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Deluxe Corporation DLX

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Market datapartial · fetched 2026-10-23T23:12:53.969Z

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 · 2026-10-23T23:00:00.002195148Z

FundamentalsAlpha Vantage · unavailable

Share price$23.32
1D-1.8%
AH$23.15$23.31$23.48$23.64$23.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDLX
Sold putSold callAH

Deluxe Corporation options

Live interpolated DLX call and put midpoint premiums by absolute delta.Deluxe Corporation$0.27$1.31$2.35$3.40$4.44$18.79$21.22$23.64$26.07$28.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DLX spot · $23.32DLX PRICE$0.39$0.46$0.53$0.76$1.06$1.37$1.68$1.98$2.29$2.71$3.18$3.64$4.14$0.53$0.62$0.71$0.81$1.07$1.37$1.68$1.98$2.29
PutsExpensive1.82×
CallsExpensive1.94×
SkewBullish-10.05 pp
Implied moveBalanced±$3.35
TiltBullish37.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.0571.1%30.5%20.2368.5%15.5%
25Δ27.8759.6%21.5%20.9462.2%12.9%
30Δ25.6948.1%12.4%21.6555.8%10.2%
35Δ24.7148.0%9.2%22.3549.5%7.6%
40Δ24.3053.1%8.7%22.8749.6%6.5%
45Δ23.8858.3%8.3%23.3351.4%5.8%
50Δ23.4663.4%7.8%23.7953.2%5.2%
55Δ23.0468.6%7.3%24.2555.0%4.5%
60Δ22.6273.8%6.8%24.7156.8%3.8%
65Δ22.0076.2%6.0%
70Δ21.3077.4%5.0%
75Δ20.6178.7%4.0%
80Δ19.8979.5%3.0%

20Δ

Calls
Pseudo strike
30.05
IV
71.1%
B/E move
30.5%
Puts
Pseudo strike
20.23
IV
68.5%
B/E move
15.5%

25Δ

Calls
Pseudo strike
27.87
IV
59.6%
B/E move
21.5%
Puts
Pseudo strike
20.94
IV
62.2%
B/E move
12.9%

30Δ

Calls
Pseudo strike
25.69
IV
48.1%
B/E move
12.4%
Puts
Pseudo strike
21.65
IV
55.8%
B/E move
10.2%

35Δ

Calls
Pseudo strike
24.71
IV
48.0%
B/E move
9.2%
Puts
Pseudo strike
22.35
IV
49.5%
B/E move
7.6%

40Δ

Calls
Pseudo strike
24.30
IV
53.1%
B/E move
8.7%
Puts
Pseudo strike
22.87
IV
49.6%
B/E move
6.5%

45Δ

Calls
Pseudo strike
23.88
IV
58.3%
B/E move
8.3%
Puts
Pseudo strike
23.33
IV
51.4%
B/E move
5.8%

50Δ

Calls
Pseudo strike
23.46
IV
63.4%
B/E move
7.8%
Puts
Pseudo strike
23.79
IV
53.2%
B/E move
5.2%

55Δ

Calls
Pseudo strike
23.04
IV
68.6%
B/E move
7.3%
Puts
Pseudo strike
24.25
IV
55.0%
B/E move
4.5%

60Δ

Calls
Pseudo strike
22.62
IV
73.8%
B/E move
6.8%
Puts
Pseudo strike
24.71
IV
56.8%
B/E move
3.8%

65Δ

Calls
Pseudo strike
22.00
IV
76.2%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
21.30
IV
77.4%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
20.61
IV
78.7%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
19.89
IV
79.5%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

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%