Share price$23.70
1D+2.4%
Sold putSold call
Deluxe Corporation DLX
i
Market datapartial · fetched 2026-10-22T17:06:06.436Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T17:05:40.554141389Z
FundamentalsAlpha Vantage · unavailable
Deluxe Corporation options
PutsExpensive2.43×
CallsExpensive1.47×
SkewBearish+24.31 pp
Implied moveBearish±$3.14
TiltBearish60.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.86 | 70.7% | 32.0% | 20.43 | 69.7% | 16.2% |
| 25Δ | 29.22 | 64.2% | 25.5% | 21.23 | 63.6% | 13.3% |
| 30Δ | 27.58 | 57.7% | 19.0% | 22.02 | 57.5% | 10.4% |
| 35Δ | 25.94 | 51.1% | 12.5% | 22.70 | 54.7% | 8.3% |
| 40Δ | 24.83 | 47.0% | 8.4% | 23.22 | 57.0% | 7.6% |
| 45Δ | 24.45 | 46.1% | 7.4% | 23.73 | 59.3% | 6.8% |
| 50Δ | 24.06 | 45.2% | 6.5% | 24.25 | 61.6% | 6.0% |
| 55Δ | 23.68 | 44.2% | 5.5% | 24.77 | 63.9% | 5.2% |
| 60Δ | 23.29 | 43.3% | 4.6% | 26.11 | 71.7% | 4.6% |
| 65Δ | 22.90 | 42.4% | 3.6% | 28.14 | 84.1% | 4.1% |
| 70Δ | 22.52 | 41.4% | 2.7% | 30.17 | 96.5% | 3.7% |
| 75Δ | 32.20 | 108.9% | 3.2% | |||
| 80Δ | 34.23 | 121.3% | 2.7% | |||
20Δ
- Pseudo strike
- 30.86
- IV
- 70.7%
- B/E move
- 32.0%
- Pseudo strike
- 20.43
- IV
- 69.7%
- B/E move
- 16.2%
25Δ
- Pseudo strike
- 29.22
- IV
- 64.2%
- B/E move
- 25.5%
- Pseudo strike
- 21.23
- IV
- 63.6%
- B/E move
- 13.3%
30Δ
- Pseudo strike
- 27.58
- IV
- 57.7%
- B/E move
- 19.0%
- Pseudo strike
- 22.02
- IV
- 57.5%
- B/E move
- 10.4%
35Δ
- Pseudo strike
- 25.94
- IV
- 51.1%
- B/E move
- 12.5%
- Pseudo strike
- 22.70
- IV
- 54.7%
- B/E move
- 8.3%
40Δ
- Pseudo strike
- 24.83
- IV
- 47.0%
- B/E move
- 8.4%
- Pseudo strike
- 23.22
- IV
- 57.0%
- B/E move
- 7.6%
45Δ
- Pseudo strike
- 24.45
- IV
- 46.1%
- B/E move
- 7.4%
- Pseudo strike
- 23.73
- IV
- 59.3%
- B/E move
- 6.8%
50Δ
- Pseudo strike
- 24.06
- IV
- 45.2%
- B/E move
- 6.5%
- Pseudo strike
- 24.25
- IV
- 61.6%
- B/E move
- 6.0%
55Δ
- Pseudo strike
- 23.68
- IV
- 44.2%
- B/E move
- 5.5%
- Pseudo strike
- 24.77
- IV
- 63.9%
- B/E move
- 5.2%
60Δ
- Pseudo strike
- 23.29
- IV
- 43.3%
- B/E move
- 4.6%
- Pseudo strike
- 26.11
- IV
- 71.7%
- B/E move
- 4.6%
65Δ
- Pseudo strike
- 22.90
- IV
- 42.4%
- B/E move
- 3.6%
- Pseudo strike
- 28.14
- IV
- 84.1%
- B/E move
- 4.1%
70Δ
- Pseudo strike
- 22.52
- IV
- 41.4%
- B/E move
- 2.7%
- Pseudo strike
- 30.17
- IV
- 96.5%
- B/E move
- 3.7%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 32.20
- IV
- 108.9%
- B/E move
- 3.2%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 34.23
- IV
- 121.3%
- B/E move
- 2.7%
Options history
Table
| Date | IV |
|---|---|
| 44.58% | |
| 46.43% |