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DoubleVerify Holdings, Inc. DV

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Market datapartial · fetched 2026-10-22T21:55:47.693Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-22T20:10:00.003445396Z

FundamentalsAlpha Vantage · unavailable

Share price$13.56
1D+0.1%
AH$13.53$13.54$13.56$13.57$13.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDV
Sold putSold callAH

DoubleVerify Holdings, Inc. options

Live interpolated DV call and put midpoint premiums by absolute delta.DoubleVerify Holdings, Inc.$2.48$3.44$4.40$5.36$6.32$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEDV PRICE$2.59$2.96$3.34$3.71$4.08$6.05
PutsExpensive1.37×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ15.1056.7%7.8%
60Δ15.6654.9%6.3%
65Δ16.2353.2%4.9%
70Δ16.7951.5%3.5%
75Δ17.3649.7%2.1%
80Δ19.4358.9%1.3%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.10
IV
56.7%
B/E move
7.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.66
IV
54.9%
B/E move
6.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.23
IV
53.2%
B/E move
4.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.79
IV
51.5%
B/E move
3.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.36
IV
49.7%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.43
IV
58.9%
B/E move
1.3%

Options history

No recorded observations