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DLH Holdings Corp. DLHC

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Market datapartial · fetched 2026-10-22T22:56:01.866Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-22T20:00:00.87352479Z

FundamentalsAlpha Vantage · unavailable

Share price$3.72
1D-2.6%
AH$3.55$3.62$3.70$3.78$3.855:30 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.$0.09$0.39$0.69$0.99$1.29$1.06$2.65$4.23$5.82$7.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DLHC spot · $3.72DLHC PRICE$0.12$0.28$0.36$0.45$0.53$0.61$0.70$0.78$0.87$0.95$1.03$1.12$1.20$0.40$0.46$0.51$0.57$0.62$0.68$0.73$0.79$0.84$0.89$0.95$1.00$1.06
PutsCheap0.89×
CallsCheap0.91×
SkewBullish-9.36 pp
Implied moveBearish±$1.43
TiltBearish2.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.9564.1%63.3%2.58123.2%41.5%
25Δ7.49117.6%108.7%2.74116.9%38.6%
30Δ7.10113.9%100.5%2.90110.6%35.8%
35Δ6.71110.2%92.3%3.06104.3%32.9%
40Δ6.32106.5%84.0%3.2298.0%30.1%
45Δ5.93102.8%75.8%3.3891.6%27.2%
50Δ5.5499.1%67.6%3.5585.3%24.3%
55Δ5.1595.4%59.3%3.7179.0%21.5%
60Δ4.7691.7%51.1%3.8772.7%18.6%
65Δ4.3788.0%42.9%4.0366.4%15.7%
70Δ3.9784.3%34.6%4.1960.1%12.9%
75Δ3.5880.6%26.4%4.3553.7%10.0%
80Δ3.1976.9%18.2%4.5147.4%7.2%

20Δ

Calls
Pseudo strike
5.95
IV
64.1%
B/E move
63.3%
Puts
Pseudo strike
2.58
IV
123.2%
B/E move
41.5%

25Δ

Calls
Pseudo strike
7.49
IV
117.6%
B/E move
108.7%
Puts
Pseudo strike
2.74
IV
116.9%
B/E move
38.6%

30Δ

Calls
Pseudo strike
7.10
IV
113.9%
B/E move
100.5%
Puts
Pseudo strike
2.90
IV
110.6%
B/E move
35.8%

35Δ

Calls
Pseudo strike
6.71
IV
110.2%
B/E move
92.3%
Puts
Pseudo strike
3.06
IV
104.3%
B/E move
32.9%

40Δ

Calls
Pseudo strike
6.32
IV
106.5%
B/E move
84.0%
Puts
Pseudo strike
3.22
IV
98.0%
B/E move
30.1%

45Δ

Calls
Pseudo strike
5.93
IV
102.8%
B/E move
75.8%
Puts
Pseudo strike
3.38
IV
91.6%
B/E move
27.2%

50Δ

Calls
Pseudo strike
5.54
IV
99.1%
B/E move
67.6%
Puts
Pseudo strike
3.55
IV
85.3%
B/E move
24.3%

55Δ

Calls
Pseudo strike
5.15
IV
95.4%
B/E move
59.3%
Puts
Pseudo strike
3.71
IV
79.0%
B/E move
21.5%

60Δ

Calls
Pseudo strike
4.76
IV
91.7%
B/E move
51.1%
Puts
Pseudo strike
3.87
IV
72.7%
B/E move
18.6%

65Δ

Calls
Pseudo strike
4.37
IV
88.0%
B/E move
42.9%
Puts
Pseudo strike
4.03
IV
66.4%
B/E move
15.7%

70Δ

Calls
Pseudo strike
3.97
IV
84.3%
B/E move
34.6%
Puts
Pseudo strike
4.19
IV
60.1%
B/E move
12.9%

75Δ

Calls
Pseudo strike
3.58
IV
80.6%
B/E move
26.4%
Puts
Pseudo strike
4.35
IV
53.7%
B/E move
10.0%

80Δ

Calls
Pseudo strike
3.19
IV
76.9%
B/E move
18.2%
Puts
Pseudo strike
4.51
IV
47.4%
B/E move
7.2%

Options history

No recorded observations