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Deluxe Corporation DLX

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Market datapartial · fetched 2026-10-23T19:05:22.341Z

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 · 2026-10-23T19:03:10.87756168Z

FundamentalsAlpha Vantage · unavailable

Share price$23.47
1D-1.2%
$23.15$23.31$23.48$23.64$23.805:30 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$0.19$2.38$4.56$6.75$8.93$17.35$20.46$23.58$26.69$29.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DLX spot · $23.46DLX PRICE$0.43$0.53$0.63$0.73$1.44$2.29$3.15$4.01$4.87$5.73$6.59$7.44$8.30$1.07$1.06$1.06$1.05$1.27$1.55$1.83$2.12$2.40$3.63$5.06$6.50$7.93
PutsExpensive2.40×
CallsExpensive2.33×
SkewBullish-3.41 pp
Implied moveBullish±$4.99
TiltBullish11.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.5873.0%32.1%18.20132.9%27.0%
25Δ28.8466.1%25.1%19.53110.2%21.3%
30Δ27.0959.1%18.1%20.8787.5%15.6%
35Δ25.3552.2%11.1%22.2064.8%9.9%
40Δ24.1756.7%9.1%22.8959.8%7.9%
45Δ23.1464.1%8.4%23.4060.0%6.9%
50Δ22.1171.4%7.7%23.9060.1%6.0%
55Δ21.0878.8%6.9%24.4160.3%5.0%
60Δ20.0586.2%6.2%24.9160.5%4.1%
65Δ19.0293.5%5.5%26.2964.4%3.4%
70Δ17.99100.9%4.7%27.8669.0%2.9%
75Δ16.95108.3%4.0%29.4273.7%2.3%
80Δ15.92115.6%3.2%30.9978.3%1.7%

20Δ

Calls
Pseudo strike
30.58
IV
73.0%
B/E move
32.1%
Puts
Pseudo strike
18.20
IV
132.9%
B/E move
27.0%

25Δ

Calls
Pseudo strike
28.84
IV
66.1%
B/E move
25.1%
Puts
Pseudo strike
19.53
IV
110.2%
B/E move
21.3%

30Δ

Calls
Pseudo strike
27.09
IV
59.1%
B/E move
18.1%
Puts
Pseudo strike
20.87
IV
87.5%
B/E move
15.6%

35Δ

Calls
Pseudo strike
25.35
IV
52.2%
B/E move
11.1%
Puts
Pseudo strike
22.20
IV
64.8%
B/E move
9.9%

40Δ

Calls
Pseudo strike
24.17
IV
56.7%
B/E move
9.1%
Puts
Pseudo strike
22.89
IV
59.8%
B/E move
7.9%

45Δ

Calls
Pseudo strike
23.14
IV
64.1%
B/E move
8.4%
Puts
Pseudo strike
23.40
IV
60.0%
B/E move
6.9%

50Δ

Calls
Pseudo strike
22.11
IV
71.4%
B/E move
7.7%
Puts
Pseudo strike
23.90
IV
60.1%
B/E move
6.0%

55Δ

Calls
Pseudo strike
21.08
IV
78.8%
B/E move
6.9%
Puts
Pseudo strike
24.41
IV
60.3%
B/E move
5.0%

60Δ

Calls
Pseudo strike
20.05
IV
86.2%
B/E move
6.2%
Puts
Pseudo strike
24.91
IV
60.5%
B/E move
4.1%

65Δ

Calls
Pseudo strike
19.02
IV
93.5%
B/E move
5.5%
Puts
Pseudo strike
26.29
IV
64.4%
B/E move
3.4%

70Δ

Calls
Pseudo strike
17.99
IV
100.9%
B/E move
4.7%
Puts
Pseudo strike
27.86
IV
69.0%
B/E move
2.9%

75Δ

Calls
Pseudo strike
16.95
IV
108.3%
B/E move
4.0%
Puts
Pseudo strike
29.42
IV
73.7%
B/E move
2.3%

80Δ

Calls
Pseudo strike
15.92
IV
115.6%
B/E move
3.2%
Puts
Pseudo strike
30.99
IV
78.3%
B/E move
1.7%

Options history

DLX44.4045.6846.952026-10-20: 44.58%2026-10-21: 46.43%2026-10-22: 46.78%Oct 20Oct 22
Table
DateIV
44.58%
46.43%
46.78%