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DLH Holdings Corp. DLHC

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Market datapartial · fetched 2026-10-22T15:08:43.409Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T15:04:46.491967884Z

FundamentalsAlpha Vantage · unavailable

Share price$3.72
1D-2.6%
$3.55$3.62$3.70$3.77$3.845:30 AM6:30 AM9:00 AM1:00 PMDLHC
Sold putSold call

DLH Holdings Corp. options

Live interpolated DLHC call and put midpoint premiums by absolute delta.DLH Holdings Corp.$0.19$0.45$0.72$0.98$1.25$1.47$2.72$3.97$5.22$6.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DLHC spot · $3.72DLHC PRICE$0.22$0.33$0.38$0.46$0.53$0.61$0.69$0.76$0.84$0.91$0.99$1.07$1.14$0.38$0.45$0.51$0.58$0.64$0.71$0.78$0.84$0.91$0.97$1.04$1.11$1.17
PutsExpensive1.34×
CallsExpensive1.63×
SkewBullish-48.09 pp
Implied moveBearish±$1.46
TiltBearish6.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.57206.4%109.4%2.58237.0%40.9%
25Δ9.35292.1%160.2%2.75225.4%38.0%
30Δ7.47268.4%111.1%2.93213.8%35.1%
35Δ7.06256.6%102.0%3.10202.3%32.2%
40Δ6.65244.8%93.0%3.27190.7%29.3%
45Δ6.23233.1%84.0%3.45179.1%26.4%
50Δ5.82221.3%74.9%3.62167.6%23.5%
55Δ5.41209.5%65.9%3.79156.0%20.6%
60Δ5.00197.8%56.9%3.97144.4%17.7%
65Δ4.59186.0%47.9%4.14132.8%14.8%
70Δ4.17174.2%38.8%4.32121.3%11.9%
75Δ3.76162.5%29.8%4.49109.7%9.1%
80Δ3.35150.7%20.8%4.6698.1%6.2%

20Δ

Calls
Pseudo strike
7.57
IV
206.4%
B/E move
109.4%
Puts
Pseudo strike
2.58
IV
237.0%
B/E move
40.9%

25Δ

Calls
Pseudo strike
9.35
IV
292.1%
B/E move
160.2%
Puts
Pseudo strike
2.75
IV
225.4%
B/E move
38.0%

30Δ

Calls
Pseudo strike
7.47
IV
268.4%
B/E move
111.1%
Puts
Pseudo strike
2.93
IV
213.8%
B/E move
35.1%

35Δ

Calls
Pseudo strike
7.06
IV
256.6%
B/E move
102.0%
Puts
Pseudo strike
3.10
IV
202.3%
B/E move
32.2%

40Δ

Calls
Pseudo strike
6.65
IV
244.8%
B/E move
93.0%
Puts
Pseudo strike
3.27
IV
190.7%
B/E move
29.3%

45Δ

Calls
Pseudo strike
6.23
IV
233.1%
B/E move
84.0%
Puts
Pseudo strike
3.45
IV
179.1%
B/E move
26.4%

50Δ

Calls
Pseudo strike
5.82
IV
221.3%
B/E move
74.9%
Puts
Pseudo strike
3.62
IV
167.6%
B/E move
23.5%

55Δ

Calls
Pseudo strike
5.41
IV
209.5%
B/E move
65.9%
Puts
Pseudo strike
3.79
IV
156.0%
B/E move
20.6%

60Δ

Calls
Pseudo strike
5.00
IV
197.8%
B/E move
56.9%
Puts
Pseudo strike
3.97
IV
144.4%
B/E move
17.7%

65Δ

Calls
Pseudo strike
4.59
IV
186.0%
B/E move
47.9%
Puts
Pseudo strike
4.14
IV
132.8%
B/E move
14.8%

70Δ

Calls
Pseudo strike
4.17
IV
174.2%
B/E move
38.8%
Puts
Pseudo strike
4.32
IV
121.3%
B/E move
11.9%

75Δ

Calls
Pseudo strike
3.76
IV
162.5%
B/E move
29.8%
Puts
Pseudo strike
4.49
IV
109.7%
B/E move
9.1%

80Δ

Calls
Pseudo strike
3.35
IV
150.7%
B/E move
20.8%
Puts
Pseudo strike
4.66
IV
98.1%
B/E move
6.2%

Options history

No recorded observations