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DT Midstream, Inc. DTM

i

Market dataready · fetched 2026-11-12T00:58:05.974Z

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 · 2026-11-12T00:00:00.002270291Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:58:05.303481+00:00

Share price$119.00
1D-1.2%
AH$118.29$118.86$119.43$119.99$120.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDTM
Sold putSold callAH

DT Midstream, Inc. options

Live interpolated DTM call and put midpoint premiums by absolute delta.DT Midstream, Inc.$1.20$3.86$6.52$9.18$11.84$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEDTM PRICE$1.49$1.91$2.26$2.55$2.70$2.86$3.14$3.51$3.89$4.26$4.64$5.01$5.95$2.45$2.45$2.45$3.41$5.32$7.24$9.16$11.07
Puts——
CallsExpensive1.13×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ131.0668.1%11.4%104.73109.3%14.0%
25Δ129.5573.1%10.5%110.0883.2%9.6%
30Δ126.8467.7%8.5%113.1267.5%7.0%
35Δ124.4161.8%6.7%
40Δ122.6054.8%5.3%
45Δ120.8047.8%3.9%
50Δ119.5143.7%3.1%
55Δ118.6241.7%2.6%
60Δ117.7439.8%2.2%121.2226.3%1.0%
65Δ116.8637.8%1.8%123.2930.2%0.9%
70Δ115.9735.9%1.4%125.3734.0%0.7%
75Δ115.0933.9%0.9%127.4437.9%0.6%
80Δ113.8832.9%0.7%129.5141.7%0.5%

20Δ

Calls
Pseudo strike
131.06
IV
68.1%
B/E move
11.4%
Puts
Pseudo strike
104.73
IV
109.3%
B/E move
14.0%

25Δ

Calls
Pseudo strike
129.55
IV
73.1%
B/E move
10.5%
Puts
Pseudo strike
110.08
IV
83.2%
B/E move
9.6%

30Δ

Calls
Pseudo strike
126.84
IV
67.7%
B/E move
8.5%
Puts
Pseudo strike
113.12
IV
67.5%
B/E move
7.0%

35Δ

Calls
Pseudo strike
124.41
IV
61.8%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
122.60
IV
54.8%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
120.80
IV
47.8%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
119.51
IV
43.7%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
118.62
IV
41.7%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
117.74
IV
39.8%
B/E move
2.2%
Puts
Pseudo strike
121.22
IV
26.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
116.86
IV
37.8%
B/E move
1.8%
Puts
Pseudo strike
123.29
IV
30.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
115.97
IV
35.9%
B/E move
1.4%
Puts
Pseudo strike
125.37
IV
34.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
115.09
IV
33.9%
B/E move
0.9%
Puts
Pseudo strike
127.44
IV
37.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
113.88
IV
32.9%
B/E move
0.7%
Puts
Pseudo strike
129.51
IV
41.7%
B/E move
0.5%

Options history

IV · four-Friday blend26.24%
Daily EOD
DTM25.0%26.3%27.6%2026-10-19: 25.49%2026-10-20: 25.36%2026-10-21: 25.22%2026-10-22: 25.92%2026-10-23: 26.13%2026-10-26: 27.46%2026-10-27: 26.24%2026-10-28: 26.94%2026-10-29: 26.73%2026-10-30: 26.24%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.49%
25.36%
25.22%
25.92%
26.13%
27.46%
26.24%
26.94%
26.73%
26.24%