IntraAlpha
Create free account Start free

Dick’s Sporting Goods Inc DKS

CONSUMER CYCLICAL · SPECIALTY RETAIL
i

Market dataready · fetched 2026-10-15T20:04:09.706Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:03.666000529Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:04:09.363211+00:00

Share price$140.84
1D+3.2%
AH$136$138$140$141$1435:30 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$0.20$1.88$3.57$5.25$6.94$132.49$136.72$140.95$145.18$149.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $140.84OPTION PRICELive DKS spot · $140.84DKS PRICE$0.41$0.80$0.75$0.93$1.13$1.33$1.52$1.64$1.76$2.44$3.13$4.27$6.45$0.38$0.51$0.63$0.71$0.92$1.31$1.69$1.84$1.94$2.08$2.27$2.45$2.72
PutsCheap0.68×
CallsCheap0.63×
SkewBullish-14.24 pp
Implied moveBearish±$3.21
TiltBullish15.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ144.0249.8%2.5%138.1145.2%2.2%
25Δ145.0276.9%3.5%138.6445.4%1.9%
30Δ143.0554.5%2.1%139.1744.3%1.6%
35Δ142.4754.2%1.8%139.7140.5%1.3%
40Δ141.9454.4%1.6%140.1741.7%1.1%
45Δ141.4253.9%1.4%140.5648.8%1.1%
50Δ140.9252.7%1.1%140.9455.9%1.1%
55Δ140.4948.9%0.9%141.3553.0%0.9%
60Δ140.0745.0%0.7%141.7748.4%0.7%
65Δ139.3553.8%0.7%142.1644.7%0.5%
70Δ138.5860.4%0.6%142.5142.2%0.4%
75Δ137.3972.3%0.6%142.8739.7%0.3%
80Δ135.2095.4%0.6%143.2537.5%0.2%

20Δ

Calls
Pseudo strike
144.02
IV
49.8%
B/E move
2.5%
Puts
Pseudo strike
138.11
IV
45.2%
B/E move
2.2%

25Δ

Calls
Pseudo strike
145.02
IV
76.9%
B/E move
3.5%
Puts
Pseudo strike
138.64
IV
45.4%
B/E move
1.9%

30Δ

Calls
Pseudo strike
143.05
IV
54.5%
B/E move
2.1%
Puts
Pseudo strike
139.17
IV
44.3%
B/E move
1.6%

35Δ

Calls
Pseudo strike
142.47
IV
54.2%
B/E move
1.8%
Puts
Pseudo strike
139.71
IV
40.5%
B/E move
1.3%

40Δ

Calls
Pseudo strike
141.94
IV
54.4%
B/E move
1.6%
Puts
Pseudo strike
140.17
IV
41.7%
B/E move
1.1%

45Δ

Calls
Pseudo strike
141.42
IV
53.9%
B/E move
1.4%
Puts
Pseudo strike
140.56
IV
48.8%
B/E move
1.1%

50Δ

Calls
Pseudo strike
140.92
IV
52.7%
B/E move
1.1%
Puts
Pseudo strike
140.94
IV
55.9%
B/E move
1.1%

55Δ

Calls
Pseudo strike
140.49
IV
48.9%
B/E move
0.9%
Puts
Pseudo strike
141.35
IV
53.0%
B/E move
0.9%

60Δ

Calls
Pseudo strike
140.07
IV
45.0%
B/E move
0.7%
Puts
Pseudo strike
141.77
IV
48.4%
B/E move
0.7%

65Δ

Calls
Pseudo strike
139.35
IV
53.8%
B/E move
0.7%
Puts
Pseudo strike
142.16
IV
44.7%
B/E move
0.5%

70Δ

Calls
Pseudo strike
138.58
IV
60.4%
B/E move
0.6%
Puts
Pseudo strike
142.51
IV
42.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
137.39
IV
72.3%
B/E move
0.6%
Puts
Pseudo strike
142.87
IV
39.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
135.20
IV
95.4%
B/E move
0.6%
Puts
Pseudo strike
143.25
IV
37.5%
B/E move
0.2%