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Dorman Products, Inc. Common Stock DORM

i

Market dataready · fetched 2026-11-12T02:55:07.687Z

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 · 2026-11-11T21:00:00.907585871Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-12T02:55:07.326778+00:00

Share price$134.55
1D+0.8%
AH$133.08$133.59$134.09$134.59$135.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDORM
Sold putSold callAH

Dorman Products, Inc. Common Stock options

Live interpolated DORM call and put midpoint premiums by absolute delta.Dorman Products, Inc. Common Stock$1.11$4.10$7.09$10.08$13.08$121.75$127.97$134.19$140.41$146.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DORM spot · $134.55DORM PRICE$1.43$1.68$1.88$2.30$2.81$3.32$3.83$4.31$4.79$5.27$5.75$6.37$7.22$1.46$1.64$1.88$2.49$3.11$3.72$4.35$5.13$5.90$6.68$7.85$10.10$12.21
PutsExpensive1.36×
CallsExpensive1.30×
SkewBearish+3.48 pp
Implied moveBearish±$8.18
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ147.5664.6%10.7%125.0960.0%8.1%
25Δ143.7557.0%8.1%127.7252.0%6.3%
30Δ140.7649.0%6.0%130.1645.2%4.7%
35Δ139.0247.1%5.0%131.3946.2%4.2%
40Δ137.7047.2%4.4%132.6247.2%3.7%
45Δ136.3847.4%3.8%133.8548.1%3.3%
50Δ135.0647.5%3.2%135.0849.0%2.8%
55Δ133.9645.6%2.8%136.4048.5%2.4%
60Δ132.8743.6%2.3%137.7248.0%2.0%
65Δ131.7741.6%1.9%139.0447.5%1.6%
70Δ130.6839.6%1.4%140.6848.4%1.3%
75Δ129.5737.6%1.0%143.2053.0%1.1%
80Δ128.4435.5%0.8%145.6355.7%0.8%

20Δ

Calls
Pseudo strike
147.56
IV
64.6%
B/E move
10.7%
Puts
Pseudo strike
125.09
IV
60.0%
B/E move
8.1%

25Δ

Calls
Pseudo strike
143.75
IV
57.0%
B/E move
8.1%
Puts
Pseudo strike
127.72
IV
52.0%
B/E move
6.3%

30Δ

Calls
Pseudo strike
140.76
IV
49.0%
B/E move
6.0%
Puts
Pseudo strike
130.16
IV
45.2%
B/E move
4.7%

35Δ

Calls
Pseudo strike
139.02
IV
47.1%
B/E move
5.0%
Puts
Pseudo strike
131.39
IV
46.2%
B/E move
4.2%

40Δ

Calls
Pseudo strike
137.70
IV
47.2%
B/E move
4.4%
Puts
Pseudo strike
132.62
IV
47.2%
B/E move
3.7%

45Δ

Calls
Pseudo strike
136.38
IV
47.4%
B/E move
3.8%
Puts
Pseudo strike
133.85
IV
48.1%
B/E move
3.3%

50Δ

Calls
Pseudo strike
135.06
IV
47.5%
B/E move
3.2%
Puts
Pseudo strike
135.08
IV
49.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
133.96
IV
45.6%
B/E move
2.8%
Puts
Pseudo strike
136.40
IV
48.5%
B/E move
2.4%

60Δ

Calls
Pseudo strike
132.87
IV
43.6%
B/E move
2.3%
Puts
Pseudo strike
137.72
IV
48.0%
B/E move
2.0%

65Δ

Calls
Pseudo strike
131.77
IV
41.6%
B/E move
1.9%
Puts
Pseudo strike
139.04
IV
47.5%
B/E move
1.6%

70Δ

Calls
Pseudo strike
130.68
IV
39.6%
B/E move
1.4%
Puts
Pseudo strike
140.68
IV
48.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
129.57
IV
37.6%
B/E move
1.0%
Puts
Pseudo strike
143.20
IV
53.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
128.44
IV
35.5%
B/E move
0.8%
Puts
Pseudo strike
145.63
IV
55.7%
B/E move
0.8%

Options history

IV · four-Friday blend35.94%
Daily EOD
DORM35.0%39.8%44.6%2026-10-19: 41.55%2026-10-20: 41.99%2026-10-21: 42.00%2026-10-22: 41.87%2026-10-23: 42.79%2026-10-26: 43.92%2026-10-27: 36.71%2026-10-28: 36.03%2026-10-29: 35.63%2026-10-30: 35.94%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.55%
41.99%
42.00%
41.87%
42.79%
43.92%
36.71%
36.03%
35.63%
35.94%