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DocuSign, Inc. Common Stock DOCU

i

Market dataready · fetched 2026-11-07T01:14:20.234Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T21:00:02.259732835Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-07T01:14:19.747901+00:00

Share price$77.61
1D+0.9%
AH$75.86$76.56$77.25$77.94$78.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDOCU
Sold putSold callAH

DocuSign, Inc. Common Stock options

Live interpolated DOCU call and put midpoint premiums by absolute delta.DocuSign, Inc. Common Stock$0.42$1.70$2.97$4.25$5.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEDOCU PRICE$0.56$0.83$1.15$1.36$1.54$1.75$3.05$5.15$0.61$0.75$0.99$1.31$1.55$1.79$2.10$2.45$2.84$3.31$3.49$3.59
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.3548.2%6.8%73.4749.4%6.1%
25Δ81.6751.7%6.3%74.5645.6%4.9%
30Δ81.1957.4%6.1%75.3045.7%4.2%
35Δ80.2956.2%5.2%75.8549.1%4.0%
40Δ79.3452.4%4.2%76.5148.6%3.4%
45Δ78.5550.1%3.5%77.2047.2%2.8%
50Δ77.8346.9%2.4%
55Δ78.4746.8%2.1%
60Δ79.1246.8%1.7%
65Δ75.8747.7%1.7%79.8247.1%1.4%
70Δ80.2543.8%1.1%
75Δ73.6162.6%1.5%80.5939.2%0.8%
80Δ

20Δ

Calls
Pseudo strike
82.35
IV
48.2%
B/E move
6.8%
Puts
Pseudo strike
73.47
IV
49.4%
B/E move
6.1%

25Δ

Calls
Pseudo strike
81.67
IV
51.7%
B/E move
6.3%
Puts
Pseudo strike
74.56
IV
45.6%
B/E move
4.9%

30Δ

Calls
Pseudo strike
81.19
IV
57.4%
B/E move
6.1%
Puts
Pseudo strike
75.30
IV
45.7%
B/E move
4.2%

35Δ

Calls
Pseudo strike
80.29
IV
56.2%
B/E move
5.2%
Puts
Pseudo strike
75.85
IV
49.1%
B/E move
4.0%

40Δ

Calls
Pseudo strike
79.34
IV
52.4%
B/E move
4.2%
Puts
Pseudo strike
76.51
IV
48.6%
B/E move
3.4%

45Δ

Calls
Pseudo strike
78.55
IV
50.1%
B/E move
3.5%
Puts
Pseudo strike
77.20
IV
47.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.83
IV
46.9%
B/E move
2.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.47
IV
46.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.12
IV
46.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
75.87
IV
47.7%
B/E move
1.7%
Puts
Pseudo strike
79.82
IV
47.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.25
IV
43.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
73.61
IV
62.6%
B/E move
1.5%
Puts
Pseudo strike
80.59
IV
39.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend49.30%
Daily close
DOCU36.5%88.7%140.8%2026-08-10: 51.73%2026-08-11: 56.27%2026-08-12: 51.94%2026-08-13: 68.66%2026-08-14: 60.74%2026-08-17: 66.87%2026-08-18: 64.03%2026-08-19: 69.33%2026-08-20: 71.52%2026-08-21: 67.64%2026-08-24: 68.89%2026-08-25: 74.05%2026-08-26: 76.72%2026-08-27: 85.48%2026-08-28: 78.17%2026-08-31: 92.07%2026-09-01: 95.03%2026-09-02: 105.07%2026-09-03: 133.64%2026-09-04: 47.20%2026-09-08: 53.38%2026-09-09: 51.11%2026-09-10: 59.00%2026-09-11: 47.95%2026-09-14: 51.94%2026-09-15: 48.94%2026-09-16: 51.13%2026-09-17: 52.48%2026-09-18: 45.52%2026-09-21: 49.48%2026-09-22: 49.18%2026-09-23: 47.84%2026-09-24: 52.74%2026-09-25: 44.48%2026-09-28: 49.83%2026-09-29: 49.61%2026-09-30: 50.15%2026-10-01: 47.44%2026-10-02: 43.94%2026-10-05: 46.31%2026-10-06: 48.68%2026-10-07: 52.35%2026-10-08: 55.17%2026-10-09: 43.70%2026-10-12: 44.09%2026-10-13: 50.92%2026-10-14: 55.69%2026-10-15: 48.97%2026-10-16: 48.57%2026-10-19: 52.38%2026-10-20: 49.93%2026-10-21: 51.77%2026-10-22: 50.11%2026-10-23: 47.23%2026-10-26: 46.53%2026-10-27: 49.92%2026-10-28: 55.02%2026-10-29: 51.59%2026-10-30: 49.30%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
51.73%
56.27%
51.94%
68.66%
60.74%
66.87%
64.03%
69.33%
71.52%
67.64%
68.89%
74.05%
76.72%
85.48%
78.17%
92.07%
95.03%
105.07%
133.64%
47.20%
53.38%
51.11%
59.00%
47.95%
51.94%
48.94%
51.13%
52.48%
45.52%
49.48%
49.18%
47.84%
52.74%
44.48%
49.83%
49.61%
50.15%
47.44%
43.94%
46.31%
48.68%
52.35%
55.17%
43.70%
44.09%
50.92%
55.69%
48.97%
48.57%
52.38%
49.93%
51.77%
50.11%
47.23%
46.53%
49.92%
55.02%
51.59%
49.30%