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DPC Holdings PLC DPC

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-13T00:47:31.851Z

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 · 2026-11-13T00:01:30.829253402Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T00:47:31.346164+00:00

Share price$35.54
1D+0.6%
AH$32.68$33.30$33.92$34.54$35.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDPC
Sold putSold callAH

DPC Holdings PLC options

Live interpolated DPC call and put midpoint premiums by absolute delta.DPC Holdings PLC$0.32$4.62$8.91$13.21$17.51$24.10$29.58$35.07$40.56$46.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive DPC spot · $35.54DPC PRICE$0.79$0.90$1.01$1.12$1.24$1.35$0.79$1.05$1.31$1.57$1.83$2.44$3.49$4.54$5.59$7.24$10.46$16.27
Puts——
Calls——
Skew——
Implied moveBearish±$4.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.98116.3%15.1%
25Δ31.86114.5%13.3%
30Δ32.74112.7%11.6%
35Δ38.0370.7%9.2%33.62110.9%9.8%
40Δ37.4366.6%7.8%34.50109.1%8.1%
45Δ36.8262.4%6.5%35.53114.4%6.9%
50Δ36.2258.3%5.1%36.73128.7%6.5%
55Δ35.6254.2%3.7%37.93143.1%6.0%
60Δ35.0150.0%2.3%39.13157.4%5.6%
65Δ40.92177.8%5.2%
70Δ44.23214.1%5.0%
75Δ50.12268.3%4.7%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.98
IV
116.3%
B/E move
15.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.86
IV
114.5%
B/E move
13.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.74
IV
112.7%
B/E move
11.6%

35Δ

Calls
Pseudo strike
38.03
IV
70.7%
B/E move
9.2%
Puts
Pseudo strike
33.62
IV
110.9%
B/E move
9.8%

40Δ

Calls
Pseudo strike
37.43
IV
66.6%
B/E move
7.8%
Puts
Pseudo strike
34.50
IV
109.1%
B/E move
8.1%

45Δ

Calls
Pseudo strike
36.82
IV
62.4%
B/E move
6.5%
Puts
Pseudo strike
35.53
IV
114.4%
B/E move
6.9%

50Δ

Calls
Pseudo strike
36.22
IV
58.3%
B/E move
5.1%
Puts
Pseudo strike
36.73
IV
128.7%
B/E move
6.5%

55Δ

Calls
Pseudo strike
35.62
IV
54.2%
B/E move
3.7%
Puts
Pseudo strike
37.93
IV
143.1%
B/E move
6.0%

60Δ

Calls
Pseudo strike
35.01
IV
50.0%
B/E move
2.3%
Puts
Pseudo strike
39.13
IV
157.4%
B/E move
5.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.92
IV
177.8%
B/E move
5.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.23
IV
214.1%
B/E move
5.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.12
IV
268.3%
B/E move
4.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend80.79%
Daily EOD
DPC69.8%79.5%89.2%2026-10-19: 71.12%2026-10-20: 77.07%2026-10-21: 80.28%2026-10-22: 78.49%2026-10-23: 80.24%2026-10-26: 84.15%2026-10-27: 85.39%2026-10-28: 87.87%2026-10-29: 77.55%2026-10-30: 80.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
71.12%
77.07%
80.28%
78.49%
80.24%
84.15%
85.39%
87.87%
77.55%
80.79%