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Deluxe Corporation DLX

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Market datapartial · fetched 2026-10-22T15:24:28.234Z

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 · 2026-10-22T15:22:15.231253803Z

FundamentalsAlpha Vantage · unavailable

Share price$23.73
1D+2.5%
$23.09$23.26$23.43$23.60$23.775:30 AM6:30 AM9:00 AM1:00 PMDLX
Sold putSold call

Deluxe Corporation options

Live interpolated DLX call and put midpoint premiums by absolute delta.Deluxe Corporation$0.10$3.21$6.32$9.42$12.53$17.42$20.12$22.81$25.51$28.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DLX spot · $23.73DLX PRICE$0.44$0.54$0.64$0.75$0.87$1.02$1.18$1.33$1.49$1.64$1.80$0.58$0.73$0.88$1.07$1.38$1.70$2.01$2.33$3.67$5.66$7.65$9.64$11.64
PutsExpensive2.57×
CallsExpensive1.50×
SkewBearish+27.20 pp
Implied moveBearish±$3.19
TiltBearish61.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.9771.6%32.4%20.4271.0%16.4%
25Δ29.3865.5%26.1%21.1767.2%13.9%
30Δ27.7859.5%19.8%21.9263.3%11.3%
35Δ26.1853.5%13.5%22.6260.6%9.2%
40Δ24.9048.7%8.6%23.1661.7%8.2%
45Δ24.5147.4%7.6%23.7062.8%7.2%
50Δ24.1246.1%6.6%24.2563.9%6.3%
55Δ23.7344.8%5.6%24.7965.0%5.3%
60Δ23.3443.4%4.7%26.2973.8%4.7%
65Δ22.9542.1%3.7%28.3887.3%4.2%
70Δ22.5640.8%2.7%30.48100.8%3.8%
75Δ32.57114.3%3.4%
80Δ34.67127.8%2.9%

20Δ

Calls
Pseudo strike
30.97
IV
71.6%
B/E move
32.4%
Puts
Pseudo strike
20.42
IV
71.0%
B/E move
16.4%

25Δ

Calls
Pseudo strike
29.38
IV
65.5%
B/E move
26.1%
Puts
Pseudo strike
21.17
IV
67.2%
B/E move
13.9%

30Δ

Calls
Pseudo strike
27.78
IV
59.5%
B/E move
19.8%
Puts
Pseudo strike
21.92
IV
63.3%
B/E move
11.3%

35Δ

Calls
Pseudo strike
26.18
IV
53.5%
B/E move
13.5%
Puts
Pseudo strike
22.62
IV
60.6%
B/E move
9.2%

40Δ

Calls
Pseudo strike
24.90
IV
48.7%
B/E move
8.6%
Puts
Pseudo strike
23.16
IV
61.7%
B/E move
8.2%

45Δ

Calls
Pseudo strike
24.51
IV
47.4%
B/E move
7.6%
Puts
Pseudo strike
23.70
IV
62.8%
B/E move
7.2%

50Δ

Calls
Pseudo strike
24.12
IV
46.1%
B/E move
6.6%
Puts
Pseudo strike
24.25
IV
63.9%
B/E move
6.3%

55Δ

Calls
Pseudo strike
23.73
IV
44.8%
B/E move
5.6%
Puts
Pseudo strike
24.79
IV
65.0%
B/E move
5.3%

60Δ

Calls
Pseudo strike
23.34
IV
43.4%
B/E move
4.7%
Puts
Pseudo strike
26.29
IV
73.8%
B/E move
4.7%

65Δ

Calls
Pseudo strike
22.95
IV
42.1%
B/E move
3.7%
Puts
Pseudo strike
28.38
IV
87.3%
B/E move
4.2%

70Δ

Calls
Pseudo strike
22.56
IV
40.8%
B/E move
2.7%
Puts
Pseudo strike
30.48
IV
100.8%
B/E move
3.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.57
IV
114.3%
B/E move
3.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.67
IV
127.8%
B/E move
2.9%

Options history

No recorded observations