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Doximity, Inc. DOCS

i

Market dataready · fetched 2026-11-11T13:44:58.575Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T13:28:56.517134554Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:44:58.179675+00:00

Share price$32.70
1D
Price history unavailable.

Doximity, Inc. options

Live interpolated DOCS call and put midpoint premiums by absolute delta.Doximity, Inc.$0.19$1.06$1.92$2.79$3.65$24.57$28.62$32.67$36.73$40.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DOCS spot · $32.70DOCS PRICE$0.28$0.38$0.48$0.58$0.68$0.79$0.89$0.99$1.21$1.43$1.66$1.89$2.12$0.36$0.48$0.61$0.73$0.85$0.98$1.26$1.55$1.84$2.13$2.41$2.70$3.40
PutsCheap0.45×
CallsCheap0.36×
SkewBearish+11.69 pp
Implied moveBearish±$2.15
TiltBearish18.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.2151.3%8.5%30.3856.8%8.2%
25Δ34.7249.8%7.3%30.8056.1%7.3%
30Δ34.3548.7%6.5%31.2355.4%6.4%
35Δ33.9947.6%5.7%31.6554.7%5.4%
40Δ33.6346.5%4.9%32.0853.9%4.5%
45Δ33.2645.4%4.1%32.5053.3%3.6%
50Δ32.9044.3%3.3%32.9254.3%3.2%
55Δ32.5443.2%2.5%33.3455.2%2.8%
60Δ32.2142.3%2.2%33.7556.2%2.4%
65Δ31.8941.3%1.9%34.1757.2%2.0%
70Δ31.5640.4%1.6%34.5858.2%1.6%
75Δ31.2439.5%1.3%35.0059.2%1.2%
80Δ30.9238.5%1.0%35.8060.5%0.9%

20Δ

Calls
Pseudo strike
35.21
IV
51.3%
B/E move
8.5%
Puts
Pseudo strike
30.38
IV
56.8%
B/E move
8.2%

25Δ

Calls
Pseudo strike
34.72
IV
49.8%
B/E move
7.3%
Puts
Pseudo strike
30.80
IV
56.1%
B/E move
7.3%

30Δ

Calls
Pseudo strike
34.35
IV
48.7%
B/E move
6.5%
Puts
Pseudo strike
31.23
IV
55.4%
B/E move
6.4%

35Δ

Calls
Pseudo strike
33.99
IV
47.6%
B/E move
5.7%
Puts
Pseudo strike
31.65
IV
54.7%
B/E move
5.4%

40Δ

Calls
Pseudo strike
33.63
IV
46.5%
B/E move
4.9%
Puts
Pseudo strike
32.08
IV
53.9%
B/E move
4.5%

45Δ

Calls
Pseudo strike
33.26
IV
45.4%
B/E move
4.1%
Puts
Pseudo strike
32.50
IV
53.3%
B/E move
3.6%

50Δ

Calls
Pseudo strike
32.90
IV
44.3%
B/E move
3.3%
Puts
Pseudo strike
32.92
IV
54.3%
B/E move
3.2%

55Δ

Calls
Pseudo strike
32.54
IV
43.2%
B/E move
2.5%
Puts
Pseudo strike
33.34
IV
55.2%
B/E move
2.8%

60Δ

Calls
Pseudo strike
32.21
IV
42.3%
B/E move
2.2%
Puts
Pseudo strike
33.75
IV
56.2%
B/E move
2.4%

65Δ

Calls
Pseudo strike
31.89
IV
41.3%
B/E move
1.9%
Puts
Pseudo strike
34.17
IV
57.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
31.56
IV
40.4%
B/E move
1.6%
Puts
Pseudo strike
34.58
IV
58.2%
B/E move
1.6%

75Δ

Calls
Pseudo strike
31.24
IV
39.5%
B/E move
1.3%
Puts
Pseudo strike
35.00
IV
59.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
30.92
IV
38.5%
B/E move
1.0%
Puts
Pseudo strike
35.80
IV
60.5%
B/E move
0.9%

Options history

IV · four-Friday blend80.07%
Daily EOD
DOCS70.0%75.4%80.8%2026-10-19: 72.92%2026-10-20: 70.70%2026-10-21: 71.19%2026-10-22: 72.37%2026-10-23: 74.63%2026-10-26: 74.78%2026-10-27: 76.53%2026-10-28: 78.25%2026-10-29: 77.33%2026-10-30: 80.07%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
72.92%
70.70%
71.19%
72.37%
74.63%
74.78%
76.53%
78.25%
77.33%
80.07%