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DocuSign Inc DOCU

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Market datapartial · fetched 2026-10-15T23:38:23.967Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:47:31.061879453Z

FundamentalsAlpha Vantage · unavailable

Share price$77.32
1D+3.1%
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$0.83$3.97$7.12$10.27$13.41$59.40$67.80$76.19$84.59$92.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DOCU spot · $77.32DOCU PRICE$1.17$1.55$1.96$2.44$2.92$3.41$3.98$4.63$5.42$6.37$7.43$8.58$10.16$1.39$1.83$2.25$2.71$3.38$4.25$5.11$5.97$7.00$8.02$9.05$10.70$12.51
PutsFair1.04×
CallsCheap0.90×
SkewBearish+0.53 pp
Implied moveBearish±$9.09
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.5345.1%16.0%69.2147.3%12.3%
25Δ86.4545.2%13.8%71.0246.7%10.5%
30Δ84.5245.2%11.8%72.7745.1%8.8%
35Δ82.9445.1%10.4%74.2743.8%7.4%
40Δ81.3645.0%9.0%75.7044.4%6.5%
45Δ79.8044.8%7.6%77.0646.7%5.8%
50Δ78.4044.5%6.5%78.5147.6%5.1%
55Δ77.0144.6%5.6%79.9947.8%4.3%
60Δ75.6245.3%4.8%81.5647.3%3.6%
65Δ74.1346.4%4.1%83.1346.8%2.9%
70Δ72.5647.7%3.5%84.6946.3%2.2%
75Δ70.9047.8%2.8%86.7746.5%1.6%
80Δ68.8749.5%2.2%88.9746.9%1.1%

20Δ

Calls
Pseudo strike
88.53
IV
45.1%
B/E move
16.0%
Puts
Pseudo strike
69.21
IV
47.3%
B/E move
12.3%

25Δ

Calls
Pseudo strike
86.45
IV
45.2%
B/E move
13.8%
Puts
Pseudo strike
71.02
IV
46.7%
B/E move
10.5%

30Δ

Calls
Pseudo strike
84.52
IV
45.2%
B/E move
11.8%
Puts
Pseudo strike
72.77
IV
45.1%
B/E move
8.8%

35Δ

Calls
Pseudo strike
82.94
IV
45.1%
B/E move
10.4%
Puts
Pseudo strike
74.27
IV
43.8%
B/E move
7.4%

40Δ

Calls
Pseudo strike
81.36
IV
45.0%
B/E move
9.0%
Puts
Pseudo strike
75.70
IV
44.4%
B/E move
6.5%

45Δ

Calls
Pseudo strike
79.80
IV
44.8%
B/E move
7.6%
Puts
Pseudo strike
77.06
IV
46.7%
B/E move
5.8%

50Δ

Calls
Pseudo strike
78.40
IV
44.5%
B/E move
6.5%
Puts
Pseudo strike
78.51
IV
47.6%
B/E move
5.1%

55Δ

Calls
Pseudo strike
77.01
IV
44.6%
B/E move
5.6%
Puts
Pseudo strike
79.99
IV
47.8%
B/E move
4.3%

60Δ

Calls
Pseudo strike
75.62
IV
45.3%
B/E move
4.8%
Puts
Pseudo strike
81.56
IV
47.3%
B/E move
3.6%

65Δ

Calls
Pseudo strike
74.13
IV
46.4%
B/E move
4.1%
Puts
Pseudo strike
83.13
IV
46.8%
B/E move
2.9%

70Δ

Calls
Pseudo strike
72.56
IV
47.7%
B/E move
3.5%
Puts
Pseudo strike
84.69
IV
46.3%
B/E move
2.2%

75Δ

Calls
Pseudo strike
70.90
IV
47.8%
B/E move
2.8%
Puts
Pseudo strike
86.77
IV
46.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
68.87
IV
49.5%
B/E move
2.2%
Puts
Pseudo strike
88.97
IV
46.9%
B/E move
1.1%