBearish+3.39 pp
Implied moveBearish±$6.66
TiltBearish8.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ148.6844.4%6.3%132.9652.2%6.4%
25Δ147.5646.9%5.7%134.7250.8%5.4%
30Δ145.4941.6%4.4%136.7244.2%4.1%
35Δ144.2941.0%3.8%137.9144.0%3.6%
40Δ142.9036.3%2.9%139.0244.0%3.1%
45Δ142.1641.6%2.8%140.1143.8%2.6%
50Δ141.1641.5%2.5%141.1843.8%2.3%
55Δ140.1044.4%2.2%142.2142.7%1.9%
60Δ139.0044.7%1.9%143.1840.5%1.5%
65Δ137.9543.3%1.5%144.6144.6%1.3%
70Δ136.9042.3%1.2%146.3048.4%1.2%
75Δ136.0139.6%0.9%147.5146.7%0.9%
80Δ134.5641.0%0.7%149.1947.0%0.6%

20Δ

Calls
Pseudo strike
148.68
IV
44.4%
B/E move
6.3%
Puts
Pseudo strike
132.96
IV
52.2%
B/E move
6.4%

25Δ

Calls
Pseudo strike
147.56
IV
46.9%
B/E move
5.7%
Puts
Pseudo strike
134.72
IV
50.8%
B/E move
5.4%

30Δ

Calls
Pseudo strike
145.49
IV
41.6%
B/E move
4.4%
Puts
Pseudo strike
136.72
IV
44.2%
B/E move
4.1%

35Δ

Calls
Pseudo strike
144.29
IV
41.0%
B/E move
3.8%
Puts
Pseudo strike
137.91
IV
44.0%
B/E move
3.6%

40Δ

Calls
Pseudo strike
142.90
IV
36.3%
B/E move
2.9%
Puts
Pseudo strike
139.02
IV
44.0%
B/E move
3.1%

45Δ

Calls
Pseudo strike
142.16
IV
41.6%
B/E move
2.8%
Puts
Pseudo strike
140.11
IV
43.8%
B/E move
2.6%

50Δ

Calls
Pseudo strike
141.16
IV
41.5%
B/E move
2.5%
Puts
Pseudo strike
141.18
IV
43.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
140.10
IV
44.4%
B/E move
2.2%
Puts
Pseudo strike
142.21
IV
42.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
139.00
IV
44.7%
B/E move
1.9%
Puts
Pseudo strike
143.18
IV
40.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
137.95
IV
43.3%
B/E move
1.5%
Puts
Pseudo strike
144.61
IV
44.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
136.90
IV
42.3%
B/E move
1.2%
Puts
Pseudo strike
146.30
IV
48.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
136.01
IV
39.6%
B/E move
0.9%
Puts
Pseudo strike
147.51
IV
46.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
134.56
IV
41.0%
B/E move
0.7%
Puts
Pseudo strike
149.19
IV
47.0%
B/E move
0.6%

Options history

IV · four-Friday blend47.03%
Daily close
DKS37.5%47.2%56.9%2026-08-10: 45.37%2026-08-11: 44.33%2026-08-12: 44.40%2026-08-13: 44.76%2026-08-14: 43.77%2026-08-17: 44.56%2026-08-18: 45.94%2026-08-19: 45.96%2026-08-20: 49.97%2026-08-21: 49.00%2026-08-24: 49.70%2026-08-26: 45.11%2026-08-27: 42.48%2026-08-28: 39.43%2026-08-31: 40.22%2026-09-01: 42.13%2026-09-02: 41.25%2026-09-03: 40.53%2026-09-04: 38.83%2026-09-08: 48.15%2026-09-09: 46.89%2026-09-10: 51.78%2026-09-11: 44.92%2026-09-14: 47.38%2026-09-15: 52.83%2026-09-16: 45.53%2026-09-17: 47.74%2026-09-18: 40.36%2026-09-21: 42.09%2026-09-22: 44.73%2026-09-23: 44.33%2026-09-24: 41.31%2026-09-25: 39.35%2026-09-28: 42.22%2026-09-29: 44.90%2026-09-30: 46.00%2026-10-01: 55.52%2026-10-02: 41.14%2026-10-05: 40.09%2026-10-06: 40.84%2026-10-07: 42.40%2026-10-08: 43.33%2026-10-09: 40.47%2026-10-12: 43.00%2026-10-13: 42.76%2026-10-14: 44.54%2026-10-15: 45.56%2026-10-16: 40.52%2026-10-19: 42.93%2026-10-20: 43.08%2026-10-21: 45.04%2026-10-22: 45.99%2026-10-23: 40.79%2026-10-26: 42.58%2026-10-27: 41.61%2026-10-28: 42.50%2026-10-29: 44.93%2026-10-30: 47.03%Aug 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
45.37%
44.33%
44.40%
44.76%
43.77%
44.56%
45.94%
45.96%
49.97%
49.00%
49.70%
45.11%
42.48%
39.43%
40.22%
42.13%
41.25%
40.53%
38.83%
48.15%
46.89%
51.78%
44.92%
47.38%
52.83%
45.53%
47.74%
40.36%
42.09%
44.73%
44.33%
41.31%
39.35%
42.22%
44.90%
46.00%
55.52%
41.14%
40.09%
40.84%
42.40%
43.33%
40.47%
43.00%
42.76%
44.54%
45.56%
40.52%
42.93%
43.08%
45.04%
45.99%
40.79%
42.58%
41.61%
42.50%
44.93%
47.03%