Share price$127.44
1D+2.6%
Sold putSold callAH
Dorman Products, Inc. Common Stock DORM
i
Market datapartial · fetched 2026-10-22T22:33:37.527Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T22:02:50.33724055Z
FundamentalsAlpha Vantage · unavailable
Dorman Products, Inc. Common Stock options
PutsExpensive1.66×
CallsExpensive1.51×
SkewBearish+2.59 pp
Implied moveBearish±$14.26
TiltBearish11.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 147.46 | 54.8% | 17.3% | 112.90 | 57.5% | 13.4% |
| 25Δ | 142.26 | 50.4% | 13.6% | 116.29 | 56.0% | 11.3% |
| 30Δ | 138.80 | 48.8% | 11.4% | 119.23 | 55.0% | 9.7% |
| 35Δ | 136.05 | 48.3% | 9.7% | 121.90 | 53.4% | 8.2% |
| 40Δ | 133.57 | 48.0% | 8.4% | 124.49 | 51.4% | 6.8% |
| 45Δ | 131.25 | 47.7% | 7.2% | 126.83 | 50.5% | 5.8% |
| 50Δ | 128.99 | 48.0% | 6.2% | 129.10 | 49.9% | 4.9% |
| 55Δ | 126.80 | 49.0% | 5.4% | 131.51 | 50.2% | 4.1% |
| 60Δ | 124.56 | 50.0% | 4.7% | 134.01 | 51.0% | 3.5% |
| 65Δ | 122.11 | 51.1% | 4.0% | 136.79 | 51.8% | 2.9% |
| 70Δ | 119.62 | 52.1% | 3.3% | 139.73 | 52.6% | 2.3% |
| 75Δ | 116.94 | 52.2% | 2.7% | 143.35 | 53.8% | 1.8% |
| 80Δ | 114.09 | 52.2% | 2.1% | 146.80 | 53.2% | 1.2% |
20Δ
- Pseudo strike
- 147.46
- IV
- 54.8%
- B/E move
- 17.3%
- Pseudo strike
- 112.90
- IV
- 57.5%
- B/E move
- 13.4%
25Δ
- Pseudo strike
- 142.26
- IV
- 50.4%
- B/E move
- 13.6%
- Pseudo strike
- 116.29
- IV
- 56.0%
- B/E move
- 11.3%
30Δ
- Pseudo strike
- 138.80
- IV
- 48.8%
- B/E move
- 11.4%
- Pseudo strike
- 119.23
- IV
- 55.0%
- B/E move
- 9.7%
35Δ
- Pseudo strike
- 136.05
- IV
- 48.3%
- B/E move
- 9.7%
- Pseudo strike
- 121.90
- IV
- 53.4%
- B/E move
- 8.2%
40Δ
- Pseudo strike
- 133.57
- IV
- 48.0%
- B/E move
- 8.4%
- Pseudo strike
- 124.49
- IV
- 51.4%
- B/E move
- 6.8%
45Δ
- Pseudo strike
- 131.25
- IV
- 47.7%
- B/E move
- 7.2%
- Pseudo strike
- 126.83
- IV
- 50.5%
- B/E move
- 5.8%
50Δ
- Pseudo strike
- 128.99
- IV
- 48.0%
- B/E move
- 6.2%
- Pseudo strike
- 129.10
- IV
- 49.9%
- B/E move
- 4.9%
55Δ
- Pseudo strike
- 126.80
- IV
- 49.0%
- B/E move
- 5.4%
- Pseudo strike
- 131.51
- IV
- 50.2%
- B/E move
- 4.1%
60Δ
- Pseudo strike
- 124.56
- IV
- 50.0%
- B/E move
- 4.7%
- Pseudo strike
- 134.01
- IV
- 51.0%
- B/E move
- 3.5%
65Δ
- Pseudo strike
- 122.11
- IV
- 51.1%
- B/E move
- 4.0%
- Pseudo strike
- 136.79
- IV
- 51.8%
- B/E move
- 2.9%
70Δ
- Pseudo strike
- 119.62
- IV
- 52.1%
- B/E move
- 3.3%
- Pseudo strike
- 139.73
- IV
- 52.6%
- B/E move
- 2.3%
75Δ
- Pseudo strike
- 116.94
- IV
- 52.2%
- B/E move
- 2.7%
- Pseudo strike
- 143.35
- IV
- 53.8%
- B/E move
- 1.8%
80Δ
- Pseudo strike
- 114.09
- IV
- 52.2%
- B/E move
- 2.1%
- Pseudo strike
- 146.80
- IV
- 53.2%
- B/E move
- 1.2%
Options history
Table
| Date | IV |
|---|---|
| 41.99% | |
| 42.00% |