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Diamondrock Hospitality Company Common Stock DRH

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Market datapartial · fetched 2026-10-22T23:48:25.967Z

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 · 2026-10-22T20:00:05.014296563Z

FundamentalsAlpha Vantage · unavailable

Share price$13.89
1D+0.5%
AH$13.69$13.79$13.88$13.97$14.065:30 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$0.81$2.77$4.72$6.67$8.63$8.46$11.17$13.87$16.57$19.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRH spot · $13.88DRH PRICE$1.23$1.12$1.06$1.32$1.58$1.84$2.10$2.39$3.00$3.61$1.02$1.11$1.20$1.29$1.38$1.47$1.56$1.65$1.74$2.42$3.20$3.98$8.07
PutsExpensive3.57×
CallsExpensive3.31×
SkewBearish+0.87 pp
Implied moveBearish±$2.88
TiltBearish22.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.26183.0%33.5%
25Δ11.24158.1%27.1%
30Δ12.22133.3%20.6%
35Δ18.92170.4%45.1%12.80119.4%17.1%
40Δ16.40124.2%26.2%13.23109.9%14.6%
45Δ14.8590.4%14.6%13.66100.4%12.2%
50Δ14.3793.2%13.0%14.0990.9%9.8%
55Δ13.9095.9%11.5%14.5181.5%7.3%
60Δ13.4298.7%9.9%14.9472.0%4.9%
65Δ12.95101.4%8.4%15.7378.7%4.2%
70Δ12.45104.5%6.9%16.5887.9%3.7%
75Δ11.69112.8%5.8%17.4297.1%3.2%
80Δ10.92121.0%4.7%21.50145.8%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.26
IV
183.0%
B/E move
33.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.24
IV
158.1%
B/E move
27.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.22
IV
133.3%
B/E move
20.6%

35Δ

Calls
Pseudo strike
18.92
IV
170.4%
B/E move
45.1%
Puts
Pseudo strike
12.80
IV
119.4%
B/E move
17.1%

40Δ

Calls
Pseudo strike
16.40
IV
124.2%
B/E move
26.2%
Puts
Pseudo strike
13.23
IV
109.9%
B/E move
14.6%

45Δ

Calls
Pseudo strike
14.85
IV
90.4%
B/E move
14.6%
Puts
Pseudo strike
13.66
IV
100.4%
B/E move
12.2%

50Δ

Calls
Pseudo strike
14.37
IV
93.2%
B/E move
13.0%
Puts
Pseudo strike
14.09
IV
90.9%
B/E move
9.8%

55Δ

Calls
Pseudo strike
13.90
IV
95.9%
B/E move
11.5%
Puts
Pseudo strike
14.51
IV
81.5%
B/E move
7.3%

60Δ

Calls
Pseudo strike
13.42
IV
98.7%
B/E move
9.9%
Puts
Pseudo strike
14.94
IV
72.0%
B/E move
4.9%

65Δ

Calls
Pseudo strike
12.95
IV
101.4%
B/E move
8.4%
Puts
Pseudo strike
15.73
IV
78.7%
B/E move
4.2%

70Δ

Calls
Pseudo strike
12.45
IV
104.5%
B/E move
6.9%
Puts
Pseudo strike
16.58
IV
87.9%
B/E move
3.7%

75Δ

Calls
Pseudo strike
11.69
IV
112.8%
B/E move
5.8%
Puts
Pseudo strike
17.42
IV
97.1%
B/E move
3.2%

80Δ

Calls
Pseudo strike
10.92
IV
121.0%
B/E move
4.7%
Puts
Pseudo strike
21.50
IV
145.8%
B/E move
3.3%

Options history

No recorded observations