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DocuSign Inc DOCU

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-15T20:02:09.012Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:01.578439624Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:02:08.371827+00:00

Share price$77.52
1D+3.4%
AH$74.79$75.54$76.30$77.05$77.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDOCU
Sold putSold callAH

DocuSign Inc options

Live interpolated DOCU call and put midpoint premiums by absolute delta.DocuSign Inc$0.27$1.13$1.99$2.85$3.71$73.32$75.29$77.26$79.24$81.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $77.52OPTION PRICELive DOCU spot · $77.52DOCU PRICE$0.54$1.04$0.43$0.48$0.54$0.65$0.77$0.91$1.06$1.20$1.33$1.46$1.59$0.44$0.36$0.55$0.74$0.93$1.09$1.27$1.63$1.76$1.89$2.07$2.76$3.46
PutsExpensive1.32×
CallsCheap0.88×
SkewBearish+12.00 pp
Implied moveBearish±$2.04
TiltBearish22.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.00122.6%6.5%74.02104.8%5.1%
25Δ82.96179.7%8.4%76.0556.3%2.4%
30Δ78.8257.0%2.2%76.3262.8%2.3%
35Δ78.4452.2%1.8%76.5969.3%2.2%
40Δ78.0547.3%1.4%76.8675.7%2.1%
45Δ77.7947.3%1.2%77.1977.1%1.8%
50Δ77.5548.1%1.0%77.6075.9%1.5%
55Δ77.3048.7%0.9%78.0384.0%1.4%
60Δ77.0549.4%0.8%78.3678.5%1.2%
65Δ76.8247.7%0.6%78.7073.0%0.9%
70Δ76.5945.6%0.5%79.0868.9%0.7%
75Δ76.3743.5%0.4%79.8576.4%0.6%
80Δ76.1441.4%0.3%80.6283.9%0.5%

20Δ

Calls
Pseudo strike
82.00
IV
122.6%
B/E move
6.5%
Puts
Pseudo strike
74.02
IV
104.8%
B/E move
5.1%

25Δ

Calls
Pseudo strike
82.96
IV
179.7%
B/E move
8.4%
Puts
Pseudo strike
76.05
IV
56.3%
B/E move
2.4%

30Δ

Calls
Pseudo strike
78.82
IV
57.0%
B/E move
2.2%
Puts
Pseudo strike
76.32
IV
62.8%
B/E move
2.3%

35Δ

Calls
Pseudo strike
78.44
IV
52.2%
B/E move
1.8%
Puts
Pseudo strike
76.59
IV
69.3%
B/E move
2.2%

40Δ

Calls
Pseudo strike
78.05
IV
47.3%
B/E move
1.4%
Puts
Pseudo strike
76.86
IV
75.7%
B/E move
2.1%

45Δ

Calls
Pseudo strike
77.79
IV
47.3%
B/E move
1.2%
Puts
Pseudo strike
77.19
IV
77.1%
B/E move
1.8%

50Δ

Calls
Pseudo strike
77.55
IV
48.1%
B/E move
1.0%
Puts
Pseudo strike
77.60
IV
75.9%
B/E move
1.5%

55Δ

Calls
Pseudo strike
77.30
IV
48.7%
B/E move
0.9%
Puts
Pseudo strike
78.03
IV
84.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
77.05
IV
49.4%
B/E move
0.8%
Puts
Pseudo strike
78.36
IV
78.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
76.82
IV
47.7%
B/E move
0.6%
Puts
Pseudo strike
78.70
IV
73.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
76.59
IV
45.6%
B/E move
0.5%
Puts
Pseudo strike
79.08
IV
68.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
76.37
IV
43.5%
B/E move
0.4%
Puts
Pseudo strike
79.85
IV
76.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
76.14
IV
41.4%
B/E move
0.3%
Puts
Pseudo strike
80.62
IV
83.9%
B/E move
0.5%