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Dorman Products, Inc. Common Stock DORM

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Market datapartial · fetched 2026-10-22T21:12:14.767Z

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 · 2026-10-22T20:22:19.15313035Z

FundamentalsAlpha Vantage · unavailable

Share price$126.80
1D+2.6%
AH$123$124$125$127$1285:30 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$1.55$6.26$10.97$15.68$20.40$104.42$115.84$127.26$138.69$150.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DORM spot · $126.80DORM PRICE$2.06$2.56$3.20$3.91$4.73$5.58$6.69$7.91$9.35$11.01$12.84$14.81$17.45$2.44$3.17$3.98$4.77$5.55$6.47$7.50$8.66$10.25$11.90$13.97$16.26$19.04
PutsExpensive1.59×
CallsExpensive1.60×
SkewBullish-2.60 pp
Implied moveBearish±$14.19
TiltBearish5.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ147.0555.6%17.6%112.5756.4%13.1%
25Δ141.9451.6%14.0%115.9454.7%11.1%
30Δ138.5050.3%11.7%118.7853.6%9.5%
35Δ135.6749.9%10.1%121.4052.1%8.0%
40Δ133.1749.8%8.7%123.8850.0%6.7%
45Δ130.7649.7%7.5%126.1848.7%5.6%
50Δ128.4550.6%6.6%128.3347.9%4.7%
55Δ126.1851.8%5.8%130.5447.4%3.9%
60Δ123.7753.2%5.0%132.9147.9%3.3%
65Δ121.2154.8%4.3%135.3348.3%2.7%
70Δ118.5055.9%3.6%138.0948.7%2.1%
75Δ115.6456.6%2.9%141.0449.0%1.6%
80Δ112.2158.0%2.3%144.4449.3%1.1%

20Δ

Calls
Pseudo strike
147.05
IV
55.6%
B/E move
17.6%
Puts
Pseudo strike
112.57
IV
56.4%
B/E move
13.1%

25Δ

Calls
Pseudo strike
141.94
IV
51.6%
B/E move
14.0%
Puts
Pseudo strike
115.94
IV
54.7%
B/E move
11.1%

30Δ

Calls
Pseudo strike
138.50
IV
50.3%
B/E move
11.7%
Puts
Pseudo strike
118.78
IV
53.6%
B/E move
9.5%

35Δ

Calls
Pseudo strike
135.67
IV
49.9%
B/E move
10.1%
Puts
Pseudo strike
121.40
IV
52.1%
B/E move
8.0%

40Δ

Calls
Pseudo strike
133.17
IV
49.8%
B/E move
8.7%
Puts
Pseudo strike
123.88
IV
50.0%
B/E move
6.7%

45Δ

Calls
Pseudo strike
130.76
IV
49.7%
B/E move
7.5%
Puts
Pseudo strike
126.18
IV
48.7%
B/E move
5.6%

50Δ

Calls
Pseudo strike
128.45
IV
50.6%
B/E move
6.6%
Puts
Pseudo strike
128.33
IV
47.9%
B/E move
4.7%

55Δ

Calls
Pseudo strike
126.18
IV
51.8%
B/E move
5.8%
Puts
Pseudo strike
130.54
IV
47.4%
B/E move
3.9%

60Δ

Calls
Pseudo strike
123.77
IV
53.2%
B/E move
5.0%
Puts
Pseudo strike
132.91
IV
47.9%
B/E move
3.3%

65Δ

Calls
Pseudo strike
121.21
IV
54.8%
B/E move
4.3%
Puts
Pseudo strike
135.33
IV
48.3%
B/E move
2.7%

70Δ

Calls
Pseudo strike
118.50
IV
55.9%
B/E move
3.6%
Puts
Pseudo strike
138.09
IV
48.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
115.64
IV
56.6%
B/E move
2.9%
Puts
Pseudo strike
141.04
IV
49.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
112.21
IV
58.0%
B/E move
2.3%
Puts
Pseudo strike
144.44
IV
49.3%
B/E move
1.1%

Options history

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