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DLH Holdings Corp. DLHC

INDUSTRIALS · SPECIALTY BUSINESS SERVICES
i

Market dataready · fetched 2026-11-12T01:44:49.645Z

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: 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 · 2026-11-11T21:00:00.88422832Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T01:44:49.107264+00:00

Share price$3.51
1D-1.7%
AH$3.49$3.52$3.55$3.58$3.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDLHC
Sold putSold callAH

DLH Holdings Corp. options

Live interpolated DLHC call and put midpoint premiums by absolute delta.DLH Holdings Corp.$0.27$1.15$2.02$2.90$3.78$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEDLHC PRICE$0.53$0.36$0.63$0.89$1.15$1.42$1.68$1.94$2.21$2.47$2.73$3.00$3.26$3.52
PutsExpensive4.45×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.52413.7%38.6%
25Δ2.87406.9%36.0%
30Δ3.23400.2%33.3%
35Δ8.80652.3%165.7%3.59393.4%30.7%
40Δ3.94386.7%28.1%
45Δ4.30379.9%25.4%
50Δ4.65373.2%22.8%
55Δ5.01366.5%20.2%
60Δ5.37359.7%17.5%
65Δ5.72353.0%14.9%
70Δ6.08346.2%12.3%
75Δ6.43339.5%9.6%
80Δ6.79332.7%7.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.52
IV
413.7%
B/E move
38.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.87
IV
406.9%
B/E move
36.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.23
IV
400.2%
B/E move
33.3%

35Δ

Calls
Pseudo strike
8.80
IV
652.3%
B/E move
165.7%
Puts
Pseudo strike
3.59
IV
393.4%
B/E move
30.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.94
IV
386.7%
B/E move
28.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.30
IV
379.9%
B/E move
25.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.65
IV
373.2%
B/E move
22.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.01
IV
366.5%
B/E move
20.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.37
IV
359.7%
B/E move
17.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.72
IV
353.0%
B/E move
14.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.08
IV
346.2%
B/E move
12.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.43
IV
339.5%
B/E move
9.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.79
IV
332.7%
B/E move
7.0%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations