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Dorman Products, Inc. Common Stock DORM

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Market datapartial · fetched 2026-10-22T16:20:08.091Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:07:01.021193753Z

FundamentalsAlpha Vantage · unavailable

Share price$126.71
1D+2.6%
$123.22$124.16$125.10$126.03$126.975:30 AM6:30 AM9:00 AM1:00 PMDORM
Sold putSold call

Dorman Products, Inc. Common Stock options

Live interpolated DORM call and put midpoint premiums by absolute delta.Dorman Products, Inc. Common Stock$1.37$7.10$12.82$18.54$24.26$101.74$113.38$125.01$136.65$148.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DORM spot · $126.71DORM PRICE$1.99$2.46$3.00$3.58$4.33$5.08$6.12$7.19$8.36$9.65$11.09$13.13$15.36$2.69$3.55$4.45$5.37$6.34$7.44$8.71$10.20$11.99$13.95$16.02$19.48$22.61
PutsExpensive1.80×
CallsExpensive1.44×
SkewBearish+9.47 pp
Implied moveBearish±$14.82
TiltBearish18.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ146.1453.7%16.9%111.3961.6%14.2%
25Δ141.1149.5%13.3%114.8860.9%12.1%
30Δ137.6547.2%11.0%117.9659.5%10.4%
35Δ134.6745.5%9.1%120.8958.1%8.8%
40Δ132.4445.3%7.9%123.5756.5%7.5%
45Δ130.2145.1%6.8%126.1655.4%6.3%
50Δ128.1445.8%6.0%128.6455.0%5.3%
55Δ126.0846.6%5.2%131.2254.9%4.5%
60Δ123.9647.1%4.4%133.9255.5%3.8%
65Δ121.7747.3%3.7%136.7555.6%3.1%
70Δ119.4847.7%3.0%139.6855.4%2.4%
75Δ116.7749.1%2.5%143.8057.6%1.9%
80Δ113.8650.2%2.0%147.6457.3%1.3%

20Δ

Calls
Pseudo strike
146.14
IV
53.7%
B/E move
16.9%
Puts
Pseudo strike
111.39
IV
61.6%
B/E move
14.2%

25Δ

Calls
Pseudo strike
141.11
IV
49.5%
B/E move
13.3%
Puts
Pseudo strike
114.88
IV
60.9%
B/E move
12.1%

30Δ

Calls
Pseudo strike
137.65
IV
47.2%
B/E move
11.0%
Puts
Pseudo strike
117.96
IV
59.5%
B/E move
10.4%

35Δ

Calls
Pseudo strike
134.67
IV
45.5%
B/E move
9.1%
Puts
Pseudo strike
120.89
IV
58.1%
B/E move
8.8%

40Δ

Calls
Pseudo strike
132.44
IV
45.3%
B/E move
7.9%
Puts
Pseudo strike
123.57
IV
56.5%
B/E move
7.5%

45Δ

Calls
Pseudo strike
130.21
IV
45.1%
B/E move
6.8%
Puts
Pseudo strike
126.16
IV
55.4%
B/E move
6.3%

50Δ

Calls
Pseudo strike
128.14
IV
45.8%
B/E move
6.0%
Puts
Pseudo strike
128.64
IV
55.0%
B/E move
5.3%

55Δ

Calls
Pseudo strike
126.08
IV
46.6%
B/E move
5.2%
Puts
Pseudo strike
131.22
IV
54.9%
B/E move
4.5%

60Δ

Calls
Pseudo strike
123.96
IV
47.1%
B/E move
4.4%
Puts
Pseudo strike
133.92
IV
55.5%
B/E move
3.8%

65Δ

Calls
Pseudo strike
121.77
IV
47.3%
B/E move
3.7%
Puts
Pseudo strike
136.75
IV
55.6%
B/E move
3.1%

70Δ

Calls
Pseudo strike
119.48
IV
47.7%
B/E move
3.0%
Puts
Pseudo strike
139.68
IV
55.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
116.77
IV
49.1%
B/E move
2.5%
Puts
Pseudo strike
143.80
IV
57.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
113.86
IV
50.2%
B/E move
2.0%
Puts
Pseudo strike
147.64
IV
57.3%
B/E move
1.3%

Options history

DORM41.9542.0042.042026-10-20: 41.99%2026-10-21: 42.00%Oct 20Oct 21
Table
DateIV
41.99%
42.00%