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Diamondrock Hospitality Company Common Stock DRH

REAL ESTATE · REIT - HOTEL & MOTEL
i

Market dataready · fetched 2026-11-12T02:43:20.262Z

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 · 2026-11-11T23:53:31.168845226Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:38:40.069106+00:00

Share price$14.90
1D-1.7%
AH$14.37$14.48$14.60$14.72$14.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDRH
Sold putSold callAH

Diamondrock Hospitality Company Common Stock options

Live interpolated DRH call and put midpoint premiums by absolute delta.Diamondrock Hospitality Company Common Stock$0.28$1.16$2.04$2.92$3.80$13.32$14.16$15.00$15.84$16.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DRH spot · $14.90DRH PRICE$0.38$0.65$1.13$1.62$2.10$2.58$3.06$3.54$0.40$0.40$0.41$0.42$0.43$0.44$0.45$0.71$1.12$1.53$1.93$2.34
Puts——
Calls——
Skew——
Implied moveBullish±$1.10
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.30166.8%32.0%9.64287.3%38.0%
25Δ10.48249.1%32.4%
30Δ11.32211.0%26.8%
35Δ12.16172.8%21.2%
40Δ13.00134.7%15.6%
45Δ13.8496.5%10.0%
50Δ14.5339.4%1.9%14.6958.4%4.4%
55Δ14.0353.8%1.7%15.2750.8%2.3%
60Δ13.5268.2%1.6%15.7061.6%2.1%
65Δ13.0282.6%1.5%16.1372.3%2.0%
70Δ12.5297.0%1.3%16.5683.0%1.8%
75Δ12.02111.4%1.2%16.9993.7%1.7%
80Δ11.52125.8%1.1%

20Δ

Calls
Pseudo strike
19.30
IV
166.8%
B/E move
32.0%
Puts
Pseudo strike
9.64
IV
287.3%
B/E move
38.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.48
IV
249.1%
B/E move
32.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.32
IV
211.0%
B/E move
26.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.16
IV
172.8%
B/E move
21.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.00
IV
134.7%
B/E move
15.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.84
IV
96.5%
B/E move
10.0%

50Δ

Calls
Pseudo strike
14.53
IV
39.4%
B/E move
1.9%
Puts
Pseudo strike
14.69
IV
58.4%
B/E move
4.4%

55Δ

Calls
Pseudo strike
14.03
IV
53.8%
B/E move
1.7%
Puts
Pseudo strike
15.27
IV
50.8%
B/E move
2.3%

60Δ

Calls
Pseudo strike
13.52
IV
68.2%
B/E move
1.6%
Puts
Pseudo strike
15.70
IV
61.6%
B/E move
2.1%

65Δ

Calls
Pseudo strike
13.02
IV
82.6%
B/E move
1.5%
Puts
Pseudo strike
16.13
IV
72.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
12.52
IV
97.0%
B/E move
1.3%
Puts
Pseudo strike
16.56
IV
83.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
12.02
IV
111.4%
B/E move
1.2%
Puts
Pseudo strike
16.99
IV
93.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
11.52
IV
125.8%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend64.17%
Daily EOD
DRH55.5%60.1%64.8%2026-10-26: 56.12%2026-10-30: 64.17%Oct 26Oct 30
2 observations2026-10-26 — 2026-10-30
Table
DateIV (%)
56.12%
64.17%