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DOUBLELINE INCOME SOLUTIONS FUND DSL

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Market dataready · fetched 2026-10-24T13:11:51.641Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-23T23:00:00.002979678Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T13:06:02.609813+00:00

Share price$9.78
1D+0.7%
AH$9.69$9.77$9.85$9.93$10.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDSL
Sold putSold callAH

DOUBLELINE INCOME SOLUTIONS FUND options

Live interpolated DSL call and put midpoint premiums by absolute delta.DOUBLELINE INCOME SOLUTIONS FUND$0.01$0.76$1.50$2.25$3.00$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEDSL PRICE$0.09$0.10$0.12$0.13$0.15$0.10$0.12$0.13$0.15$0.17$0.19$0.20$0.22$0.24$0.44$1.22$2.00$2.78
PutsExpensive1.17×
CallsFair1.00×
SkewBearish+7.07 pp
Implied move——
TiltBearish86.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.5530.6%19.0%8.1138.7%18.1%
25Δ11.1626.5%15.2%8.3235.5%16.1%
30Δ10.7822.4%11.4%8.5432.3%14.0%
35Δ10.3918.4%7.6%8.7629.1%12.0%
40Δ10.0114.3%3.9%8.9725.9%10.0%
45Δ9.1922.7%7.9%
50Δ9.4119.5%5.9%
55Δ9.6216.3%3.9%
60Δ9.8413.0%1.8%
65Δ10.1814.5%0.4%
70Δ10.9329.9%0.8%
75Δ11.6745.4%1.2%
80Δ12.4160.9%1.5%

20Δ

Calls
Pseudo strike
11.55
IV
30.6%
B/E move
19.0%
Puts
Pseudo strike
8.11
IV
38.7%
B/E move
18.1%

25Δ

Calls
Pseudo strike
11.16
IV
26.5%
B/E move
15.2%
Puts
Pseudo strike
8.32
IV
35.5%
B/E move
16.1%

30Δ

Calls
Pseudo strike
10.78
IV
22.4%
B/E move
11.4%
Puts
Pseudo strike
8.54
IV
32.3%
B/E move
14.0%

35Δ

Calls
Pseudo strike
10.39
IV
18.4%
B/E move
7.6%
Puts
Pseudo strike
8.76
IV
29.1%
B/E move
12.0%

40Δ

Calls
Pseudo strike
10.01
IV
14.3%
B/E move
3.9%
Puts
Pseudo strike
8.97
IV
25.9%
B/E move
10.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.19
IV
22.7%
B/E move
7.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.41
IV
19.5%
B/E move
5.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.62
IV
16.3%
B/E move
3.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.84
IV
13.0%
B/E move
1.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.18
IV
14.5%
B/E move
0.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.93
IV
29.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.67
IV
45.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.41
IV
60.9%
B/E move
1.5%

Options history

No recorded observations